Market Microstructure Invariance: Empirical Hypotheses (Q4613426)
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scientific article; zbMATH DE number 7010264
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Market Microstructure Invariance: Empirical Hypotheses |
scientific article; zbMATH DE number 7010264 |
Statements
Market Microstructure Invariance: Empirical Hypotheses (English)
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31 January 2019
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market microstructure
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liquidity
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bid-ask spread
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market impact
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transaction costs
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order size
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invariance
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structural estimation
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