Order characteristics and stock price evolution An application to program trading

Journal of Financial Economics

Volumn 41, Issue 1, 1996, Pages 129-149

  Hasbrouck, Joel ^a  

^a NEW YORK UNIVERSITY   (United States)

Author keywords

Equity trading; Index arbitrage; Market making; Market microstructure; Program trading

Indexed keywords

EID: 0030138577     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(95)00858-C     Document Type: Article

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