A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market.
Year of publication: |
1984
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Authors: | Roll, Richard |
Published in: |
Journal of Finance. - American Finance Association - AFA, ISSN 1540-6261. - Vol. 39.1984, 4, p. 1127-39
|
Publisher: |
American Finance Association - AFA |
Saved in:
Online Resource
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