مرکز منطقه ای اطلاع رساني علوم و فناوري - Evaluation of the biases in execution cost estimation using trade and quote data

Title of article :

Evaluation of the biases in execution cost estimation using trade and quote data

Author/Authors :

Mark Peterson، نويسنده , , Erik Sirri، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

259

To page :

280

Keywords :

Effective spread , Trade direction , Lee and Ready algorithm

Journal title :

Journal of Financial Markets

Serial Year :

2003

Journal title :

Journal of Financial Markets

Record number :

189436

Link To Document :