Estimation of the effective bid-ask spread on high frequency Danish bond data
K. Nyholm
| Year of publication: |
1999
|
|---|---|
| Authors: | Nyholm, Ken |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 5.1999, 2, p. 109-122
|
| Subject: | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Dänemark | Denmark |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The European journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001439621