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The bid-ask bias and the size effect: A test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben, (1998)
The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben Shirley, (1998)
Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley, (1995)