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...

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Autores principales: Chávez-Bedoya, Luis, Loaiza Alamo, Carlos, Téllez de Vettori, Giannio
Formato: Texto
Lenguaje:English
Publicado: 2015
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Acceso en línea:http://hdl.handle.net/11362/38836
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