An analysis of estimates of the inventory holding component of the bid-ask spread
Birsel T. Pirim; Bonnie F. Van Ness; Robert A. Van Ness; Lynn P. Kugele
| Year of publication: |
2010
|
|---|---|
| Authors: | Pirim, Birsel T. ; Van Ness, Bonnie F. ; Van Ness, Robert A. ; Kugele, Lynn P. |
| Published in: |
Banking and finance review. - [Erscheinungsort nicht ermittelbar] : lulu.com], ISSN 1947-7945, ZDB-ID 2557090-0. - Vol. 2.2010, 2, p. 1-20
|
| Subject: | Marktmikrostruktur | Market microstructure | Geld-Brief-Spanne | Bid-ask spread | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008936608