Themenangebote

Analysis of bid-ask spreads on commodity markets with continuous trading

Status:
Themenangebot
Fachgebiet:
Betriebswirtschaftslehre
Art der Arbeit:
  • Masterarbeit
Betreuer:

Kurzfassung

Madhavan, Ananth, Matthew Richardson, and Mark Roomans (1997): "Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks". In: The Review of Financial Studies 10, 1035-1064.

Mizrach, Bruce and Yoichi Otsubo (2013): "The market microstructure of the European climate exchange". In: Journal of Banking & Finance 39, 107-116.