Bid-ask Spread, Price, and Trade Size in a Specialist Market

Bid-ask Spread, Price, and Trade Size in a Specialist Market
Author :
Publisher :
Total Pages : 374
Release :
ISBN-10 : UCLA:L0061627949
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis Bid-ask Spread, Price, and Trade Size in a Specialist Market by : Erik Remzi Sirri

Download or read book Bid-ask Spread, Price, and Trade Size in a Specialist Market written by Erik Remzi Sirri and published by . This book was released on 1990 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt:


Bid-ask Spread, Price, and Trade Size in a Specialist Market Related Books

Bid-ask Spread, Price, and Trade Size in a Specialist Market
Language: en
Pages: 374
Authors: Erik Remzi Sirri
Categories: Brokers
Type: BOOK - Published: 1990 - Publisher:

DOWNLOAD EBOOK

Trades, Quotes and Prices
Language: en
Pages: 464
Authors: Jean-Philippe Bouchaud
Categories: Science
Type: BOOK - Published: 2018-03-22 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but als
Stock Market Structure, Volatility, and Volume
Language: en
Pages: 88
Authors: Hans R. Stoll
Categories: Business & Economics
Type: BOOK - Published: 1990 - Publisher:

DOWNLOAD EBOOK

Bid Ask Spread in a Competitive Market With Institutions and Order Size
Language: en
Pages: 0
Authors: Malay K. Dey
Categories:
Type: BOOK - Published: 2011 - Publisher:

DOWNLOAD EBOOK

Large orders, particularly from institutions, are quite common these days and hence there is interest to know if institutional trading has any bearing on the pr
Trade Size and Components of the Bid-Ask Spread
Language: en
Pages:
Authors: Ji-Chai Lin
Categories:
Type: BOOK - Published: 1998 - Publisher:

DOWNLOAD EBOOK

The relation between theorized components of the bid-ask spread and trade size for a sample of NYSE firms is examined. We find that the adverse selection compon