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
21
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