Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
By: by Andy Snell and Ian Tonks.
Contributors: Tonks, Ian.
Series: Financial markets discussion paper series / London School of Economics, Financial Markets Group -- no.242; Financial markets discussion paper (London School of Economics, Financial Markets Group) -- no.242.
Publisher: London School of Economics, Financial Markets Group
Published: 1996
Place of publication: London
Language: eng