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: |
Journal of Futures Markets. - John Wiley & Sons, Ltd.. - Vol. 14.1994, 4, p. 437-455
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Publisher: |
John Wiley & Sons, Ltd. |
Saved in:
freely available
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