Relation between bid–ask spread, impact and volatility in order-driven markets (Q3518387)
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scientific article; zbMATH DE number 5308933
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| English | Relation between bid–ask spread, impact and volatility in order-driven markets |
scientific article; zbMATH DE number 5308933 |
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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0.7609990835189819
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0.7531837224960327
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0.7521992921829224
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0.7495696544647217
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0.7375598549842834
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