Market Microstructure Invariance : A Dynamic Equilibrium Model
Year of publication: |
2017
|
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Authors: | Kyle, Albert S. |
Other Persons: | Obizhaeva, Anna A. (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Marktmikrostruktur | Market microstructure | Dynamisches Gleichgewicht | Dynamic equilibrium | Volatilität | Volatility | Geld-Brief-Spanne | Bid-ask spread | Effizienzmarkthypothese | Efficient market hypothesis | Finanzmarkt | Financial market | Transaktionskosten | Transaction costs | Theorie | Theory |
Extent: | 1 Online-Ressource (46 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 8, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.2749531 [DOI] |
Classification: | G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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