TitlePerformance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data
Publication TypeJournal Articles
Year of Publication1996
AuthorsBrooks, R, Masson, J
JournalJournal of Financial Research
Volume29
Issue4
Pagination459-476
Date Published1996
KeywordsFinance, MBA
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