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Market Structure and Trading Volume
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]


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