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Bid,Ask and Transactions Prices in a Specialist Market with Insider Trading
Bid Ask Transactions Prices Specialist Market Insider Trading
2015/7/21
Bid,Ask and Transactions Prices in a Specialist Market with Insider Trading.
Response of double-auction markets to instantaneous Selling-Buying signals with stochastic Bid-Ask spread
double-auction markets stochastic Bid-Ask spread
2010/12/13
Statistical properties of double-auction markets with Bid-Ask spread in market order are investigated through the response function. We first attempt to utilize the so-called Madhavan-Richardson-Room...