Le contenu informatif des prix et des volumes à la bourse de Paris

Jean-François Gajewski

Journal de la société française de statistique (1997)

  • Volume: 138, Issue: 3, page 19-44
  • ISSN: 1962-5197

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Gajewski, Jean-François. "Le contenu informatif des prix et des volumes à la bourse de Paris." Journal de la société française de statistique 138.3 (1997): 19-44. <http://eudml.org/doc/198715>.

@article{Gajewski1997,
author = {Gajewski, Jean-François},
journal = {Journal de la société française de statistique},
language = {fre},
number = {3},
pages = {19-44},
publisher = {Société de statistique de Paris},
title = {Le contenu informatif des prix et des volumes à la bourse de Paris},
url = {http://eudml.org/doc/198715},
volume = {138},
year = {1997},
}

TY - JOUR
AU - Gajewski, Jean-François
TI - Le contenu informatif des prix et des volumes à la bourse de Paris
JO - Journal de la société française de statistique
PY - 1997
PB - Société de statistique de Paris
VL - 138
IS - 3
SP - 19
EP - 44
LA - fre
UR - http://eudml.org/doc/198715
ER -

References

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  6. [6] FOSTER F.D. et VISWANATHAN S. (1993) " The effect of public information and competition on trading volume and price volatility", Review of Financial Studies, v6(l), p. 23-56. 
  7. [7] GEORGE T.J., KAUL G. et NIMALENDRAN M. (1991) " Estimation of the bid-ask spread and its components : a new approach", Review of Financial Studies, v4(4), p. 623-656. 
  8. [8] GLOSTEN L.R. (1987) " Components of the bid-ask spread and the statistical properties of transaction prices", Journal of Finance, v42(5), p. 1293-1307. MR919477
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