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http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/10258Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Pan, Aritra | - |
| dc.date.accessioned | 2021-12-28T05:53:56Z | - |
| dc.date.available | 2021-12-28T05:53:56Z | - |
| dc.date.issued | 2018-10 | - |
| dc.identifier.govdoc | NB16190 | - |
| dc.identifier.uri | http://www.idr.iitkgp.ac.in/xmlui/handle/123456789/10258 | - |
| dc.language.iso | en_US | en_US |
| dc.publisher | IIT Kharagpur | en_US |
| dc.subject | Market microstructure | en_US |
| dc.subject | Limit order book | en_US |
| dc.subject | Order processing cost | en_US |
| dc.subject | Asymmetry information cost | en_US |
| dc.subject | Execution probability | en_US |
| dc.title | Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading | en_US |
| dc.type | Thesis | en_US |
| 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 |
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