NYSE order flow, spreads, and information
Year of publication: |
2003
|
---|---|
Authors: | Werner, Ingrid M. |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 6.2003, 3, p. 309-335
|
Subject: | Börse | Bourse | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs | USA | United States |
-
Kyle, Albert S., (2020)
-
Inferring trade directions in fast markets
Jurkatis, Simon Willi, (2020)
-
Testing stylized facts of Bitcoin limit order books
Schnaubelt, Matthias, (2019)
- More ...
-
What Explains Differences in Finance Research Productivity during the Pandemic?
BARBER, BRAD M., (2021)
-
Round-the-clock trading : evidence from UK cross-listed securities
Kleidon, Allan William, (1994)
-
International equity transactions and US portfolio choice
Tesar, Linda L., (1994)
- More ...