Order arrival, quote behavior, and the return-generating process
Year of publication: |
1987
|
---|---|
Authors: | Hasbrouck, Joel |
Other Persons: | Ho, Thomas S. Y. (contributor) |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 42.1987, 4, p. 1035-1048
|
Subject: | Börse | Bourse | Börsenkurs | Share price | Theorie | Theory | USA | United States | 1985 |
-
Nonlinear dynamics : evidence for a small stock exchange
Scheicher, Martin, (1996)
-
The stock exchange specialist system : an economic analysis
Stoll, Hans R., (1985)
-
The Stock Exchange and investment analysis
Briston, Richard Jeremy, (1970)
- More ...
-
Information quality and market efficiency
Ho, Thomas S. Y., (1988)
-
Valuing high-yield bonds: a business modelling approach
Ho, Thomas S. Y., (2006)
-
A unified credit and interest rate arbitrage-free contingent claim model
Ho, Thomas S. Y., (2008)
- More ...