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~subject:"adverse selection component"
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adverse selection component
Adverse selection cost
1
Autocovarianzas de los rendimientos.
1
Bid–ask spread
1
Horquilla de precios
1
Selección adversa
1
Time series return autocovariance
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horquilla de precios
1
insider trading
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market microstructure
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microestructura de los mercados financieros
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negociación informada
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selección adversa
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spread
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transaction cost
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Farinós, José E.
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García, C. José
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Ibáñez, Ana M.ª
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El componente de selección adversa de la
horquilla
de
precios
cotizada: una revisión de los modelos de estimación
García, C. José
;
Ibáñez, Ana M.ª
;
Farinós, José E.
- In:
Cuadernos de Gestión
(
2005
)
componentes no observables de la
horquilla
de
precios
a partir de las series de datos que proporcionan los mercados financieros …
Persistent link: https://www.econbiz.de/10011277665
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