Transaction Costs in Dealer Markets: Evidence From The London Stock Exchange
收藏NBER1994-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w4727
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资源简介：
This paper describes regularities in the intraday spreads and prices quoted by dealers on the London Stock Exchange. It develops a measure of spread-related transaction costs, one that recognizes dealers' willingness to price trades within their quoted spreads. This measure of transaction costs
提供机构：
美国国家经济研究局
创建时间：
1994-05-01
