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Results: 3
DEALER MARKET-STRUCTURE, OUTSIDE COMPETITION, AND THE BID-ASK SPREAD
Authors: LAUX PA
Citation: Pa. Laux, DEALER MARKET-STRUCTURE, OUTSIDE COMPETITION, AND THE BID-ASK SPREAD, Journal of economic dynamics & control, 19(4), 1995, pp. 683-710
TRADE SIZES AND THEORIES OF THE BID-ASK SPREAD
Authors: LAUX PA
Citation: Pa. Laux, TRADE SIZES AND THEORIES OF THE BID-ASK SPREAD, The Journal of financial research, 16(3), 1993, pp. 237-249
THE SOURCES OF GARCH - EMPIRICAL-EVIDENCE FROM AN INTRADAY RETURNS MODEL INCORPORATING SYSTEMATIC AND UNIQUE RISKS
Authors: LAUX PA NG LK
Citation: Pa. Laux et Lk. Ng, THE SOURCES OF GARCH - EMPIRICAL-EVIDENCE FROM AN INTRADAY RETURNS MODEL INCORPORATING SYSTEMATIC AND UNIQUE RISKS, Journal of international money and finance, 12(5), 1993, pp. 543-560
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