Title of article
Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis
Author/Authors
Roberto Pascual، نويسنده , , Alvaro Escribano، نويسنده , , Mikel Tapia، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
22
From page
107
To page
128
Keywords
microstructure , Adverse selection costs , Trade-related information , High-frequency data
Journal title
Journal of Banking and Finance
Serial Year
2004
Journal title
Journal of Banking and Finance
Record number
193560
Link To Document