Estimation of the bid-ask spread on Danish stocks, an evaluation of Roll's estimator
Year of publication: |
1997
|
---|---|
Authors: | Nyholm, Ken |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 7.1997, 6, p. 605-610
|
Subject: | Geld-Brief-Spanne | Bid-ask spread | Schätzung | Estimation | Dänemark | Denmark | 1989-1993 |
-
Introduction to the thesis: Essays on empirical market microstructure
Nyholm, Ken, (1999)
-
Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken, (1999)
-
The bid-ask spread in the Danish stock market : evidence from the 1990s
Voetmann, Torben, (2016)
- More ...
-
Nelson-Siegel, affine and quadratic yield curve specifications
Nyholm, Ken, (2010)
-
Nelson–Siegel, Affine and Quadratic Yield Curve Specifications: Which One is Better at Forecasting?
Nyholm, Ken, (2012)
-
Estimation of the bid/ask spread on Danish stocks, an evaluation of Roll's estimator
Nyholm, Ken, (1997)
- More ...