Limit orders and the bid-ask spread
Year of publication: |
1999
|
---|---|
Authors: | Chung, Kee H. ; VanNess, Bonnie F. ; VanNess, Robert A. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 53.1999, 2, p. 255-287
|
Subject: | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | USA | United States | 1990-1991 |
-
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng, (2011)
-
Price discovery in the dual-platform US Treasury market
Sun, Zhuowei, (2015)
-
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng, (2015)
- More ...
-
Short- and long-term effects of multimarket trading
Nguyen, Vanthuan, (2007)
-
Information and trade sizes : the case of short sales
Blau, Benjamin M., (2009)
-
The intraday probability of informed trading on the NYSE
Goldstein, Michael A., (2006)
- More ...