Modeling the bid/ask spread : measuring the inventory-holding premium
Year of publication: |
2004
|
---|---|
Authors: | Bollen, Nicolas P. B. ; Smith, Tom ; Whaley, Robert E. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 72.2004, 1, p. 97-141
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory |
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