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~isPartOf:"Journal of business economics and management"
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Handelsvolumen der Börse
2
KOSPI200 futures
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Market microstructure
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market microstructure
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bid-ask spreads
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information content
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informed trading
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order indicator model
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Ryu, Doojin
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Journal of business economics and management
Physica A: Statistical Mechanics and its Applications
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Comprehensive market microstructure model : considering the inventory holding costs
Ryu, Doojin
- In:
Journal of business economics and management
18
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011721742
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2
Information content of inter-transaction time : a structural approach
Ryu, Doojin
- In:
Journal of business economics and management
16
(
2015
)
4
,
pp. 697-711
Persistent link: https://www.econbiz.de/10011383043
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