Do buyers and sellers behave similarly in a limit order book? A high-frequency data examination of the Finnish stock exchange

Journal of Empirical Finance

Volumn 4, Issue 2-3, 1997, Pages 279-293

  Hedvall, Kaj ^a   Niemeyer, Jonas ^b   Rosenqvist, Gunnar ^a  

^a HANKEN SCHOOL OF ECONOMICS   (Finland)

^b STOCKHOLM SCHOOL OF ECONOMICS   (Sweden)

Author keywords

Limit order book; Log linear Poisson regression; Market microstructure; Quasi symmetry

Indexed keywords

EID: 0031161242     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(97)00011-X     Document Type: Article

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