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The components of the bid-ask spread : a general approach
Huang, Roger D. - In: The review of financial studies 10 (1997) 4, pp. 995-1034
Persistent link: https://www.econbiz.de/10001229608
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Market microstructure and stock return predictions
Huang, Roger D. - In: The review of financial studies 7 (1994) 1, pp. 179-213
Persistent link: https://www.econbiz.de/10001230530
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The Components of the Bid-Ask Spread: A General Approach
Huang, Roger D.; Stoll, Hans R. - In: The review of financial studies 10 (1997) 4, pp. 995-1034
Persistent link: https://www.econbiz.de/10007364466
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Market Microstructure and Stock Return Predictions
Huang, Roger D.; Stoll, Hans R. - In: The review of financial studies 7 (1994) 1, pp. 179-214
Persistent link: https://www.econbiz.de/10007089879