Rankings
Publications
Sources
Publishers
Scholars
Organizations
About
Login
Register
Home
Publications
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
Home
Publications
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
RR
Richard Roll
Richard Roll
Publisher Website
Google Scholar
Cite
Download
Share
Download
1 September 1984
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 39
(4)
,
1127-1139
https://doi.org/10.2307/2327617
Abstract
No abstract available
Keywords
EFFECTIVE BID
MARKET
EFFICIENT
SPREAD
ASK
SIMPLE IMPLICIT MEASURE
Cited by 370 articles