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Quotes, Order Flow, and Price Discovery

Marshall E. Blume, Michael A. Goldstein
DOI: 10.2307/2329562
The Journal of Finance

Data up to Jan 2025

Published1997
Citations83
References0
Fields
Computer scienceEconomicsMathematicsFinancial economicsFinanceGeometry

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Quotes, Order Flow, and Price Discovery (1997) – The Journal of Finance | Metascience Observatory Explorer