Inferring the private information content of trades : a regime-switching approach
Year of publication: |
1999
|
---|---|
Authors: | Nyholm, Ken |
Publisher: |
Aarhus |
Subject: | Geld-Brief-Spanne | Bid-ask spread | Asymmetrische Information | Asymmetric information | Marktmikrostruktur | Market microstructure | Markov-Kette | Markov chain | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Aktienmarkt | Stock market | USA | United States |
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