2See Kamara (1988) for a discussion why price disparities between substitute goods traded in different 'For example, see Amihud and Mendelson (1987), Haller andStoll (1989), and Hasbrouck and Ho (1987). markets are due to market microstructure differences. 'Regarding the second source of bias, Roll
✦ LIBER ✦
Bid-Ask Spreads and Institutional Ownership
✍ Scribed by Frank Fehle
- Book ID
- 111606631
- Publisher
- Springer US
- Year
- 2004
- Tongue
- English
- Weight
- 125 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0924-865X
No coin nor oath required. For personal study only.
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