Trading noise, adverse selection, and intraday bid‐ask spreads in futures markets
- 1 October 1992
- journal article
- Published by Wiley in Journal of Futures Markets
- Vol. 12 (5) , 519-538
- https://doi.org/10.1002/fut.3990120504
Abstract
No abstract availableThis publication has 26 references indexed in Scilit:
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