ESTIMATION OF THE BID ASK SPREAD AND ITS COMPONENTS - A NEW APPROACH

被引：222

作者：

GEORGE, TJ

KAUL, G

NIMALENDRAN, M

机构：

[1] UNIV MICHIGAN,SCH BUSINESS ADM,ANN ARBOR,MI 48109

[2] OHIO STATE UNIV,COLUMBUS,OH 43210

[3] UNIV FLORIDA,GAINESVILLE,FL 32611

来源：

REVIEW OF FINANCIAL STUDIES | 1991年 / 4卷 / 04期

关键词：

D O I：

10.1093/rfs/4.4.623

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：623 / 656

页数：34

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