Estimating the realized bid-ask spread using quote revisions

Description
Title: Estimating the realized bid-ask spread using quote revisions
Authors: Masson, Jean
Date: 1994
URL: http://hdl.handle.net/10393/18962
http://dx.doi.org/10.20381/ruor-1964
CollectionTelfer - Documents de travail // Telfer - Working Papers
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