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Quote setting and price formation in an order driven market

✍ Scribed by Puneet Handa; Robert Schwartz; Ashish Tiwari


Book ID
117769201
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
398 KB
Volume
6
Category
Article
ISSN
1386-4181

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✍ Fabrizio Coricelli; Roman HorvΓ‘th πŸ“‚ Article πŸ“… 2010 πŸ› John Wiley and Sons 🌐 English βš– 191 KB

## Abstract Most empirical studies on price setting that use micro data focus on advanced industrial countries. In this paper we analyze the experience of an emerging economy, Slovakia, using a large micro‐level dataset that accounts for a substantial part of the consumer price index (about 5 milli