International price discovery in the presence of microstructure noise
Year of publication: |
2008
|
---|---|
Authors: | Grammig, Joachim G. ; Peter, Franziska J. |
Institutions: | Center for Financial Studies |
Subject: | International Cross-Listings | Market Microstructure Noise | Price Discovery |
-
International price discovery in the presence of microstructure noise
Grammig, Joachim G., (2008)
-
International price discovery in the presence of market microstructure effects
Grammig, Joachim G., (2008)
-
International price discovery in the presence of market microstructure effects
Grammig, Joachim G., (2008)
- More ...
-
Time and the price impact of a trade: A structural approach
Grammig, Joachim G., (2011)
-
Is BEST really better? Internalization of orders in an open limit order book
Grammig, Joachim G., (2011)
-
Limit order books and trade informativeness
Beltran-Lopez, Hélena, (2011)
- More ...