Decomposing the bid-ask spread in multi-dealer markets
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- Michael Bleaney & Zhiyong Li, 2016. "Decomposing the Bid–ask Spread in Multi‐Dealer Markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(1), pages 75-89, January.
References listed on IDEAS
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KeywordsBid-ask Spread; Multi-dealer Market; Decomposition JEL codes: G10; G15;
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