research article
Relation between bid–ask spread, impact and volatility in order-driven markets
2008
Type
research article
Author(s)
Date Issued
2008
Publisher
Published in
Volume
8
Issue
1
Start page
41
End page
57
Editorial or Peer reviewed
REVIEWED
Written at
OTHER
EPFL units
Available on Infoscience
October 18, 2016
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