Intra Day Bid-Ask Spreads, Trading Volume and Volatility: Recent Empirical Evidence from the London Stock Exchange
Year of publication: |
2004
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Authors: | Cai, Charlie X. ; Hudson, Robert ; Keasey, Kevin |
Published in: |
Journal of business finance & accounting : JBFA. - Oxford : Blackwell, ISSN 0306-686X, ZDB-ID 1929628. - Vol. 31.2004, 5, p. 647-676
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