Survival_Models_for_the_Duration_of_Bid-Ask_Spread_Deviations.pdf
G-Doob-Meyer_Decomposition_and_its_Application_in_Bid-Ask_Pricing_for_American_C.pdf
Continuous-time_Modeling_of_Bid-Ask_Spread_and_Price_Dynamics_in_Limit_Order_Books.pdf
Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread.pdf
The January Anomaly_ effects of low share price, transaction costs, and bid-ask bias.pdf
Bid-ask_spread_components_in_an_order-driven_environment.pdf
Liquidity Adjusted Value-at-Risk based on the components of the bid-ask spread.pdf
abbr_f630e5f54cbdd1b9d9dd6dec28b335c6.pdf
The logarithmic ACD model-An Application to the Bid-Ask Quote Process of Three NYSE Stocks
Price effects of trading and components of the bid-ask spread on the Paris Bourse.pdf
Trading Mechanisms and the Components of the Bid-Ask Spread.pdf
The Bid-Ask Spread in the Black Market for Dollars in Brazil -- Note.pdf
多恩布什-1.rar
第一部分
264617.rar
[推荐]个人收集的一些有关Efficient Market方面的中西方文献。【无耻的要点工本费】
160811.pdf
哪位有Amihud的文章Asset pricing and the bid-ask spread (1986)