مرکز منطقه ای اطلاع رساني علوم و فناوري - Price effects of trading and components of the bid-ask spread on the Paris Bourse

Title of article :

Price effects of trading and components of the bid-ask spread on the Paris Bourse

Author/Authors :

Frank de Jong، نويسنده , , Theo Nijman، نويسنده , , Ailsa R?ell، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 1996

Pages :

From page :

193

To page :

213

Keywords :

microstructure , Asymmetric infonnation , V AR , Persistence , Robustness

Journal title :

Journal of Empirical Finance

Serial Year :

1996

Journal title :

Journal of Empirical Finance

Record number :

130593

Link To Document :