Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange
| Year of publication: |
2004
|
|---|---|
| Authors: | Levin, Eric J. ; Wright, Robert E. |
| Published in: |
The Quarterly Review of Economics and Finance. - Elsevier, ISSN 1062-9769. - Vol. 44.2004, 1, p. 1-19
|
| Publisher: |
Elsevier |