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Bid-Ask Spread

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• GEORGE, T. and G. KAUL, M. Nimalendran, 1991,“Estimation of the Bid-Ask Spread and Its Components: A New Approach,”. Review of Financial Studies. [Cited by 13] (?/year)
• GEORGE, T.J. and F.A. LONGSTAFF, 1993. Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS. [Cited by 71] (4.61/year)
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• GLOSTEN, L.R., 1987. Components of the bid-ask spread and the statistical properties of transaction prices. Journal of Finance. [Cited by 151] (7.05/year)
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• HARRIS, L., 1990. Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator. Journal of Finance. [Cited by 62] (3.37/year)
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