The dynamics of quote adjustments
Year of publication: |
2008
|
---|---|
Authors: | Chung, Kee H. ; Chuwonganant, Chairat ; Jiang, Jing |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 11, p. 2390-2400
|
Subject: | Marktmikrostruktur | Market microstructure | Adverse Selektion | Adverse selection | Geld-Brief-Spanne | Bid-ask spread | Effizienzmarkthypothese | Efficient market hypothesis | Wertpapierhandel | Securities trading | USA | United States |
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