James E Upson

University of Memphis - Fogelman College of Business and Economics

PhD Student

Memphis, TN 38152

United States

SCHOLARLY PAPERS

1

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324

CITATIONS

0

Scholarly Papers (1)

1.

Is the Quote Midpoint the Right Point? Empirical Evidence of the Asymmetry of the Effective Spread

Number of pages: 25 Posted: 16 Mar 2006
Pankaj K. Jain, Robert H. Jennings and James E Upson
University of Memphis - Fogelman College of Business and Economics, Indiana University - Kelley School of Business - Department of Finance and University of Memphis - Fogelman College of Business and Economics
Downloads 298 (77,525)

Abstract:

Effective Spreads, Market Microstructure, TORQ, SOD, midpoint