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Decomposing the bid-ask spread in multi-dealer markets
Bleaney, Michael F.
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Li, Zhiyong
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2014
Persistent link: https://www.econbiz.de/10010347318
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A new spread estimator
Bleaney, Michael F.
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Li, Zhiyong
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2014
Persistent link: https://www.econbiz.de/10010347319
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The performance of bid-ask spread estimators under less than ideal conditions
Bleaney, Michael F.
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Li, Zhiyong
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2013
Persistent link: https://www.econbiz.de/10010232553
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