The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects
Year of publication: |
2011
|
---|---|
Authors: | Ben Sita, Bernard ; Westerholm, P. Joakim |
Published in: |
International Review of Financial Analysis. - Elsevier, ISSN 1057-5219. - Vol. 20.2011, 5, p. 306-310
|
Publisher: |
Elsevier |
Subject: | Trading intensity | Bid–ask spread | ACD | Duration | Volume |
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