| 来源类型 | Discussion paper |
| 规范类型 | 论文 |
| 来源ID | DP5845 |
| DP5845 Learning in Sequential Auctions when Bidders May Acquire Multiple Objects | |
| Ralph Siebert; Karthik Kannan | |
| 发表日期 | 2006-09-23 |
| 出版年 | 2006 |
| 语种 | 英语 |
| 摘要 | Based on daily prices (amtliche Kurse) we estimate effective spreads of securities traded at the Berlin Stock Exchange in 1880, 1890, 1900 and 1910. Several extensions of the Roll measure are applied. We find surprisingly tight effective spreads for the historical data, comparable with similar measures of the MDAX and DAX at the end of the 20th century. |
| 主题 | Financial Economics |
| 关键词 | Price discovery Effective spreads Market microstructure |
| URL | https://cepr.org/publications/dp5845 |
| 来源智库 | Centre for Economic Policy Research (United Kingdom) |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/534684 |
| 推荐引用方式 GB/T 7714 | Ralph Siebert,Karthik Kannan. DP5845 Learning in Sequential Auctions when Bidders May Acquire Multiple Objects. 2006. |
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