Spread and depth adjustment process : analysis of high-quality microstrucutre data
Doojin Ryu
| Year of publication: |
2013
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|---|---|
| Authors: | Ryu, Doojin |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 16/18, p. 1506-1510
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| Subject: | spreads | depths | informed trading | trading activities | KOSPI200 futures | Handelsvolumen der Börse | Trading volume | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Marktmikrostruktur | Market microstructure |
| 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://ebvufind01.dmz1.zbw.eu/10010221174