A simple approximation of intraday spreads using daily data
Kee H. Chung; Hao Zhang
| Year of publication: |
2014
|
|---|---|
| Authors: | Chung, Kee H. ; Zhang, Hao |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 17.2014, p. 94-120
|
| Subject: | Bid-ask spreads | TAQ | CRSP | Market liquidity | Information asymmetry | Low-frequency liquidity measures | Geld-Brief-Spanne | Bid-ask spread | Asymmetrische Information | Asymmetric information | Marktliquidität | Liquidität | Liquidity | Theorie | Theory | Schätzung | Estimation | Wertpapierhandel | Securities trading | Handelsvolumen der Börse | Trading volume |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010437266