The relationship between volume imbalance and spread
Year of publication: |
April 2018
|
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Authors: | Minh Thi Hong Dinh |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 44.2018, p. 76-87
|
Subject: | Imbalance | Quoted volume | Spread | Intraday sample | Handelsvolumen der Börse | Trading volume | Geld-Brief-Spanne | Bid-ask spread | Außenwirtschaftliches Gleichgewicht | External balance | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Zinsstruktur | Yield curve | Volatilität | Volatility |
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