An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

O.M. ap Gwilym, O. Ap Gwilym, S. Thomas

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	81-99
Journal	Journal of International Financial Markets, Institutions and Money
Volume	12
Issue number	1
DOIs	https://doi.org/10.1016/S1042-4431(01)00047-6
Publication status	Published - 1 Feb 2002

Access to Document

@article{c8714d99b920421fa80bb07553e1cdd4,

title = "An empirical comparison of quoted and implied bid-ask spreads on futures contracts.",

author = "\{ap Gwilym\}, O.M. and \{Ap Gwilym\}, O. and S. Thomas",

year = "2002",

month = feb,

day = "1",

doi = "10.1016/S1042-4431(01)00047-6",

language = "English",

volume = "12",

pages = "81--99",

journal = "Journal of International Financial Markets, Institutions and Money",

issn = "1042-4431",

publisher = "Elsevier",

number = "1",

}

TY - JOUR

T1 - An empirical comparison of quoted and implied bid-ask spreads on futures contracts.

AU - ap Gwilym, O.M.

AU - Ap Gwilym, O.

AU - Thomas, S.

PY - 2002/2/1

Y1 - 2002/2/1

U2 - 10.1016/S1042-4431(01)00047-6

DO - 10.1016/S1042-4431(01)00047-6

M3 - Article

SN - 1042-4431

VL - 12

SP - 81

EP - 99

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

IS - 1

ER -