When do low-frequency measures really measure effective spreads? Evidence from equity and foreign exchange markets
Year of publication: |
[2021]
|
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Authors: | Jahan-Parvar, Mohammad R. ; Zikes, Filip |
Publisher: |
[S.l.] : SSRN |
Subject: | Messung | Measurement | Devisenmarkt | Foreign exchange market | Wertpapierhandel | Securities trading | Kapitalmarkttheorie | Financial economics |
Extent: | 1 Online-Ressource (58 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 15, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3988923 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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