Modeling the bid/ask spread: measuring the inventory-holding premium
| Year of publication: |
2004
|
|---|---|
| Authors: | Bollen, Nicolas P. B. ; Smith, Tom ; Whaley, Robert E. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 72.2004, 1, p. 97-141
|
| Publisher: |
Elsevier |