Evaluation of the biases in execution cost estimation using trade and quote data
Mark Peterson; Erik Sirri
| Year of publication: |
2003
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|---|---|
| Authors: | Peterson, Mark A. ; Sirri, Erik R. |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 6.2003, 3, p. 259-280
|
| Subject: | Transaktionskosten | Transaction costs | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | USA | United States |
| 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/10001757897