A new spread estimator

Date

2015-03-05

Advisors

Journal Title

Journal ISSN

ISSN

Volume Title

Publisher

Springer

Type

Article

Peer reviewed

Yes

Abstract

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.

Keywords

Citation

Bleaney, M. and Li, Z. (2016) A new spread estimator. Review of Quantitative Finance and Accounting, 47 (1), pp. : 179-211

Rights

Research Institute