Work

Order Flow, Transaction Clock, and Normality of Asset Returns

Year: 2000

Type: article

Source: The Journal of Finance

DOI: 10.1111/0022-1082.00286

Authors: Thierry Ané, Hélyette Geman

Institutions: University of Washington, University of Chicago, Université Paris Dauphine-PSL, Carnegie Mellon University, École Supérieure des Sciences Économiques et Commerciales

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2103382933

FWCI: 24.11

Cites: 23

Cited by: 421

Related to: 10