Journal of Financial Markets Vol. 9 No. 4 2006
Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market
- DOI
- 10.1016/j.finmar.2006.04.001
- Volume
- 9
- Issue
- 4
- Pages
- 408-432
- Language
- en
- Sources
- crossref openalex