Bid-ask Spread and Market Structure

Bid-ask Spread and Market Structure
Author: Yuk-Shee Chan
Publisher:
Total Pages: 13
Release: 1991
Genre:
ISBN:


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Bid-ask Spread and Market Structure
Language: en
Pages: 13
Authors: Yuk-Shee Chan
Categories:
Type: BOOK - Published: 1991 - Publisher:

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Market structure and bid-ask spreads
Language: de
Pages: 38
Authors: G. Geoffrey Booth
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Implications of NASDAQ Market Structure for Bid-ask Spreads
Language: en
Pages:
Authors: Eugene Kandel
Categories:
Type: BOOK - Published: 1995 - Publisher:

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Trades, Quotes and Prices
Language: en
Pages: 464
Authors: Jean-Philippe Bouchaud
Categories: Science
Type: BOOK - Published: 2018-03-22 - Publisher: Cambridge University Press

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The widespread availability of high-quality, high-frequency data has revolutionised the study of financial markets. By describing not only asset prices, but als
Volatility, Market Structure, and the Bid-Ask Spread
Language: en
Pages: 45
Authors: Kee H. Chung
Categories:
Type: BOOK - Published: 2008 - Publisher:

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We test the conjecture that the specialist system on the New York Stock Exchange (NYSE) provides better liquidity services than the NASDAQ dealer market in time