Econometric models of limit-order executions
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| Hauptverfasser: | , , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Cambridge, Mass.
1997
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| Schriftenreihe: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
6257 |
| Schlagworte: | |
| Online-Zugang: | kostenfrei |
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| 245 | 1 | 0 | |a Econometric models of limit-order executions |c Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| 264 | 1 | |a Cambridge, Mass. |c 1997 | |
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Datensatz im Suchindex
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| author | Lo, Andrew W. 1960- MacKinlay, Archie Craig 1955- Zhang, June |
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| geographic | USA |
| geographic_facet | USA |
| id | DE-604.BV011794590 |
| illustrated | Illustrated |
| indexdate | 2025-02-03T17:14:18Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-007962274 |
| oclc_num | 38069356 |
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| physical | 35 S. graph. Darst. |
| publishDate | 1997 |
| publishDateSearch | 1997 |
| publishDateSort | 1997 |
| record_format | marc |
| series | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| series2 | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series |
| spellingShingle | Lo, Andrew W. 1960- MacKinlay, Archie Craig 1955- Zhang, June Econometric models of limit-order executions National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models |
| title | Econometric models of limit-order executions |
| title_auth | Econometric models of limit-order executions |
| title_exact_search | Econometric models of limit-order executions |
| title_full | Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| title_fullStr | Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| title_full_unstemmed | Econometric models of limit-order executions Andrew W. Lo ; A. Craig MacKinlay ; June Zhang |
| title_short | Econometric models of limit-order executions |
| title_sort | econometric models of limit order executions |
| topic | Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models |
| topic_facet | Ökonometrisches Modell Stock exchanges United States Econometric models Stocks Prices United States Econometric models USA |
| url | http://papers.nber.org/papers/w6257.pdf |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT loandreww econometricmodelsoflimitorderexecutions AT mackinlayarchiecraig econometricmodelsoflimitorderexecutions AT zhangjune econometricmodelsoflimitorderexecutions |