✦ LIBER ✦

The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects

✍ Scribed by Bernard Ben Sita; P. Joakim Westerholm

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Effects of Futures Trading on the Spot M

✍ Silvia Gerber; Peter Simmons 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 128 KB

Price effects of trading and components

✍ Frank de Jong; Theo Nijman; Ailsa Röell 📂 Article 📅 1996 🏛 Elsevier Science 🌐 English ⚖ 993 KB

The Effect of Option Listing on Bid-Ask

✍ PEIHWANG Wei; PERCY Poon; SUSAN Zee 📂 Article 📅 1997 🏛 Springer US 🌐 English ⚖ 111 KB