Imon Palit

Monash University

23 Innovation Walk

Wellington Road

Clayton, Victoria 3800

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

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Scholarly Papers (1)

1.

Why Is Equity Order Flow so Persistent?

Number of pages: 42 Posted: 01 Jul 2014
Santa Fe Institute, Monash University, Università di Bologna and University of Oxford
Downloads 136 (216,713)
Citation 4

Abstract:

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Market microstructure, Order flow, Herding, Order splitting, Price impact, Behavioral finance