An empirical comparison of quoted and implied bid-ask spreads on futures contracts.
Research output: Contribution to journal › Article › peer-review
Electronic versions
DOI
| Original language | English |
|---|---|
| Pages (from-to) | 81-99 |
| Journal | Journal of International Financial Markets, Institutions and Money |
| Volume | 12 |
| Issue number | 1 |
| DOIs | |
| Publication status | Published - 1 Feb 2002 |