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Decomposing the bid-ask spread in multi-dealer markets

Michael Bleaney and Zhiyong Li
Year of publication:
2014
Authors: Bleaney, Michael F. ; Li, Zhiyong
Publisher: Nottingham : School of Economics
Subject: Geld-Brief-Spanne | Bid-ask spread | Dekompositionsverfahren | Decomposition method | Theorie | Theory
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