Work

Estimation of the Bid–Ask Spread and Its Components: A New Approach

Year: 1991

Type: article

Source: Review of Financial Studies

DOI: 10.1093/rfs/4.4.623

Authors: Thomas J. George, Gautam Kaul, M. Nimalendran

Institutions: The Ohio State University, University of Michigan, University of Florida

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2114233347

FWCI: 8.773

Cites: 29

Cited by: 575

Related to: 10