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A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market - ROLL - 1984 - The Journal of Finance - Wiley Online Library
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![PDF] A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/cad7c036673b486c17419293e444efa4cbee2c37/7-TableI-1.png "PDF] A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market | Semantic Scholar")
PDF] A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market | Semantic Scholar
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Search and Matching in Macro and Finance on Twitter: "Terry and his co-authors argue that the effective bid-ask spread may dramatically underestimate the true cost of immediacy because it does not account
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Bias in the effective bid-ask spread - ScienceDirect
Bid–ask spread - Wikipedia
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