Author:
Haller Andreas,Stoll Hans R.
Subject
Economics and Econometrics,Finance
Reference5 articles.
1. On the estimation of bid-ask spreads: Theory and evidence;Choi;Journal of Financial and Quantitative Analyses,1988
2. Karlsruher Kapitalmarktdatenbank, Version II;Frantzmann,1986
3. A simple implicit measure of the effective bid-ask spread in an efficient market;Roll;Journal of Finance,1984
4. The international crash of October 1987;Roll,1988
5. Inferring the components of the bid-ask spread: Theory and empirical tests;Stoll;Journal of Finance,1989
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