Price effects of trading and components of the bid-ask spread on the Paris Bource

Frank de Jong, Theo Nijman and A.A. Roell
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A.A. Roell: Tilburg University, Center For Economic Research

No 1994-54, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: Time Series; Prices; Financial Markets; Supply and Demand (search for similar items in EconPapers)
Date: 1994
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Journal Article: Price effects of trading and components of the bid-ask spread on the Paris Bourse (1996)
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