Evidence of Price Change Volatility Induced by the Number and Proportion of Orders of a Given Size

D. Walsh

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	39-55
Journal	Australian Journal of Management
Volume	23
Issue number	1
Publication status	Published - 1998

Cite this

@article{cfa61c58a86447b4aa726ec886a0d5b9,

title = "Evidence of Price Change Volatility Induced by the Number and Proportion of Orders of a Given Size",

author = "D. Walsh",

year = "1998",

language = "English",

volume = "23",

pages = "39--55",

journal = "Australian Journal of Management",

issn = "0312-8962",

publisher = "SAGE Publications Ltd",

number = "1",

}