Security bid/ask dynamics with discreteness and clustering : simple strategies for modeling and estimation
Year of publication: |
1999
|
---|---|
Authors: | Hasbrouck, Joel |
Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 2.1999, 1, p. 1-28
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | US-Dollar | US dollar | Deutsche Mark | Monte-Carlo-Simulation | Monte Carlo simulation | Großbritannien | United Kingdom | 1996 |
-
Transaction cost in Indian foreign exchange market : a note
Dash, Shridhar, (1999)
-
How has the euro changed the foreign exchange market?
Hau, Harald, (2002)
-
How has the euro changed the foreign exchange market?
Hau, Harald, (2002)
- More ...
-
New York Stock Exchange systems and trading procedures
Hasbrouck, Joel, (1993)
-
Technology and liquidity provision : the blurring of traditional definitions
Hasbrouck, Joel, (2009)
-
Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel, (2009)
- More ...