Estimating the Effective Bid-Ask Spread from Time and Sales Data
Year of publication: |
1994
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Authors: | Smith, Tom ; Whaley, Robert E. |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 14.1994, 4, p. 437-456
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