The performance of estimators of the bid-ask spread under less than ideal conditions
Description
The file attached to this record is the author's final peer reviewed version. The Publisher's final version can be found by following the DOI link.
Citation : Bleaney, M. and Li, Z. (2015) The performance of bid-ask spread estimators under less than ideal conditions. Studies in Economics and Finance, 32 (1), pp. 98-127
Peer Reviewed : Yes