مرکز منطقه ای اطلاع رساني علوم و فناوري - An empirical comparison of quoted and implied bid

Title of article :

An empirical comparison of quoted and implied bid–ask spreads on futures contracts

Author/Authors :

Owain ap Gwilym، نويسنده , , Stephen Thomas، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

To page :

Keywords :

Bid–ask spreads , market microstructure , Trading costs

Journal title :

Journal of International Financial Markets, Institutions and Money

Serial Year :

2002

Journal title :

Journal of International Financial Markets, Institutions and Money

Record number :

189635

Link To Document :