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 and Money. - Elsevier, ISSN 1042-4431. - Vol. 16.2006, 3, p. 231-245
|
| Publisher: |
Elsevier |