The Sensitivity of Effective Spread Estimates to...

The Sensitivity of Effective Spread Estimates to Trade–Quote Matching Algorithms

Piwowar, Michael, Wei, Li
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Volume:
16
Language:
english
Journal:
Electronic Markets
DOI:
10.1080/10196780600643803
Date:
May, 2006
File:
PDF, 462 KB
english, 2006
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