Incoporating price-relevant information between quotes and trades : a new measure of the effective bid-ask spread
Year of publication: |
1999
|
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Authors: | Kim, Sung-hun ; Ogden, Joseph P. |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 2.1999, 2, p. 179-200
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Schätztheorie | Estimation theory | Marktmikrostruktur | Market microstructure | Wertpapierhandel | Securities trading | USA | United States | 1993 |
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