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Essays On The Bid Ask Spread

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Essays on the Components of the Bid-ask Spread
Language: en
Pages: 338

Essays on the Components of the Bid-ask Spread

Authors: Pei-Hwang Wei
Categories: Pricing
Type: BOOK - Published: 1989 - Publisher:

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Essays on the BID-ASK Spread
Language: en
Pages: 208

Essays on the BID-ASK Spread

Authors: Tee Ngay Lim
Categories: Stock exchanges and current events
Type: BOOK - Published: 1987 - Publisher:

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Three Essays on the Cost Components of the Bid-ask Spread
Language: en
Pages: 0

Three Essays on the Cost Components of the Bid-ask Spread

Authors: Paul Leventhal
Categories: Investment analysis
Type: BOOK - Published: 1999 - Publisher:

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This dissertation consists of three interrelated essays. The first essay focuses on the adverse selection component of the bid-ask spread. A regime switching mo
Essays on Bid-ask Spreads, Term Premia and Excess Returns
Language: en
Pages: 210

Essays on Bid-ask Spreads, Term Premia and Excess Returns

Authors: Pu Shen
Categories: Risk
Type: BOOK - Published: 1993 - Publisher:

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Essays on Volatility and Bid-ask Spreads in Financial Markets
Language: en
Pages:

Essays on Volatility and Bid-ask Spreads in Financial Markets

Authors: Kristina Bambach
Categories:
Type: BOOK - Published: 2020 - Publisher:

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