Lawrence Levine

Independent

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Scholarly Papers (1)

Estimating the Marketability Discounts: A Comparison between Bid-Ask Spreads, and Longstaff's Upper Bound

Journal of Applied Finance, Spring/Summer 2013, Volume 23, No. 1
Posted: 16 Jul 2013
Seattle University - Albers School of Business and Economics, DePaul University - Department of Finance, Independent and Independent

Abstract:

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discount for lack of marketability (DLOM), lookback option, market microstructure, bid-ask spread