ESTIMATING THE COMPONENTS OF THE BID ASK SPREAD

被引：613

作者：

GLOSTEN, LR ^{[1
]}

HARRIS, LE ^{[1
]}

机构：

[1] UNIV SO CALIF,LOS ANGELES,CA 90089

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1988年 / 21卷 / 01期

关键词：

D O I：

10.1016/0304-405X(88)90034-7

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：123 / 142

页数：20

共 26 条

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