Ellul, Andrew (2001) The dealers ride again: volatility and order flow dynamics in a hybrid market. Financial Markets Group Discussion Papers (368). Financial Markets Group, The London School of Economics and Political Science, London, UK.
Full text not available from this repository.| Item Type: | Monograph (Discussion Paper) |
|---|---|
| Official URL: | http://fmg.ac.uk |
| Additional Information: | © 2001 The Author |
| Divisions: | Financial Markets Group Economics |
| Subjects: | H Social Sciences > HB Economic Theory |
| JEL classification: | G - Financial Economics > G1 - General Financial Markets > G12 - Asset Pricing; Trading volume; Bond Interest Rates E - Macroeconomics and Monetary Economics > E1 - General Aggregative Models > E17 - Forecasting and Simulation C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C14 - Semiparametric and Nonparametric Methods C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C11 - Bayesian Analysis |
| Date Deposited: | 28 Aug 2009 10:01 |
| Last Modified: | 11 Dec 2024 18:29 |
| URI: | http://eprints.lse.ac.uk/id/eprint/25041 |
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