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بایگانی‌ها Subrahmanyam Commonality - مرجع آموزش بازار بورس و فارکس

Chordia, Roll And Subrahmanyam Commonality In Liquidity

Traditionally and understandably, the microscope of market microstructure has focused on attributes of single assets. Little theoretical attention and virtually no empirical work has been devoted to common determinants of liquidity nor to their empirical manifestation, correlated movements in liquidity. But a wider-angle lens exposes an imposing image of commonality. Quoted spreads, quoted depth, and […]

تاریخ : مارس 20th, 1501