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The bid-ask spread in the Danish stock market : evidence from the 1990s
Voetmann, Torben, (2016)
Estimation of the effective bid-ask spread on high frequency Danish bond data
Nyholm, Ken, (1999)
Introduction to the thesis: Essays on empirical market microstructure
Inferring the private information content of trades : a regime-switching approach
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE