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isPartOf:"Journal of business finance & accounting : JBFA"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~language:"eng"
~subject:"Bid-ask spread"
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On inferring the direction of option trades
Savickas, Robert
;
Wilson, Arthur J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 881-902
Persistent link: https://www.econbiz.de/10001859328
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Tick size, bid-ask spreads, and market structure
Huang, Roger D.
;
Stoll, Hans R.
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 503-522
Persistent link: https://www.econbiz.de/10001651570
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