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A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market - MaRDI portal

A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market

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Publication:109046

DOI10.1111/J.1540-6261.1984.TB03897.XMaRDI QIDQ109046

Richard Roll

Publication date: September 1984

Published in: The Journal of Finance (Search for Journal in Brave)





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