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1

Braun, Margret. Bid-Ask-Spreads von Aktienoptionen. Heidelberg: Physica-Verlag HD, 1997. http://dx.doi.org/10.1007/978-3-642-47002-8.

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2

Koopman, Siem Jan. Modelling bid-ask spreads in competitive dealership markets. London: London School of Economics, Financial Markets Group, 1999.

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3

Koopman, Siem Jan. Modelling bid-ask spreads in competitive dealership markets. London: London School of Economics, Financial Markets Group, 1999.

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4

Wei, Shang-Jin. Anticipations of foreign exchange volatility and bid-ask spreads. Cambridge, Mass: National Bureau of Economic Research, 1994.

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5

Cho, Young-Hye. Modeling the impacts of market activity on bid-ask spreads in the option market. Cambridge, MA: National Bureau of Economic Research, 1999.

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6

Becker, Torbjörn. Were bid-ask spreads in the foreign exchange market excessive during the Asian crisis? [Washington, D.C]: International Monetary Fund, Research Dept., and Monetary and Financial Systems Dept., 2005.

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7

Board, John. The effects of spot transparency on bid-ask spreads and volume of traded share options. Southampton: University of Southampton, 1996.

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8

Goodhart, C. A. E. The clustering of bid/ask prices and the spread in the foreign exchange market. London: LSE Financial Markets Group, 1990.

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9

Jong, Frank de. Price effects of trading and components of the bid-ask spread on the Paris Bourse. London: London School of Economics, Financial Markets Group, 1995.

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10

Bae, Kee-Hong. Bid-ask spread and arbitrage profitability: A study of the Hong Kong index futures and optionsmarket. Kowloon, Hong Kong: City University of Hong Kong, Department of Economics and Finance, 1996.

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11

Chakravarty, Sugato. Liquidity in U.S. fixed income markets: A comparison of the bid-ask spread in corporate, government and municipal bond markets. [New York, N.Y.]: Federal Reserve Bank of New York, 1999.

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12

Braun, Margret. Bid-Ask-Spreads Von Aktienoptionen. Physica-Verlag, 2013.

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13

Braun, Margret. Bid-Ask-Spreads von Aktienoptionen. Margret Braun, 1997.

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14

Becker, Trbjrn I., and Amadou N. R. Sy. Were Bid-Ask Spreads in the Fx Market Excessive During the Asian Crisis? International Monetary Fund, 2005.

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15

Becker, Trbjrn I., and Amadou N. R. Sy. Were Bid-Ask Spreads in the Fx Market Excessive During the Asian Crisis? International Monetary Fund, 2005.

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16

Becker, Törbjö I., and Amadou N. R. Sy. Were Bid-Ask Spreads in the Foreign Exchange Market Excessive During the Asian Crisis? International Monetary Fund, 2005.

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17

Raghbendra, Jha, ed. Components of the wholesale bid-ask spread and the structure of grain markets. Mumbai, India: India Gandhi Institute of Development Research, 1998.

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18

Pengaruh volume perdagangan dan return terhadap bid-ask spread dengan error correction model (ECM): Studi empiris di Bursa Efek Jakarta : penelitian dosen muda. [Yogyakarta]: Fakultas Ekonomi, Universitas Muhammadiyah Yogyakarta, 2006.

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