مرکز منطقه ای اطلاع رساني علوم و فناوري - Adverse selection costs, trading activity and price discovery in the NYSE: An empirical analysis

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 :

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 :