Estimation of the effective bid-ask spread on high frequency Danish bond data
Year of publication: |
1999
|
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Authors: | Nyholm, Ken |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 5.1999, 2, p. 109-122
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | Dänemark | Denmark |
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