https://www.msci.com/research-and-insights/blog-post/liquidity-risk-under-stress-beyond-bid-ask-spreads
Liquidity risk under stress: Beyond bid-ask spreads | MSCI
Risk managers at investment funds are more and more focused on liquidity risk, as regulators have recently issued guidance that increases demands for liquidity...
bid ask spreadsliquidity riskunder stressbeyondmsci
https://www.rba.gov.au/publications/rdp/1987/8707/introduction.html
Introduction | RDP 8707: Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets |...
bid ask spreads
https://www.rba.gov.au/publications/rdp/1987/8707.html
Abstract for RDP 8707: Asymmetric Information and Bid-ask Spreads in the Eurocurrency Markets | RBA
Research Discussion Papers contain the results of economic research within the Reserve Bank
https://www.bybit.com/en/help-center/article/Floating-Spreads-and-Bid-Ask-Price-Dynamics-in-TradFi-MT5-Trading
Floating Spreads and Bid-Ask Price Dynamics in TradFi
Floating Spreads and Bid-Ask Price Dynamics in TradFi
bid askfloatingspreadspricedynamics
https://www.rba.gov.au/publications/rdp/1987/8707/equations/eq-6-rdp1987-07.html
Equation (6) | RDP 8707: Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets |...
https://www.rba.gov.au/publications/rdp/1987/8707/conclusions.html
Conclusions | RDP 8707: Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets | RBA
https://www.rba.gov.au/publications/rdp/1987/8707/equations/eq-4b-rdp1987-07.html
Equation | RDP 8707: Asymmetric Information and Bid-Ask Spreads in the Eurocurrency Markets | RBA