Price effects of trading and components of the bid-ask spread on the Paris Bource
| Year of publication: |
1994
|
|---|---|
| Authors: | de Jong, Frank C. J. M. ; Nijman, Theo ; Roell, A.A. |
| Institutions: | Tilburg University, Center for Economic Research |
| Subject: | Time Series | Prices | Financial Markets | Supply and Demand |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series CentER Discussion Paper Number 1994-54 |
| Classification: | C32 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
| Source: |
Persistent link: https://www.econbiz.de/10011092082