DSpace JSPUI
DSpace preserves and enables easy and open access to all types of digital content including text, images, moving images, mpegs and data sets
Learn More
Please use this identifier to cite or link to this item:
http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/10258| Title: | Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading |
| Authors: | Pan, Aritra |
| Keywords: | Market microstructure Limit order book Order processing cost Asymmetry information cost Execution probability |
| Issue Date: | Oct-2018 |
| Publisher: | IIT Kharagpur |
| Gov't Doc #: | NB16190 |
| URI: | http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/10258 |
| Appears in Collections: | Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| NB16190_Abstract.pdf | 83.6 kB | Adobe PDF | View/Open | |
| NB16190_Thesis.pdf Restricted Access | 3.79 MB | Adobe PDF | View/Open Request a copy |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.