Bootstrap refinements in tests of microstructure frictions
Year of publication: |
2010
|
---|---|
Authors: | George, Thomas J. ; Hwang, Chuan-yang ; Ronen, Tavy |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 35.2010, 1, p. 47-70
|
Subject: | Börsenkurs | Share price | Marktmikrostruktur | Market microstructure | Bootstrap-Verfahren | Bootstrap approach | USA | United States | 1990-1992 |
-
Christensen, Kim, (2018)
-
Price discovery and the accuracy of consolidated data feeds in the U.S. equity markets
Tivnan, Brian F., (2018)
-
Price discovery in the U.S. Treasury cash market : on principal trading firms and dealers
Harkrader, James Collin, (2020)
- More ...
-
Bootstrap Refinements in Tests of Microstructure Frictions
George, Thomas J., (2010)
-
Bootstrap refinements in tests of microstructure frictions
George, Thomas J., (2010)
-
Bootstrap refinements in tests of microstructure frictions
George, Thomas, (2010)
- More ...