Low Latency measures of the three components of the Bid-Ask Spread

Additional Metadata
Keywords	Bid-ask spread, Bid-ask spread components, Price Impact Regression
Thesis Advisor	Van Achter, Mark, Yuferova, D.
Persistent URL	hdl.handle.net/2105/37358
Series	Finance & Investments
Organisation	Rotterdam School of Management
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Moorcraft, Pedro. (2017). Low Latency measures of the three components of the Bid-Ask Spread. In Finance & Investments.http://hdl.handle.net/2105/37358

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