Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:41, 5 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relation between bid–ask spread, impact and volatility in order-driven markets |
scientific article |
Statements
Relation between bid–ask spread, impact and volatility in order-driven markets (English)
0 references
7 August 2008
0 references
microstructure
0 references
bid-ask spread
0 references
impact
0 references
liquidity
0 references
