Title of article
Evaluation of the biases in execution cost estimation using trade and quote data
Author/Authors
Mark Peterson، نويسنده , , Erik Sirri، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2003
Pages
22
From page
259
To page
280
Keywords
Effective spread , Trade direction , Lee and Ready algorithm
Journal title
Journal of Financial Markets
Serial Year
2003
Journal title
Journal of Financial Markets
Record number
189436
Link To Document