Quote setting and price formation in an order driven market
Year of publication: |
2003
|
---|---|
Authors: | Handa, Puneet ; Schwartz, Robert A. ; Tiwari, Ashish |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 6.2003, 4, p. 461-489
|
Subject: | Börse | Bourse | Geld-Brief-Spanne | Bid-ask spread | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Frankreich | France |
-
The information content of a limit order book : the case of an FX market
Kozhan, Roman, (2012)
-
Participation strategy of the NYSE specialists to the posted quotes
Köksal, Bülent, (2010)
-
High frequency market microstructure
O'Hara, Maureen, (2015)
- More ...
-
The economic value of a trading floor : evidence from the American Stock Exchange
Handa, Puneet, (2004)
-
The Economic Value of a Trading Floor : Evidence from the American Stock Exchange
Tiwari, Ashish, (2002)
-
Quote Setting and Price Formation in an Order Driven Market
Tiwari, Ashish, (2002)
- More ...