Order flow and the bid-ask spread : an empirical probability model of screen-based trading
Tim Bollerslev ; Ian Domowitz ; Jianxin Wang
| Year of publication: |
1997
|
|---|---|
| Authors: | Bollerslev, Tim |
| Other Persons: | Domowitz, Ian (contributor) ; Wang, Jian-xin (contributor) |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 21.1997, 8, p. 1471-1491
|
| Subject: | Devisenmarkt | Foreign exchange market | Marktmikrostruktur | Market microstructure | Theorie | Theory | Wechselkurs | Exchange rate | US-Dollar | US dollar | Deutsche Mark | Schätzung | Estimation | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| 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/10001222036