Auflistung nach Schlagwort "zero returns"

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    • NYSE 

      Unbekannter Autor
      NYSE TAQ products provide a comprehensive historical end of day record of all data that was published by the NYSE Group Exchanges' real-time data feeds, including: Depth of book: All bid and offer prices and sizes, Top of ...

    • Statistical Inferences for Price Staleness 

      Kolokolov, Aleksey; Livieri, Giulia; Pirino, Davide (2018-11-06)
      Asset transaction prices sampled at high frequency are much staler than one might expect in the sense that they frequently lack new updates showing zero returns. In this paper, we propose a theoretical framework for ...