Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator

Reference : Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-...


	Document type :	E-prints/Working papers : First made available on ORBilu
	Discipline(s) :	Business & economic sciences : Finance
	To cite this reference:	http://hdl.handle.net/10993/9366

Title :	Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator
Language :	English
Author, co-author :	Otsubo, Yoichi [University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF) >]
Publication date :	2012
Peer reviewed :	Yes
Permalink :	http://hdl.handle.net/10993/9366

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	File	Commentary	Version	Size	Access
Open access	TWspread_201302.pdf		Author preprint	155.54 kB	View/Open

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