Trading noise, adverse selection, and intraday bid-ask spreads in futures markets
Christopher K. Ma ; Richard L. Peterson ; R. Stephen Sears
| Year of publication: |
1992
|
|---|---|
| Authors: | Ma, Christopher K. |
| Other Persons: | Peterson, Richard Lewis (contributor) ; Sears, R. Stephen (contributor) |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 12.1992, 5, p. 519-538
|
| Subject: | Warenbörse | Commodity exchange | Zinsderivat | Interest rate derivative | Öffentliche Anleihe | Public bond | Spekulation | Speculation | Adverse Selektion | Adverse selection | USA | United States | 1980-1986 |
| 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/10001129994