Price effects of trading and components of the bid-ask spread on the Paris Bource

Research output: Working paperDiscussion paperOther research output

304 Downloads (Pure)
Original languageEnglish
PublisherUnknown Publisher
Number of pages27
Volume1994-54
Publication statusPublished - 1994

Publication series

NameCentER Discussion Paper
Volume1994-54

Keywords

  • Time Series
  • Prices
  • Financial Markets
  • Supply and Demand

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