The relative contribution of ask and bid quotes to price discovery
Roberto Pascual; Bartolomé Pascual-Fuster
| Year of publication: |
2014
|
|---|---|
| Authors: | Pascual, Roberto ; Pascual-Fuster, Bartolomé |
| Published in: |
Journal of financial markets. - Amsterdam [u.a.] : Elsevier, ISSN 1386-4181, ZDB-ID 1402747-1. - Vol. 20.2014, p. 129-150
|
| Subject: | Price discovery | Order imbalance | Information shares | Ask and bid quotes | Limit order book | Market microstructure | Marktmikrostruktur | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Geld-Brief-Spanne | Bid-ask spread | Asymmetrische Information | Asymmetric information | Informationsökonomik | Economics of information | Auktionstheorie | Auction theory |
| 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/10010442386