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Components of the Bid–Ask Spread and Variance: A Unified Approach |
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| Authors: | Björn Hagströmer Richard Henricsson Lars L. Nordén |
| Affiliation: | 1. Bj?rn Hagstr?mer and Lars L. Nordén are at Stockholm Business School, Stockholm University, Sweden;2. Richard Henricsson is at Swedbank, Stockholm, Sweden |
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