A comparison of alternative spread décomposition models on Euronext Brussels
Year of publication: |
2003
|
---|---|
Authors: | De Winne, Rudy ; Majois, Christophe |
Published in: |
Brussels Economic Review. - Département d'Économie Appliquée (DULBEA). - Vol. 46.2003, 4, p. 91-136
|
Publisher: |
Département d'Économie Appliquée (DULBEA) |
Subject: | Market Microstructure | Bid-Ask Spread Components | Information Asymmetry | Inventory Holding Costs | Microstructure des marchés | Composantes de la fourchette de prix | Marchés dirigés par les ordres | Asymétrie d'information | Coûts d'inventaire |
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