A MODIFIED METHOD FOR INFERRING THE EFFECTIVE BID-ASK SPREAD FROM SECURITY RETURNS

✍ Scribed by Chi-Cheng Hsia; Beverly R. Fuller; G. Wenchi Kao

• Book ID: 111105600
• Publisher: John Wiley and Sons
• Year: 1994
• Tongue: English
• Weight: 531 KB
• Volume: 21
• Category: Article
• ISSN: 0306-686X
• DOI: 10.1111/j.1468-5957.1994.tb00316.x