Pérez Rodríguez, J. V., & Gómez Déniz, E. (2015). Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models. Quantitative Finance, (ahead-of-print), 1-20.
Pérez Rodríguez, J. V., & Gómez Déniz, E. (2015). Spread component costs and stock trading characteristics in the Spanish Stock Exchange. Two flexible fractional response models. Quantitative Finance, (ahead-of-print), 1-20.