A practitioner's guide to market microstructure invariance
Albert S. Kyle, Anna A. Obizhaeva, and Mark Kritzman
| Year of publication: |
2016
|
|---|---|
| Authors: | Kyle, Albert S. ; Obižaeva, Anna ; Kritzman, Mark |
| Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 43.2016, 1, p. 43-53
|
| Subject: | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011686160