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Estimating the components of the bid/ask spread
Author(s):
Lawrence R Glosten
,
Lawrence E Harris
Publication date
Created:
May 1988
Publication date
(Print):
May 1988
Journal:
Journal of Financial Economics
Publisher:
Elsevier BV
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Bioscientifica: COVID-19
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Continuous Auctions and Insider Trading
Albert Kyle
(1985)
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Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
Lawrence R. Glosten
,
Paul R. Milgrom
(1985)
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Asset pricing and the bid-ask spread
Yakov Amihud
,
Haim Mendelson
(1986)
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Author and article information
Journal
Title:
Journal of Financial Economics
Abbreviated Title:
Journal of Financial Economics
Publisher:
Elsevier BV
ISSN (Print):
0304405X
Publication date Created:
May 1988
Publication date (Print):
May 1988
Volume
: 21
Issue
: 1
Pages
: 123-142
Article
DOI:
10.1016/0304-405X(88)90034-7
SO-VID:
a3f8e463-76d3-46c3-ac58-b8592d143b8b
Copyright ©
© 1988
License:
http://www.elsevier.com/tdm/userlicense/1.0/
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