When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Mohammad R. Jahan-Parvar, Filip Zikes
| Year of publication: |
2023
|
|---|---|
| Authors: | Jahan-Parvar, Mohammad R. ; Zikes, Filip |
| Subject: | Aktienmarkt | Stock market | Devisenmarkt | Foreign exchange market | Geld-Brief-Spanne | Bid-ask spread | Volatilität | Volatility | Transaktionskosten | Transaction costs | USA | United States | 1994-2019 |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhad028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014392048