๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Co-Movements in Bid-Ask Spreads and Market Depth

โœ Scribed by Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam


Book ID
124942560
Publisher
CFA Institute
Year
2000
Tongue
English
Weight
779 KB
Volume
56
Category
Article
ISSN
0015-198X

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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