Order flow, transaction clock, and normality of asset returns

Journal of Finance

Volumn 55, Issue 5, 2000, Pages 2259-2284

  Ané, Thierry ^a   Geman, Hélyette ^a  

^a UNIVERSITÉ PARIS DAUPHINE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0003351444     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00286     Document Type: Article

References (22)

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