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
Keywords :
Adverse selection , Quote delay , Spread decomposition , Timing specification , market microstructure
Journal title :
Journal of Financial Markets
Journal title :
Journal of Financial Markets
