The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
- 30 November 2002
- journal article
- Published by Elsevier BV in Journal of Empirical Finance
- Vol. 9 (4), 399-430
- https://doi.org/10.1016/s0927-5398(02)00003-8
Abstract
No abstract availableThis publication has 51 references indexed in Scilit:
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