%0 Journal Article %J Journal of Financial Research %D 1996 %T Performance of Stoll's Spread Component Estimator: Evidence from Simultaions, Time-Series, and Cross-Sectional Data %A Brooks,Raymond %A Masson,Jean %K Finance %B Journal of Financial Research %V 29 %P 459-476 %8 1996 %G eng %N 4 %2 a %4 98051616768 %$ 98051616768