Bid-ask spread estimator from high and low daily prices : practical implementation for corporate bonds
Year of publication: |
2018
|
---|---|
Authors: | Nieto Domenech, Belen |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 48.2018, p. 36-57
|
Subject: | Transaction cost | Corporate bonds | Liquidity | Unternehmensanleihe | Corporate bond | Geld-Brief-Spanne | Bid-ask spread | Transaktionskosten | Transaction costs |
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