Ahn And Cheung-The Intraday Patterns Of The Spread And Depth In A Market Without Market Makers
The microstructure of the Saudi Stock Market (SSM) under the new computerized trading system, ESIS,…
همه ی نوشته های Intraday Patterns
Ahn And Cheung-The Intraday Patterns Of The Spread And Depth In A Market Without Market Makers 2
We examine the temporal behavior of the spread and depth for common stocks listed on…
Admati And Pfleiderer-A Theory Of Intraday Patterns – Volume And Price Variability
This article develops a theory in which concentrated- trading patterns arise endogenously as a result…