An analysis of estimates of the inventory holding component of the bid-ask spread
Year of publication: |
2010
|
---|---|
Authors: | Pirim, Birsel T. ; Van Ness, Bonnie F. ; Van Ness, Robert A. ; Kugele, Lynn P. |
Published in: |
Banking and finance review. - [Erscheinungsort nicht ermittelbar] : lulu.com], ISSN 1947-7945, ZDB-ID 2557090-0. - Vol. 2.2010, 2, p. 1-20
|
Subject: | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Dekompositionsverfahren | Decomposition method |
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