Estimating the components of the bid/ask spread - Concepedia

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Estimating the components of the bid/ask spread

1.7K

Citations

32

References

1988

Year

Lawrence R. Glosten, Lawrence Harris

Journal of Financial Economics

EconomicsElectronic AuctionMarket MechanismMarket AnalysisBid/ask SpreadBusinessEconomic AnalysisStatisticsQuantitative Management

References

	Year	Citations

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