Market Microstructure Invariants : Empirical Evidence from Portfolio Transitions
Year of publication: |
2012
|
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Authors: | Kyle, Albert S. |
Other Persons: | Obizhaeva, Anna A. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Marktmikrostruktur | Market microstructure | Theorie | Theory | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 12, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1978943 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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