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Publications by Yanping Yi

Semiparametric Identification of the Bid–ask Spread in Extended Roll Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model

SSRN Electronic Journal

English

Related publications

Explaining the Bid-Ask Spread in the Foreign Exchange Market: A Test of Alternate Models

Australian Journal of Management

English

Determinants of Bid-Ask Spread in Indonesia: More Evidence From LQ45

Indonesian Journal Of Business And Economics

English

Effects of Securities Transaction Taxes on Depth and Bid-Ask Spread

Economic Theory

English

The Components of the Bid-Ask Spread: Evidence From the Corn Futures Market

Agricultural Economics

English

Semiparametric Identification in Duration Models

Working Paper Series

English

Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets

SSRN Electronic Journal

English

Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?

Journal of International Financial Markets, Institutions and Money

English

The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic Financial Market

SSRN Electronic Journal

English