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Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator
Otsubo, Yoichi
2012
 

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Disciplines :
Finance
Author, co-author :
Otsubo, Yoichi ;  University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Luxembourg School of Finance (LSF)
Language :
English
Title :
Measuring the Bid-Ask Spreads: A Note on the Potential Downward Bias of the Thompson-Waller Estimator
Publication date :
2012
Available on ORBilu :
since 24 October 2013

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