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

Paolo Mazza and Mikael Petitjean
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Paolo Mazza: LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique

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Date: 2018-10-12
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Published in Applied Economics, 2018, pp.1 - 30. ⟨10.1080/00036846.2018.1529404⟩

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Journal Article: Testing the effect of technical analysis on market quality and order book dynamics (2019)
Working Paper: Testing the effect of technical analysis on market quality and order book dynamics (2019)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01914631

DOI: 10.1080/00036846.2018.1529404

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