Theoretical analysis of the bid-ask bounce and Related Phenomena
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More about this item
Keywords
Market microstructure; EMH (Efficient Market Hypothesis); Nasdaq; High frequency finance; Autocorrelation of returns;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G19 - Financial Economics - - General Financial Markets - - - Other
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