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Characteristics of the order flow through an electronic open limit order book

Journal of International Financial Markets, Institutions and Money, 9(4): 335--357, 1999.
Authors: Philip Brown and Nathanial Thomson and David Walsh
URL: http://www.sciencedirect.com/science/article/B6VGT-3XR2V6S-1/1/0a6382bfc0456824c7ff0c65236f6d0d
Tags: Order flow
| URL | BibTeX  
@article{Brown1999,
title = {Characteristics of the order flow through an electronic open limit order book},
author = {Philip Brown and Nathanial Thomson and David Walsh},
journal = {Journal of International Financial Markets, Institutions and Money},
month = {Nov},
number = {4},
pages = {335--357},
url = {http://www.sciencedirect.com/science/article/B6VGT-3XR2V6S-1/1/0a6382bfc0456824c7ff0c65236f6d0d},
volume = {9},
year = {1999},
keywords = {Order flow }
}