Quotes, Order Flow, and Price Discovery
Year of publication: |
[2012]
|
---|---|
Authors: | Blume, Marshall E. |
Other Persons: | Goldstein, Michael A. (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
-
Defaultable Security Valuation and Model Risk
Akgun, Aydin, (2001)
-
Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices
Nishimura, Kiyohiko G., (1999)
-
Jackwerth, Jens Carsten, (1996)
- More ...
-
Differences in Execution Prices Among the NYSE, the Regionals and the NASD (Revised: 27-92)
Blume, Marshall E.,
-
On the Integration of the US Equity Markets (Revised: 18-95)
Blume, Marshall E.,
-
Quotes, order flow, and price discovery
Blume, Marshall E., (1996)
- More ...