Trading costs and price discovery
Year of publication: |
2010
|
---|---|
Authors: | Choy, Siu-Kai ; Zhang, Hua |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 34.2010, 1, p. 37-57
|
Publisher: |
Springer |
Subject: | Trading costs | Price discovery | Information share | Equity index markets |
-
Tell-tale tails: A data driven approach to estimate unique market information shares
Grammig, Joachim G., (2010)
-
The dynamics of price discovery for cross-listed stocks evidence from US and Chinese markets
Duppati, Geeta, (2017)
-
Malhotra, Jatin, (2021)
- More ...
-
Retail clientele and option returns
Choy, Siu-Kai, (2015)
-
Manipulator residual estimation and its application in collision detection
Guo, Mingming, (2018)
-
Intra- and inter-regional expansion: a nonlinear model
Zhang, Hua, (2019)
- More ...