Listar ECO_Articles por autoría "755d5a0a-7505-49ab-8250-faf9ddb9c12b"

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    • openAccess   Impact of Stock Market Structure on Intertrade Time and Price Dynamics 

      Ivanov, Plamen Ch.; Yuen, Ainslie; Perakakis, Pandelis Public Library of Science (2014)
      We analyse times between consecutive transactions for a diverse group of stocks registered on the NYSE and NASDAQ markets, and we relate the dynamical properties of the intertrade times with those of the corresponding price ...