Price volatility in the context of market microstructure
Year of publication: |
2009
|
---|---|
Authors: | Lerner, Peter ; Wu, Chunchi |
Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 51-69
|
Subject: | Aktienmarkt | Stock market | Volatilität | Volatility | Marktmikrostruktur | Market microstructure |
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