Title of article
Modeling the bid/ask spread: measuring the inventory-holding premium
Author/Authors
Nicolas P. B. Bollen، نويسنده , , Tom Smith، نويسنده , , Robert E. Whaley، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2004
Pages
45
From page
97
To page
141
Keywords
Stochastic time to expiration , Semi-variance , Bid/askspread , Inventory-holding premium , Expected insurance cost
Journal title
Journal of Financial Economics
Serial Year
2004
Journal title
Journal of Financial Economics
Record number
257664
Link To Document