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- W1567110586 abstract "This paper presents an endogeneous model for the stochastic dynamics of the bid-ask spread of prices of nancial assets. The model is derived introducing an intermediary and inventory costs in the setting of equilibrium financial markets as described by Platen and Rebolledo (1996)." @default.
- W1567110586 created "2016-06-24" @default.
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- W1567110586 date "2000-01-01" @default.
- W1567110586 modified "2023-10-17" @default.
- W1567110586 title "The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic financial Market" @default.
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- W1567110586 doi "https://doi.org/10.2139/ssrn.880438" @default.
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