Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387)
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| 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)
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7 August 2008
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microstructure
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bid-ask spread
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impact
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liquidity
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