...卖价差, Roll (1984)、Stoll(1989) 等提出了隐含价差 (implied spread)指标,Stoll (2000) 提出了交易价差(traded spread)指标。
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对这些公司来说,能够在多个平台开展交易,并利用其中的价差进行套利,对它们的交易战略十分重要。
For such firms, being able to trade on multiple platforms and arbitraging between price differentials on them is important to their trading strategies.
如果中国放松对外国投资者在上海股市交易的控制,并允许国内投资者在境外交易,套利交易会让所有价差不复存在。
If China were to loosen controls on foreign investors trading in Shanghai and on domestic investors trading abroad, any differential could be arbitraged away.
稳定的市场会减少投资者交易的次数,而且交易员赚取买卖价差的机会也会减少。
Steady markets would give investors fewer reasons to deal, and so traders would have less chance to earn the spread between sell and buy prices.
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