Liquidity in the futures pits : inferring market dynamics from incomplete data
Joel Hasbrouck
| Year of publication: |
2004
|
|---|---|
| Authors: | Hasbrouck, Joel |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 2, p. 305-326
|
| Subject: | Wertpapierhandel | Securities trading | Derivat | Derivative | Liquidität | Liquidity | Marktmikrostruktur | Market microstructure | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Literaturverz. S. 324 - 326 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002103608