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

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