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. 2005 Feb 1;102(6):2254–2259. doi: 10.1073/pnas.0409157102

Fig. 3.

Fig. 3.

Regressions of predicted values based on order flow using Eq. 2 vs. actual values for the logarithm of the price diffusion rate. The dots show the average predicted and actual values for each stock averaged over the full 21-mo time period. The solid line is a regression; the dashed line is the diagonal, with A = 1 and B = 0.