Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon

Fuente: arXiv

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Bibliographic Details
Main Authors:	He, Yifan, Shirvani, Abootaleb, Shao, Barret, Rachev, Svetlozar, Fabozzi, Frank
Format:	Preprint
Published:	2024
Subjects:	Trading and Market Microstructure Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2404.11722