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11
Bid-ask spread, quoted depths, and unexpected duration between trades
Ruan, Jun Tony
;
Ma, Tongshu
- In:
Journal of financial services research : JFSR
51
(
2017
)
3
,
pp. 385-436
Persistent link: https://www.econbiz.de/10011777286
Saved in:
12
Wettbewerb, Liquidität und die Rolle von Intermediation im Wertpapierhandel
Freihube, Thorsten
-
2004
Persistent link: https://www.econbiz.de/10002122262
Saved in:
13
The bid-ask spread in the Danish stock market : evidence from the 1990s
Voetmann, Torben
- In:
International journal of economics and finance
8
(
2016
)
9
,
pp. 127-139
Persistent link: https://www.econbiz.de/10011541982
Saved in:
14
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
Saved in:
15
Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas
-
1996
Persistent link: https://www.econbiz.de/10001421297
Saved in:
16
The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas
- In:
Trading costs on US exchanges : an empirical examination
,
(pp. 23-69)
.
1996
Persistent link: https://www.econbiz.de/10001433304
Saved in:
17
The logarithmic ACD model : an application to the bid-ask quote process of the NYSE stocks
Bauwens, Luc
;
Giot, Pierre
- In:
Annales d'économie et de statistique
(
2000
),
pp. 117-149
Persistent link: https://www.econbiz.de/10001543399
Saved in:
18
Adverse selection and liquidity: from
theory
to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
19
Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K.
;
Øksendal, Bernt K.
-
2019
Persistent link: https://www.econbiz.de/10012178138
Saved in:
20
Investigating intertrade durations using copulas : an experiment with NASDAQ data
Chakravary, Ranjan R.
;
Pani, Sudhanshu
- In:
Algorithmic finance
9
(
2022
)
3/4
,
pp. 81-102
Persistent link: https://www.econbiz.de/10013459970
Saved in:
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