The dynamics of security trades, quote revisions, and market depths for actively traded stocks
Year of publication: |
2005
|
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Authors: | Rahman, Shafiqur ; Krishnamurti, Chandrasekhar ; Lee, Alice C. |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 25.2005, 2, p. 91-124
|
Subject: | Wertpapierhandel | Securities trading | Aktienmarkt | Stock market | Volatilität | Volatility | Handelsvolumen der Börse | Trading volume | USA | United States |
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