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

Journal of Empirical Finance

Volumn 3, Issue 2, 1996, Pages 193-213

  De Jong, Frank ^a   Nijman, Theo ^a   Röell, Ailsa ^a  

^a TILBURG UNIVERSITY   (Netherlands)

Author keywords

Asymmetric information; Microstructure; Persistence; Robustness; VAR

Indexed keywords

EID: 0030163303     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/0927-5398(95)00017-8     Document Type: Article

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