Estimating Endogenous Liquidity Using Transaction and Order Book Information
Year of publication: |
2016
|
---|---|
Authors: | Durand, Philippe |
Other Persons: | Gündüz, Yalin (contributor) ; Thomazeau, Isabelle (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Transaktionskosten | Transaction costs | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread |
Extent: | 1 Online-Ressource (40 p) |
---|---|
Series: | Bundesbank Discussion Paper ; No. 34/2012 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2796885 [DOI] |
Classification: | G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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