Components of the bid-ask spread and variance : a unified approach
Björn Hagströmer, Richard Henricsson and Lars L. Nordén
| Year of publication: |
June 2016
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|---|---|
| Authors: | Hagströmer, Björn ; Henricsson, Richard ; Nordén, Lars L. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 6, p. 545-563
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| Subject: | Gold | Rohstoffderivat | Commodity derivative | Geld-Brief-Spanne | Bid-ask spread | Kapitalmarktrendite | Capital market returns | Marktmikrostruktur | Market microstructure | Shanghai |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21776 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568452