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. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 72.2004, 1, p. 97-142
|