Relative performance of bid-ask spread estimators : futures market evidence
Amber Anand, Ahmet K. Karagozoglu
| Year of publication: |
2006
|
|---|---|
| Authors: | Anand, Amber ; Karagozoglu, Ahmet K. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 16.2006, 3, p. 231-245
|
| Subject: | Transaktionskosten | Transaction costs | Geld-Brief-Spanne | Bid-ask spread | Futures | Marktmikrostruktur | Market microstructure | Australien | Australia | 1992-1996 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003328568