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Bid-ask spread
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Bond liquidity
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Bourse
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Quantitative finance
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Co-impact : crowding effects in institutional trading activity
Bucci, Frederic
;
Mastromatteo, Iacopo
;
Eisler, Zoltan
; …
- In:
Quantitative finance
20
(
2020
)
2
,
pp. 193-205
Persistent link: https://www.econbiz.de/10012194861
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2
Transaction cost analytics for corporate bonds
Guo, Xin
;
Lehalle, Charles-Albert
;
Xu, Renyuan
- In:
Quantitative finance
22
(
2022
)
7
,
pp. 1295-1319
Persistent link: https://www.econbiz.de/10013367900
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