Market structure and transaction costs: Implied spreads in the German stock market
- 30 September 1989
- journal article
- Published by Elsevier in Journal of Banking & Finance
- Vol. 13 (4-5) , 697-708
- https://doi.org/10.1016/0378-4266(89)90038-1
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Inferring the Components of the Bid-Ask Spread: Theory and Empirical TestsThe Journal of Finance, 1989
- On the Estimation of Bid-Ask Spreads: Theory and EvidenceJournal of Financial and Quantitative Analysis, 1988
- A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient MarketThe Journal of Finance, 1984