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Explaining the bid-ask spread...
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Agrarian economy and rural development : realities and perspectives for Romania : 8th edition of the International Symposium
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Apertura económica y sistema financiero : compilación de los documentos presentados en el XII Simposio sobre Mercado de Capitales, Calí, octubre 31, noviembre 1 y 2 de 1990
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Evidence of
microstructure
variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
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Tick size, market structure, and trading costs
Christie, William G.
;
Harris, Jeffrey H.
;
Kandel, Eugene
- In:
Stock market liquidity : implications for market …
,
(pp. 173-197)
.
2008
Persistent link: https://www.econbiz.de/10003650520
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Liquidity, trading, and trading costs
Crabbe, Leland E.
;
Fabozzi, Frank J.
- In:
Advanced bond portfolio management : best practices in …
,
(pp. 21-42)
.
2006
Persistent link: https://www.econbiz.de/10003280064
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Explaining the Bond-CDS Basis : the role of credit risk and liquidity
Bühler, Wolfgang
;
Gehde-Trapp, Monika
- In:
Risikomanagement und kapitalmarktorientierte …
,
(pp. 375-402)
.
2009
Persistent link: https://www.econbiz.de/10003861246
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The bid-ask problem and game theory
Organisciak, Jeff
;
Wang, Tim
;
Lynn, David J.
- In:
Active private equity real estate strategy
,
(pp. 53-65)
.
2009
Persistent link: https://www.econbiz.de/10003871392
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Contingent claim valuation with penalty costs on short selling positions
Costa, O. L. V.
;
Queiroz Filho, E. V.
- In:
Computational finance and its applications II : [Second …
,
(pp. 151-160)
.
2006
Persistent link: https://www.econbiz.de/10003410132
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7
The dynamics of quote prices in an artificial financial market with learning effects
Consiglio, Andrea
;
Lacagnina, Valerio
;
Russino, Annalisa
- In:
Advances in artificial economics : the economy as a …
,
(pp. 63-75)
.
2006
Persistent link: https://www.econbiz.de/10003480699
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8
Option market
microstructure
Sahut, Jean-Michel
- In:
Risk management and value : valuation and asset price
,
(pp. 581-599)
.
2008
Persistent link: https://www.econbiz.de/10003686211
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9
Price and time
Brown, Constance M.
- In:
Breakthroughs in technical analysis : new thinking from …
,
(pp. 83-113)
.
2007
Persistent link: https://www.econbiz.de/10003573847
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10
Execution quality on the NYSE : the effect of time delay
Stoll, Hans R.
- In:
Börsen, Banken und Kapitalmärkte : Festschrift für …
,
(pp. 21-44)
.
2006
Persistent link: https://www.econbiz.de/10003561249
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