مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying bid–ask components of Nikkei 225\Index futures on SIMEX

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 :

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 :