Work

The logarithmic ACD model : an application to the bid-ask quote process and three NYSE stocks

Year: 2000

Type: article

Source: Annals of Economics and Statistics

Authors: Luc Bauwens, Pierre Giot

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3122583474

FWCI: 2.743

Cites: 43

Cited by: 91

Related to: 10