IDR - IIT Kharagpur

Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading

Determinants of Bid-Ask Spread and its Implications on Execution Probability in High Frequency Trading

 

Author: Aritra Pan
Supervisor: Dr. Arun Kumar Misra
Vinod Gupta School of Management
Indian Institute of Technology Kharagpur, India
October, 2018

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