Modelling bid-ask spreads in competitive dealership markets
By: by Siem Jan Koopman and Hung Neng Lai.
Contributors: Lai, Hung Neng.; London School of Economics and Political Science. Financial Markets Group.; Economic and Social Research Council.
Series: Discussion paper / London School of Economics, Financial Markets Group -- no.324; Discussion paper (London School of Economics, Financial Markets Group) -- no.324.
Publisher: London School of Economics, Financial Markets Group
Published: 1999
Place of publication: London
Language: eng