An empirical comparison of quoted and implied bid-ask spreads on futures contracts
| Year of publication: |
2002
|
|---|---|
| Authors: | ap Gwilym, Owain ; Thomas, Stephen |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 12.2002, 1, p. 81-99
|
| Publisher: |
Elsevier |