Time and the price impact of a trade : a structural approach
Year of publication: |
2011
|
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Authors: | Grammig, Joachim ; Theissen, Erik ; Wünsche, Oliver |
Publisher: |
Frankfurt, Main : Center for Financial Studies |
Subject: | Wertpapierhandel | Securities trading | Zeit | Time | Handelsvolumen der Börse | Trading volume | Börsenkurs | Share price | Informationseffizienz | Informational efficiency | Adverse Selektion | Adverse selection | Risiko | Risk | Schätzung | Estimation | Deutschland | Germany | USA | United States | 2004 |
Extent: | Online-Ressource (PDF-Datei: 34 S., 647,09 KB) graph. Darst. |
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Series: | CFS working paper series. - Frankfurt, M. : [Verlag nicht ermittelbar], ZDB-ID 2196856-1. - Vol. 2011/08 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat Reader |
Other identifiers: | hdl:10419/57344 [Handle] |
Classification: | G10 - General Financial Markets. General ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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