Asymmetries in bid and ask responses to innovations in the trading process
| Year of publication: |
2006
|
|---|---|
| Authors: | Escribano, Alvaro ; Pascual, Roberto |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 30.2006, 4, p. 913-946
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Market microstructure | Bid and ask time series | VEC models | Adverse-selection costs | Asymmetric dynamics |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005166631