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


ÇOBANDAĞ Z., EKİNCİ C. E.

European Working Group for Commodities and Financial Modelling, Ankara, Turkey, 14 - 16 May 2015

  • Publication Type: Conference Paper / Summary Text
  • City: Ankara
  • Country: Turkey
  • Istanbul Technical University Affiliated: Yes