The Cost Components of Bid-ask Spreads

The Cost Components of Bid-ask Spreads
Author :
Publisher :
Total Pages : 202
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ISBN-10 : OCLC:33468662
ISBN-13 :
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Book Synopsis The Cost Components of Bid-ask Spreads by : Jeffrey Harold Harris

Download or read book The Cost Components of Bid-ask Spreads written by Jeffrey Harold Harris and published by . This book was released on 1995 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This dissertation consists of three interrelated essays. The first essay focuses on the adverse selection component of the bid-ask spread. A regime switching mo