Order flow and the bid-ask spread: an empirical probability model of screen-based trading (Q1391446)
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scientific article; zbMATH DE number 1178026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Order flow and the bid-ask spread: an empirical probability model of screen-based trading |
scientific article; zbMATH DE number 1178026 |
Statements
Order flow and the bid-ask spread: an empirical probability model of screen-based trading (English)
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22 July 1998
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screen-based trading
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limit order book
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order flow
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bid-ask spreads
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statistical model evaluation
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foreign exchange quotations
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