The Components of the Bid-ask Spread in a Limit-order Market

The Components of the Bid-ask Spread in a Limit-order Market
Author :
Publisher :
Total Pages : 110
Release :
ISBN-10 : UCSD:31822032174450
ISBN-13 :
Rating : 4/5 ( Downloads)

Book Synopsis The Components of the Bid-ask Spread in a Limit-order Market by :

Download or read book The Components of the Bid-ask Spread in a Limit-order Market written by and published by . This book was released on 2003 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:


The Components of the Bid-ask Spread in a Limit-order Market Related Books

The Components of the Bid-ask Spread in a Limit-order Market
Language: en
Pages: 110
Authors:
Categories:
Type: BOOK - Published: 2003 - 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
Specialists, Limit-Order Traders, and the Components of the Bid-Ask Spread
Language: en
Pages:
Authors: Kee H. Chung
Categories:
Type: BOOK - Published: 2004 - Publisher:

DOWNLOAD EBOOK

This study compares the components of the bid-ask spread estimated from quotes that reflect the trading interest of specialists with those estimated from limit-
Restructuring Japan's Financial Markets
Language: en
Pages: 488
Authors: Ingo Walter
Categories: Business & Economics
Type: BOOK - Published: 1993 - Publisher: Irwin Professional Publishing

DOWNLOAD EBOOK

Limit Order Books
Language: en
Pages: 242
Authors: Frédéric Abergel
Categories: Mathematics
Type: BOOK - Published: 2016-05-09 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

A limit order book is essentially a file on a computer that contains all orders sent to the market, along with their characteristics such as the sign of the ord