The performance of bid-ask spread estimators under less than ideal conditions
Year of publication: |
2015
|
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Authors: | Bleaney, Michael F. ; Li, Zhiyong |
Published in: |
Studies in economics and finance. - Bradford : Emerald, ISSN 1086-7376, ZDB-ID 2364532-5. - Vol. 32.2015, 1, p. 98-127
|
Subject: | Bid-ask spread | Feedback trading | Estimation | Geld-Brief-Spanne | Experiment | Simulation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
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