MARKET STRUCTURE - Co-Movements in Bid -- Ask Spreads and Market Depth - Variations in trading costs are shown to have a strong systematic component.
| Year of publication: |
2000
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|---|---|
| Authors: | Chordia, Tarun ; Roll, Richard ; Subrahmanyam, Avanidhar |
| Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 56.2000, 5, p. 23-27
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