Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets

Fuente: arXiv

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Bibliographic Details
Main Authors:	Lu, Yutong, Reinert, Gesine, Cucuringu, Mihai
Format:	Preprint
Published:	2022
Subjects:	Trading and Market Microstructure Statistical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2209.10334