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Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation

Journal of Financial Markets 1999 2(1), 1-28 open access
This paper proposes a dynamic model of bid and ask quotes that incorporates a stochastic cost of market-making, discreteness (restriction of quotes to a fixed grid) and clustering (the tendency of quotes to lie on `natural' multiples of the tick size). The Gibbs sampler provides a convenient vehicle for estimation. The model is estimated for daily and intradaily US Dollar/Deutschemark Reuters quotes.