The Effect of Security and Market Order Flow Shocks on Co‐movement

Neophytos Lambertides, Patricia L. Chelley-Steeley, Christos S. Savva

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

Original language	English
Journal	Journal of International Financial Markets, Instituitions and Money
Publication status	Published - 2015

Cite this

@article{427d3564c76245abb02397fa9fa84312,

title = "The Effect of Security and Market Order Flow Shocks on Co‐movement",

author = "Neophytos Lambertides and Chelley-Steeley, {Patricia L.} and Savva, {Christos S.}",

year = "2015",

language = "English",

journal = "Journal of International Financial Markets, Instituitions and Money",

issn = "1042-4431",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - The Effect of Security and Market Order Flow Shocks on Co‐movement

AU - Lambertides, Neophytos

AU - Chelley-Steeley, Patricia L.

AU - Savva, Christos S.

PY - 2015

Y1 - 2015

M3 - Article

SN - 1042-4431

JO - Journal of International Financial Markets, Instituitions and Money

JF - Journal of International Financial Markets, Instituitions and Money

ER -