Econometric models of limit-order executions
Andrew W. Lo; A. Craig MacKinlay; June Zhang
| Year of publication: |
2002
|
|---|---|
| Authors: | Lo, Andrew W. ; MacKinlay, Archie Craig ; Zhang, June |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 65.2002, 1, p. 31-71
|
| Subject: | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Zeit | Time | Portfolio-Management | Portfolio selection | Marktmikrostruktur | Market microstructure | Transaktionskosten | Transaction costs | Ökonometrie | Econometrics | Theorie | Theory | Schätzung | Estimation | USA | United States | 1994-1995 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001690102