collaborators

1 paper

q-fin.TR2024

Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon

Yifan He, Abootaleb Shirvani, Barret Shao +2

This research extends the conventional concepts of the bid--ask spread (BAS) and mid-price to include the total market order book bid--ask spread (TMOBBAS) and the global mid-price…