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"The Sensitivity of Effective Spread Estimates to Trade-Quote Matching ..."

Michael S. Piwowar, Li Wei (2006)

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DOI: 10.1080/10196780600643803

access: closed

type: Journal Article

metadata version: 2020-03-13

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Michael S. Piwowar, Li Wei:
The Sensitivity of Effective Spread Estimates to Trade-Quote Matching Algorithms. Electron. Mark. 16(2): 112-129 (2006)

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