Adverse-selection costs and the probability of information-based trading
Year of publication: |
2003
|
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Authors: | Chung, Kee H. ; Li, Mingsheng |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 864322-2. - Vol. 38.2003, 2, p. 257-272
|
Subject: | Adverse Selektion | Adverse selection | Wertpapierhandel | Securities trading | Asymmetrische Information | Asymmetric information | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | USA | United States |
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