Explaining intraday pattern of trading volume from the order flow data

Journal of Business Finance and Accounting

Volumn 28, Issue 1-2, 2001, Pages 199-230

  Lee, Yi Tsung ^a   Fok, Robert C W ^b   Liu, Yu Jane ^c  

^a NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

^b SHIPPENSBURG UNIVERSITY   (United States)

^c NATIONAL CHENGCHI UNIVERSITY   (Taiwan)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 53349115229     PISSN: 0306686X     EISSN: 14685957     Source Type: Journal    
DOI: 10.1111/1468-5957.00371     Document Type: Article

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