The Sensitivity of Effective Spread Estimates to Trade–Quote Matching Algorithms

Author： Piwowar Michael   Wei Li  

Publisher： Routledge Ltd

ISSN： 1019-6781

Source： Electronic Markets, Vol.16, Iss.2, 2006-05, pp. : 112-129

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Continuous Trading in Thin Private Value Markets: The Multiple-quote Double Auction

By Tallroth Erik  

Electronic Markets, Vol. 14, Iss. 3, 2004-09 ,pp. : 223-231

Routledge Ltd

Access to resources Recommend Favorite

The Future for Trade

By Chang Ha-Joon  

Challenge, Vol. 46, Iss. 6, 2003-11 ,pp. : 6-15

M. E. Sharpe Inc

Access to resources Recommend Favorite

Pricing of mortgage-backed securities with option-adjusted spread

By Liu Jian-Guo   Xu Eugene  

Managerial Finance, Vol. 24, Iss. 9-10, 1998-09 ,pp. : 94-109

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

BALANCE OF POWER – SEMINARS SPREAD WORK/LIFE GOSPEL

By  

Flexible Working, Vol. 5, Iss. 4, 2000-05 ,pp. : 8-8

Eclipse Information

Access to resources Recommend Favorite

Bridging the generation gap: matching the expectations of employers and managers

By  

Competency & Emotional Intelligence Quarterly, Vol. 8, Iss. 3, 2001-04 ,pp. : 40-44

Industrial Relations Services

Access to resources Recommend Favorite