Observable consequences of trading structure differences : on the use of variance ratios in microstructure studies
Tavy Ronen
| Year of publication: |
2003
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|---|---|
| Authors: | Ronen, Tavy |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 20.2003, 2, p. 187-200
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| Subject: | Wertpapierhandel | Securities trading | Marktmikrostruktur | Market microstructure | Volatilität | Volatility | USA | United States | Maßzahl | Statistical measures |
| 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/10001773879