Estimating Bid-Ask Spread Components: Specialist versus Multiple Market Maker Systems
| Year of publication: |
1996
|
|---|---|
| Authors: | Porter, David C. ; Weaver, Daniel G. |
| Published in: |
Review of quantitative finance and accounting. - Boston, Mass. [u.a.] : Springer, ISSN 0924-865X, ZDB-ID 10878555. - Vol. 6.1996, 2, p. 167-180
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