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an analysis of intraday patterns in bid/ask spreads for nyse stocks

Execution costs on Nasdaq and the NYSE

A Model of the Components of the Bid-Ask Spread

an analysis of intraday patterns in bid/ask spreads for nyse stocks

estimate bid-ask spread components specialist versus multiplw market maker system

[此贴子已经被作者于2007-12-23 0:04:41编辑过]