Estimating bid-ask spread components: Specialist versus multiple market maker systems

Review of Quantitative Finance and Accounting

Volumn 6, Issue 2, 1996, Pages 167-180

  Porter, David C ^a   Weaver, Daniel G ^a  

^a MARQUETTE UNIVERSITY   (United States)

Author keywords

Adverse selection costs; Multiple market maker exchanges; Specialist dominated exchanges

Indexed keywords

EID: 0009978525     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1007/BF00367502     Document Type: Review

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