The Probability of a Trade at the Ask: An Examination of Interday andIntraday Behavior

Authors
David C. Porter
Citation
David C. Porter, The Probability of a Trade at the Ask: An Examination of Interday andIntraday Behavior, Journal of financial and quantitative analysis, 27(02), 1992, pp. 209
Journal title
Journal of financial and quantitative analysis → ACNP
ISSN journal
00221090
Volume
27
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1090(1992)27:02<209:TPOATA>2.0.ZU;2-C