Jun He
Post
Research
Note
Data
Bergen
๐
Nicolas P.b. Bollen
โ Papers reviewed on this blog
[2004 JFE]
ๅๅธๅ็ไปทๅทฎ้๏ผ่็ไธไปฝใๅฐๆๆฅไธ็กฎๅฎใ็ๆๆ
Modeling the Bid/ask Spread: Measuring the Inventory-holding Premium
Jun 2026