Dynamic price discovery

Review of Quantitative Finance and Accounting

Volumn 7, Issue 1, 1996, Pages 5-28

  Handa, Puneet ^a   Schwartz, Robert A ^b  

^a UNIVERSITY OF IOWA   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

Bid ask spread; Equilibrium price; Price discovery; Returns and correlation

Indexed keywords

EID: 0009219325     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/BF00245996     Document Type: Article

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