Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
Jocelyne Bion-Nadal
| Year of publication: |
2009
|
|---|---|
| Authors: | Bion-Nadal, Jocelyne |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 217625-7. - Vol. 45.2009, 11 (1.12.), p. 738-750
|
| Subject: | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs | CAPM |
| 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/10003937632