Pricing and spread components at the Lima Stock Exchange
This paper analyses three aspects of the share market operated by the Lima Stock Exchange: (i) the short-term relationship between the pricing, direction and volume of order flows; (ii) the components of the spread and the equilibrium point of the limit order book per share, and (iii) the pricing, o...
| Publicado en: | CEPAL Review |
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| Autores principales: | , , |
| Formato: | Texto |
| Idioma: | English |
| Publicado: |
2015-04
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| Materias: | |
| Acceso en línea: | http://hdl.handle.net/11362/38836 |