A regime-level empirical model of the specialist quote revision process

Review of Quantitative Finance and Accounting

Volumn 14, Issue 4, 2000, Pages 399-417

  Harris, Frederick H Deb ^a   McInish, Thomas H ^b,c  

^a WAKE FOREST UNIVERSITY   (United States)

^b Institute for the Study of Security Markets   (United States)

^c UNIVERSITY OF MEMPHIS   (United States)

Author keywords

Continuous auction; Queuing; Quote revision

Indexed keywords

EID: 0006247286     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008375911021     Document Type: Article

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