Work

�Microstructure Modes� � Disentangling the Joint Dynamics of Prices & Order Flow

Year: 2024

Type: article

Source: Wilmott

DOI: 10.54946/wilm.12074

Author: S and Maitrier, G and Bonart, J and Bouchaud, JP Elomari-Kessab

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4402498710

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Related to: 10