Bid Offer Spreads
topic on 1 show · 1 statements across 1 episodes
1 statements about Bid Offer Spreads, every show
Mauboussin: Traditional Liquidity Metrics Cannot Be Properly Tested In Non-Stressed Environments
“Dealer inventories are way down, and I just don't think we've tested it, because many of the traditional tests of liquidity are things like bid-offer spreads and realized prices, but you can't really test it in non-stressed environments.”