Price reaction to order flow 'news' in Australian equities

Pacific Basin Finance Journal

Volumn 5, Issue 1, 1997, Pages 1-23

  Walsh, David M ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

Author keywords

Australian equities; Order flow; Price discovery

Indexed keywords

EID: 0031068508     PISSN: 0927538X     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0927-538x(96)00022-4     Document Type: Article

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