scholarly journals Order Flow and the Bitcoin Spot Rate

2016 ◽  
Vol 3 (3) ◽  
Author(s):  
K. H. McIntyre ◽  
Kristine Harjes
Keyword(s):  
Spot Rate ◽  
Order Flow

scholarly journals Order Flow Information and Spot Rate Dynamics

2015 ◽  
Author(s):  
Martin D.D. Evans ◽  
Dagfinn Rime
Keyword(s):  
Spot Rate ◽  
Order Flow ◽  
Flow Information

scholarly journals Order Flow Information and Spot Rate Dynamics

2017 ◽  
pp. 725-776
Author(s):  
Martin D. D. Evans ◽  
Dagfinn Rime
Keyword(s):  
Spot Rate ◽  
Order Flow ◽  
Flow Information

scholarly journals Order flow information and spot rate dynamics

2016 ◽  
Vol 69 ◽  
pp. 45-68 ◽  
Author(s):  
Martin D.D. Evans ◽  
Dagfinn Rime
Keyword(s):  
Spot Rate ◽  
Order Flow ◽  
Flow Information

Order Flow and Liquidity around NYSE Trading Halts

CFA Digest ◽  
2001 ◽  
Vol 31 (1) ◽  
pp. 45-47
Author(s):  
Bruce D. Phelps
Keyword(s):  
Order Flow ◽  
Trading Halts

The Role of HFT's in Order Flow Toxicity and Stock Price Variance

2014 ◽  
Author(s):  
serhat Yildiz ◽  
Bonnie F. Van Ness ◽  
Robert A. Van Ness
Keyword(s):  
Stock Price ◽  
Order Flow

Continuous Time Spot Rate Models with a Nonstationary Mean

2015 ◽  
Author(s):  
Haitham A. Al-Zoubi ◽  
Avanidhar Subrahmanyam
Keyword(s):  
Continuous Time ◽  
Spot Rate

Caught On Tape: Predicting Institutional Ownership with Order Flow

2004 ◽  
Author(s):  
John Y. Campbell ◽  
Tuomo Vuolteenaho ◽  
Tarun Ramadorai
Keyword(s):  
Institutional Ownership ◽  
Order Flow
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