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

Research output: Working paperDiscussion paperOther research output

349 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

Cite this

de Jong, F. C. J. M., Nijman, T. E., & Roell, A. A. (1994). Price effects of trading and components of the bid-ask spread on the Paris Bource. (CentER Discussion Paper; Vol. 1994-54). Unknown Publisher.