مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling the bid/ask spread: measuring the inventory-holding premium

Title of article :

Modeling the bid/ask spread: measuring the inventory-holding premium

Author/Authors :

Nicolas P. B. Bollen، نويسنده , , Tom Smith، نويسنده , , Robert E. Whaley، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

To page :

141

Keywords :

Stochastic time to expiration , Semi-variance , Bid/askspread , Inventory-holding premium , Expected insurance cost

Journal title :

Journal of Financial Economics

Serial Year :

2004

Journal title :

Journal of Financial Economics

Record number :

257664

Link To Document :