EXcess Idle Time (Q4614985)

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scientific article; zbMATH DE number 7010502
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English
EXcess Idle Time
scientific article; zbMATH DE number 7010502

    Statements

    title
    EXcess Idle Time (English)
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    author
    Federico M. Bandi
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    Davide Pirino
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    Roberto Renò
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    published in
    Econometrica
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    publication date
    1 February 2019
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    zbMATH Keywords
    liquidity
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    asymmetric information
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    liquidity premium
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    continuous-time semimartingales
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    infill asymptotics
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    Identifiers

    DOI
    10.3982/ECTA13595
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    zbMATH DE Number
    7010502
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    OpenAlex ID
    W3123577525
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