A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market

DOI: 10.2307/2327617

The Journal of Finance

Data up to Jan 2025

Published1984

Citations615

References0

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Mathematics Computer science Economics Philosophy Econometrics Mathematical economics Data mining

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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984) – The Journal of Finance | Metascience Observatory Explorer