The Microstructure of Stock Markets
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- Décamps, Jean-Paul & Lovo, Stefano, 2003.
"Market Informational Inefficiency, Risk Aversion and Quantity Grid,"
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More about this item
Keywordsbid-ask spread; liquidity; market design; market microstructure; transactions costs;
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-03-14 (All new papers)
- NEP-CFN-2003-03-14 (Corporate Finance)
- NEP-FMK-2003-03-14 (Financial Markets)
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