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Bid-ask classification by switching regressions
Nyholm, Ken; Tanggaard, Carsten - 1997
Persistent link: https://www.econbiz.de/10000980185
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117
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Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373124
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - In: Journal of applied econometrics 18 (2003) 4, pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455779
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001455818