Title of article
On the importance of timing specifications in market microstructure research
Author/Authors
Thomas Henker، نويسنده , , Jianxin Wang، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
18
From page
162
To page
179
Keywords
Adverse selection , Quote delay , Spread decomposition , Timing specification , market microstructure
Journal title
Journal of Financial Markets
Serial Year
2006
Journal title
Journal of Financial Markets
Record number
189489
Link To Document