A simple implicit measure of the effective bid-ask spread in an efficient market

Bibliographic Details
Main Author: Roll, Richard (-)
Format: Book
Language:Indeterminado
Published: [S.l.] : [s.n.] 1984.
Subjects:
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Description
Item Description:Fotocopia de: The Journal of Finance, v. 39, n. 4 (1984)
Physical Description:p. 1127-1139 ; 22 cm
Bibliography:Bibliogr.: p. 1139