True spreads and equilibrium prices
Year of publication: |
2001
|
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Authors: | Ball, Clifford A. ; Chordia, Tarun |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 56.2001, 5, p. 1801-1835
|
Subject: | Börsenkurs | Share price | Geld-Brief-Spanne | Bid-ask spread | Finanzmarktregulierung | Financial market regulation | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | USA | United States | Gleichgewichtsmodell | Equilibrium model | 1997 |
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