The dynamics of ex-ante weighted spread : an empirical analysis
Georges Dionne and Xiaozhou Zhou
| Year of publication: |
2020
|
|---|---|
| Authors: | Dionne, Georges ; Zhou, Xiaozhou |
| Subject: | Decomposition model | Ex-ante weighted spread | Limit order book | Liquidity | Resilience | Wertpapierhandel | Securities trading | Theorie | Theory | Geld-Brief-Spanne | Bid-ask spread | Dekompositionsverfahren | Decomposition method | Liquidität |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2019.1690160 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194909