Relative performance of bid-ask spread estimators : futures market evidence
Year of publication: |
2006
|
---|---|
Authors: | Anand, Amber ; Karagozoglu, Ahmet K. |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 16.2006, 3, p. 231-245
|
Subject: | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Futures | Marktmikrostruktur | Market microstructure | Australien | Australia | 1992-1996 |
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