Work

Intraday price formation and bid-ask spread components: A new approach using a cross-market model

Year: 2011

Type: article

Source: Journal of Futures Markets

DOI: 10.1002/fut.20533

Author: Doojin Ryu

Institution: Chung-Ang University

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1986000555

FWCI: 10.04

Cites: 20

Cited by: 90

Related to: 10