The Components of the Bid-Ask Spread: A General Approach
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/10/4/995/5372694/100995.pdf
Reference39 articles.
1. Trading Mechanisms and the Components of the Bid-Ask Spread
2. Dealership market
3. On the Estimation of Bid-Ask Spreads: Theory and Evidence
4. The Cost of Transacting
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