The effect of fragmentation in trading on market quality in the UK equity market
Year of publication: |
2013-08
|
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Authors: | Korber, Lena ; Linton, Oliver ; Vogt, Michael |
Institutions: | Centre for Microdata Methods and Practice (CEMMAP) |
Subject: | Heterogeneous panel data | quantile regression | MiFID |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number CWP42/13 |
Classification: | C23 - Models with Panel Data ; G28 - Government Policy and Regulation ; L10 - Market Structure, Firm Strategy, and Market Performance. General |
Source: |
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The effect of fragmentation in trading on market quality in the UK equity market
Körber, Lena, (2013)
-
The effect of fragmentation in trading on market quality in the UK equity market
Körber, Lena, (2013)
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The Effect of Fragmentation in Trading on Market Quality in the UK Equity Market
Koerber, Lena, (2013)
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A semiparametric model for heterogeneous panel data with fixed effects
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Nonparametric regression for locally stationary time series
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