Huang And Stoll-The Components Of The Bid-Ask Spread - A General Approach
Read

Huang And Stoll-The Components Of The Bid-Ask Spread - A General Approach

by admin

The Components of the Bid-Ask Spread: A General Approach Roger D. Huang Hans R. Stoll Vanderbilt University A simple time-series market microstructure model is constructed within which existing models of spread components are reconciled. We show that... More

Read the publication