Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Alex Frino, Elvis Jarnecic, David Johnstone, Andrew Lepone
| Year of publication: |
2005
|
|---|---|
| Authors: | Frino, Alex ; Jarnecic, Elvis ; Johnstone, David ; Lepone, Andrew |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 13.2005, 3, p. 247-262
|
| Subject: | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Australien | Australia |
| Extent: | graph. Darst |
|---|---|
| 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://www.econbiz.de/10002908544