ON THE ESTIMATION OF BID-ASK SPREADS - THEORY AND EVIDENCE

被引：71

作者：

CHOI, JY

SALANDRO, D

SHASTRI, K

机构：

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1988年 / 23卷 / 02期

关键词：

D O I：

10.2307/2330882

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：219 / 230

页数：12

共 16 条

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COPELAND, TE ;

GALAI, D .

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DEMSETZ, H .

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[6]

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[7]

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[8]

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[9] BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS [J].

GLOSTEN, LR ;

MILGROM, PR .

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[10] OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY [J].

HO, T ;

STOLL, HR .

JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) :47-73

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