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 |
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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 |