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Testing the effect of technical analysis on market quality and order book dynamics

Paolo Mazza 1 Mikael Petitjean 1 
1 LEM - Lille économie management - UMR 9221
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https://hal.archives-ouvertes.fr/hal-01914631
Contributor : Isabelle Celet Connect in order to contact the contributor
Submitted on : Wednesday, November 7, 2018 - 9:32:56 AM
Last modification on : Tuesday, April 12, 2022 - 4:12:04 PM

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UNIV-ARTOIS | CNRS | LEM_LILLE | UNIV-LILLE

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Paolo Mazza, Mikael Petitjean. Testing the effect of technical analysis on market quality and order book dynamics. Applied Economics, Taylor & Francis (Routledge), 2018, pp.1 - 30. ⟨10.1080/00036846.2018.1529404⟩. ⟨hal-01914631⟩

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