@article{trade_co_occurrence,
author = {Yutong Lu, Gesine Reinert and Mihai Cucuringu},
title = {Trade co-occurrence, trade flow decomposition and conditional order imbalance in equity markets},
journal = {Quantitative Finance},
volume = {24},
number = {6},
pages = {779--809},
year = {2024},
publisher = {Routledge},
doi = {10.1080/14697688.2024.2358963},
URL = { https://doi.org/10.1080/14697688.2024.2358963},
eprint = {https://doi.org/10.1080/14697688.2024.2358963}
}