Title of article
Time-varying bid–ask components of Nikkei 225\Index futures on SIMEX
Author/Authors
In Joon Kim، نويسنده , , Kwangsoo Ko، نويسنده , , Seok Kyun Noh، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
18
From page
183
To page
200
Keywords
\Inventory holding costs , Order processing costs , Bid–ask spreads , Adverse\Information costs , Generalized method of moments (GMM)
Journal title
Pacific-Basin Finance Journal
Serial Year
2002
Journal title
Pacific-Basin Finance Journal
Record number
249322
Link To Document