Informed trading, institutional trading, and spread
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-012-9249-4.pdf
Reference57 articles.
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5. Bollen N, Smith T, Whaley R (2004) Modeling the bid/ask spread: measuring the inventory holding premium. J Financ Econ 72:97–141
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