A Comparison of Effective Bid Ask Spread Proxies Evidence from Borsa Istanbul Futures


Çobandağ Z., Ekinci C. E.

55th Meeting of European Working Group for Commodities and Financial Modelling (EWGCFM), Ankara, Turkey, 14 - 16 May 2015, pp.5

  • Publication Type: Conference Paper / Summary Text
  • City: Ankara
  • Country: Turkey
  • Page Numbers: pp.5
  • Istanbul Technical University Affiliated: Yes