HIGHLIGHTS
- who: KOSPI and collaborators from the College of Economics, Sungkyunkwan University, Sungkyunkwan-ro, Jongno-gu, Seoul, Republic of Korea have published the Article: COMPREHENSIVE MARKET MICROSTRUCTURE MODEL: CONSIDERING THE INVENTORY HOLDING COSTS, in the Journal: (JOURNAL)
- what: The aim of this study is to propose a structural market microstructure model and examine the intraday price and spread dynamics in a highly liquid market. The estimation results of the models provide economic implications to day traders, professional investors, and/or market practitioners who have to use various types of microstructure information to implement effective intraday investment . . .
If you want to have access to all the content you need to log in!
Thanks :)
If you don't have an account, you can create one here.