The dealers ride again: volatility and order flow dynamics in a hybrid market

Ellul, A. (2001). The dealers ride again: volatility and order flow dynamics in a hybrid market. (Financial Markets Group Discussion Papers 368). Financial Markets Group, The London School of Economics and Political Science.
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Item Type Working paper
Copyright holders © 2001 The Author
Departments LSE > Research Centres > Financial Markets Group
LSE > Academic Departments > Economics
Date Deposited 28 Aug 2009
URI https://researchonline.lse.ac.uk/id/eprint/25041

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