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Bid-ask spread
1,761
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1,722
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515
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509
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502
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495
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bid-ask spread
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9
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8
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8
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7
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7
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7
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6
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6
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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3
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3
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3
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The journal of finance : the journal of the American Finance Association
17
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15
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13
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10
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10
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9
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7
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7
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6
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5
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4
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2
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2
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2
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ECONIS (ZBW)
284
EconStor
8
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292
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251
Mergers and acquisitions : determining the bid premium and the medium of payment
Cornu, Philippe
-
1999
Persistent link: https://www.econbiz.de/10001480445
Saved in:
252
The effect of dual trading on market depth in the S&P 500 futures contract
Park, Hun Y.
;
Sarkar, Asani
- In:
Research in finance
17
(
1999
),
pp. 219-231
Persistent link: https://www.econbiz.de/10001485110
Saved in:
253
The dynamics of discrete bid and ask quotes
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2109-2142
Persistent link: https://www.econbiz.de/10001496826
Saved in:
254
Large price movements and short-lived changes in spreads, volume, and selling pressure
Brooks, Raymond M.
;
Park, Jin Woo
;
Su, Tie
- In:
The quarterly review of economics and finance : journal …
39
(
1999
)
2
,
pp. 303-316
Persistent link: https://www.econbiz.de/10001433906
Saved in:
255
Market liquidity and trader welfare in multiple dealer markets : evidence from dual trading restrictions
Locke, Peter R.
;
Sarkar, Asani
;
Wu, Lifan
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 57-88
Persistent link: https://www.econbiz.de/10001436340
Saved in:
256
Market structure and bid-ask spreads : IBIS vs Nasdaq
Booth, G. Geoffrey
(
contributor
)
- In:
The European journal of finance
5
(
1999
)
1
,
pp. 51-71
Persistent link: https://www.econbiz.de/10001439565
Saved in:
257
Imperfect market-monitoring and soes trading
Foucault, Thierry
-
1999
Persistent link: https://www.econbiz.de/10013422887
Saved in:
258
Trading costs and return volatility : evidence from exchange listings
Bessembinder, Hendrik
-
1998
Persistent link: https://www.econbiz.de/10000995157
Saved in:
259
Trade execution costs on Nasdaq and the NYSE : a post-reform comparison
Bessembinder, Hendrik
-
1998
Persistent link: https://www.econbiz.de/10000995160
Saved in:
260
Estimating the permanent and transitory components of the bid-ask spread
Choi, Woo Suk
;
Yi, Sang-bin
;
Yu, Pyung-il
- In:
Advances in investment analysis and portfolio …
5
(
1998
),
pp. 105-122
Persistent link: https://www.econbiz.de/10001404493
Saved in:
261
Option introduction and security returns distributions : changes in information impoundment versus narrowing of the bid-ask spread
Richards, Charles F.
;
Henderson, Glenn V.
- In:
Advances in investment analysis and portfolio …
5
(
1998
),
pp. 123-143
Persistent link: https://www.econbiz.de/10001404498
Saved in:
262
Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken
-
1998
Persistent link: https://www.econbiz.de/10001373117
Saved in:
263
External information costs and the adverse selection problem : a comparison of NASDAQ and NYSE stocks
Lin, Ji-Chai
;
Sanger, Gary C.
;
Booth, G. Geoffrey
- In:
International review of financial analysis
7
(
1998
)
2
,
pp. 113-116
Persistent link: https://www.econbiz.de/10001355359
Saved in:
264
Modelling the impacts of market activity on bid-ask spreads in the option market
Young-Hye, Cho
;
Engle, Robert F.
-
1998
Persistent link: https://www.econbiz.de/10001366194
Saved in:
265
Order flow distribution, bid-ask spreads, and liquidity costs : Merrill Lynch's decision to cease routinely routing orders to regional stock exchanges
Battalio, Robert H.
;
Greene, Jason T.
;
Jennings, Robert H.
- In:
Journal of financial intermediation
7
(
1998
)
4
,
pp. 338-358
Persistent link: https://www.econbiz.de/10001390925
Saved in:
266
Stock distribution announcements and bid-ask spreads
Forjan, James M.
- In:
Studies in economics and finance
18
(
1998
)
2
,
pp. 111-128
Persistent link: https://www.econbiz.de/10001243585
Saved in:
267
Oil and gas reserve value disclosures and bid-ask spreads
Boone, Jeffery P.
- In:
Journal of accounting and public policy
17
(
1998
)
1
,
pp. 55-84
Persistent link: https://www.econbiz.de/10001247300
Saved in:
268
Dealer markets under stress : the performance of NASDAQ market makers during the November 15, 1991, market break
Christie, William G.
- In:
Journal of financial services research : JFSR
13
(
1998
)
3
,
pp. 205-229
Persistent link: https://www.econbiz.de/10001250345
Saved in:
269
Post-trade transparency on Nasdaq's national market system
Porter, David C.
- In:
Journal of financial economics
50
(
1998
)
2
,
pp. 231-252
Persistent link: https://www.econbiz.de/10001250557
Saved in:
270
Liquidity of the Treasury bill market and the term structure of interest rates
Shen, Pu
- In:
Journal of economics & business
50
(
1998
)
5
,
pp. 401-417
Persistent link: https://www.econbiz.de/10001252975
Saved in:
271
The effects of transaction costs on stock prices and trading volume
Barclay, Michael J.
- In:
Journal of financial intermediation
7
(
1998
)
2
,
pp. 130-150
Persistent link: https://www.econbiz.de/10001253019
Saved in:
272
An empirical analysis of NYSE specialist trading
Madhavan, Ananth Narayan
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 189-210
Persistent link: https://www.econbiz.de/10001238939
Saved in:
273
An empirical examination of amortized spread
Chalmers, John M. R.
- In:
Journal of financial economics
48
(
1998
)
2
,
pp. 159-188
Persistent link: https://www.econbiz.de/10001238940
Saved in:
274
Analysis of REIT IPOs using a market microstructure approach : anomalous behavior or asset structure
Glascock, John Leslie
- In:
The journal of real estate finance and economics
16
(
1998
)
3
,
pp. 243-256
Persistent link: https://www.econbiz.de/10001239402
Saved in:
275
Multimarket trading and liquidity : a transaction data analysis of Canada-US interlistings
Foerster, Stephen Robert
;
Karolyi, G. Andrew
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 393-412
Persistent link: https://www.econbiz.de/10001445777
Saved in:
276
Financial reporting and information asymmetry : an empirical analysis of the SEC's information-supplying exemption for foreign companies
Alford, Andrew W.
;
Jones, Jonathan D.
- In:
The journal of corporate finance : contracting, …
4
(
1998
)
4
,
pp. 373-398
Persistent link: https://www.econbiz.de/10001427608
Saved in:
277
Information asymmetry around earnings annoucements
Yohn, Teri Lombardi
- In:
Review of quantitative finance and accounting
11
(
1998
)
2
,
pp. 165-182
Persistent link: https://www.econbiz.de/10001490994
Saved in:
278
Bid-ask classification by switching regressions
Nyholm, Ken
;
Tanggaard, Carsten
-
1997
Persistent link: https://www.econbiz.de/10000980185
Saved in:
279
External information costs and the adverse selection problem : a comparison of Nasdaq and NYSE stocks
Lin, Ji-chai
;
Sanger, Gary C.
;
Booth, G. Geoffrey
-
1997
Persistent link: https://www.econbiz.de/10000988374
Saved in:
280
Market liquidity and trader welfare in multiple dealer markets : evidence from dual trading restrictions
Locke, Peter R.
;
Sarkar, Asani
;
Wu, Lifan
-
1997
Persistent link: https://www.econbiz.de/10001361945
Saved in:
281
Why do security prices change? : A transaction-level analysis of NYSE stocks
Madhavan, Ananth Narayan
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 1035-1064
Persistent link: https://www.econbiz.de/10001229607
Saved in:
282
The components of the bid-ask spread : a general approach
Huang, Roger D.
- In:
The review of financial studies
10
(
1997
)
4
,
pp. 995-1034
Persistent link: https://www.econbiz.de/10001229608
Saved in:
283
Volatility of exchange rate futures and high-low price spreads
Chen, An-sing
- In:
Journal of economics and finance
21
(
1997
)
1
,
pp. 33-42
Persistent link: https://www.econbiz.de/10001248741
Saved in:
284
Alternative liquidity measures and stock returns
Kluger, Brian D.
;
Stephan, Jens
- In:
Review of quantitative finance and accounting
8
(
1997
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001590874
Saved in:
285
The effect of option listing on bid-ask spreads, price volatility, and trading activity of the underlying OTC stocks
Wei, Peihwang
;
Poon, Percy Siuping
;
Zee, Susan Mu-lan
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001590900
Saved in:
286
On the destribution of CBOE option trade prices occurring between consecutive stock trades
Chung, T. Y.
;
Welch, Robert L.
;
Chen, David M.
- In:
Review of quantitative finance and accounting
9
(
1997
)
3
,
pp. 269-288
Persistent link: https://www.econbiz.de/10001591112
Saved in:
287
Changes in trading activity following stock splits and their impact on volatility and the adverse information component of the bid-ask spread
Desai, Anand S.
;
Nimalendran, Mahendrarajah
; …
-
1996
Persistent link: https://www.econbiz.de/10000982777
Saved in:
288
Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas
-
1996
Persistent link: https://www.econbiz.de/10001421297
Saved in:
289
Multidimensional competition on NASDAQ : did traders gain when dealers stopped avoiding odd-eighth quotes?
Garvey, Gerald
;
MacCorry, Michael S.
-
1996
-
Rev
Persistent link: https://www.econbiz.de/10001421868
Saved in:
290
The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas
- In:
Trading costs on US exchanges : an empirical examination
,
(pp. 23-69)
.
1996
Persistent link: https://www.econbiz.de/10001433304
Saved in:
291
Dynamic price discovery
Handa, Puneet
;
Schwartz, Robert A.
- In:
Review of quantitative finance and accounting
7
(
1996
)
1
,
pp. 5-28
Persistent link: https://www.econbiz.de/10001467515
Saved in:
292
Order persistence, adverse selection, and gross profits earned by NYSE specialists
Lin, Ji-chai
-
1993
Persistent link: https://www.econbiz.de/10000996828
Saved in:
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