Inferring the private information content of trades : a regime-switching approach
Ken Nyholm
| Year of publication: |
2003
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|---|---|
| Authors: | Nyholm, Ken |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 18.2003, 4, p. 457-470
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| Subject: | Geld-Brief-Spanne | Bid-ask spread | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of applied econometrics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001779861