Inferring the private information content of trades : a regime-switching approach
Year of publication: |
2003
|
---|---|
Authors: | Nyholm, Ken |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 18.2003, 4, p. 457-470
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | USA | United States |
-
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken, (1999)
-
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken, (1999)
-
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken, (1998)
- More ...
-
Nelson-Siegel, affine and quadratic yield curve specifications
Nyholm, Ken, (2010)
-
Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?
Nyholm, Ken, (2012)
-
Estimation of the bid/ask spread on Danish stocks, an evaluation of Roll's estimator
Nyholm, Ken, (1997)
- More ...