Pre-trade transparency and market quality
Year of publication: |
2007
|
---|---|
Authors: | Eom, Kyong Shik ; Ok, Jinho ; Park, Jong-ho |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 10.2007, 4, p. 319-341
|
Subject: | Marktmikrostruktur | Market microstructure |
-
When do central banks prefer to intervene secretly?
Ferré, Montserrat, (2009)
-
Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank, (2011)
-
End-user order flow and exchange rate dynamics : a dealer's perspective
Reitz, Stefan, (2011)
- More ...
-
Pre-trade transparency and market quality
Eom, Kyong Shik, (2007)
-
Dynamic and static volatility interruptions: Evidence from the Korean stock markets
Eom, Kyong Shik, (2022)
-
Autocorrelation and partial price adjustment
Anderson, Robert M., (2013)
- More ...