Econometric models of limit-order executions:
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
1997
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6257 |
| Subjects: | |
| Links: | http://papers.nber.org/papers/w6257.pdf |
| Physical Description: | 35 S. graph. Darst. |
Staff View
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| indexdate | 2024-12-20T10:18:45Z |
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| language | English |
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| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spelling | Lo, Andrew W. 1960- Verfasser (DE-588)124791433 aut Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang Cambridge, Mass. 1997 35 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6257 Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models USA MacKinlay, Archie Craig 1955- Verfasser (DE-588)124791476 aut Zhang, June Verfasser aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 6257 (DE-604)BV002801238 6257 http://papers.nber.org/papers/w6257.pdf kostenfrei Volltext |
| spellingShingle | Lo, Andrew W. 1960- MacKinlay, Archie Craig 1955- Zhang, June Econometric models of limit-order executions National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models |
| title | Econometric models of limit-order executions |
| title_auth | Econometric models of limit-order executions |
| title_exact_search | Econometric models of limit-order executions |
| title_full | Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| title_fullStr | Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| title_full_unstemmed | Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| title_short | Econometric models of limit-order executions |
| title_sort | econometric models of limit order executions |
| topic | Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models |
| topic_facet | Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models USA |
| url | http://papers.nber.org/papers/w6257.pdf |
| volume_link | (DE-604)BV002801238 |
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