The Dynamics of Dealer Quoting Behavior

Bart Frijns and P. Schotman

No 235, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: High Frequency data; Dealership; Error Correction Model; Impulse-Response functions (search for similar items in EconPapers)
JEL-codes: C15 C32 (search for similar items in EconPapers)
Date: 2002-07-01
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