-
1
-
-
44949278227
-
Asset returns with transactions costs and uninsured individual risk
-
Aiyagari, S., and M. Gertler, 1991, "Asset Returns with Transactions Costs and Uninsured Individual Risk," Journal of Monetary Economics, 27, 311-331.
-
(1991)
Journal of Monetary Economics
, vol.27
, pp. 311-331
-
-
Aiyagari, S.1
Gertler, M.2
-
2
-
-
0002060057
-
The only game in town
-
Bagehot, W. (pseud), 1971, "The Only Game in Town," Financial Analysts Journal, 27, 12-14.
-
(1971)
Financial Analysts Journal
, vol.27
, pp. 12-14
-
-
Bagehot, W.1
-
3
-
-
0011461960
-
Price competition between market makers
-
Dennert, J., 1993, "Price Competition between Market Makers," Review of Economic Studies, 60, 735-751.
-
(1993)
Review of Economic Studies
, vol.60
, pp. 735-751
-
-
Dennert, J.1
-
4
-
-
33749638253
-
Risk measurement when shares are subject to infrequent trading
-
Dimson, E., 1979, "Risk Measurement when Shares are Subject to Infrequent Trading," Journal of Financial Economics, 7, 197-226.
-
(1979)
Journal of Financial Economics
, vol.7
, pp. 197-226
-
-
Dimson, E.1
-
6
-
-
0010940821
-
Price, trade size, and information in securities markets
-
Easley, D., and M. O'Hara, 1987, "Price, Trade Size, and Information in Securities Markets," Journal of Financial Economics, 19, 69-90.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 69-90
-
-
Easley, D.1
O'Hara, M.2
-
7
-
-
0041194365
-
The stochastic behaviour of market variance implied in the prices of index options
-
Franks, J., and B. Schwartz, 1991, "The Stochastic Behaviour of Market Variance Implied in the Prices of Index Options," Economic Journal, 101, 1460-1475.
-
(1991)
Economic Journal
, vol.101
, pp. 1460-1475
-
-
Franks, J.1
Schwartz, B.2
-
8
-
-
0000463443
-
Insider trading, liquidity, and the role of the monopolist specialist
-
Glosten, L., 1989, "Insider Trading, Liquidity, and the Role of the Monopolist Specialist," Journal of Business, 62, 211-235.
-
(1989)
Journal of Business
, vol.62
, pp. 211-235
-
-
Glosten, L.1
-
9
-
-
0345401653
-
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten, L., and P. Milgrom, 1985, "Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders," Journal of Financial Economics, 14, 71-100.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 71-100
-
-
Glosten, L.1
Milgrom, P.2
-
10
-
-
84986492448
-
Intraday changes in target firms' share price and bid-ask quotes around takeover announcements
-
Jennings, R., 1994, "Intraday Changes in Target Firms' Share Price and Bid-Ask Quotes around Takeover Announcements," Journal of Financial Research, 17, 255-270.
-
(1994)
Journal of Financial Research
, vol.17
, pp. 255-270
-
-
Jennings, R.1
-
11
-
-
0040942565
-
A specialist's quoted depth and the limit order book
-
Kavajecz, K., 1999, "A Specialist's Quoted Depth and the Limit Order Book," Journal of Finance, 54, 747-771.
-
(1999)
Journal of Finance
, vol.54
, pp. 747-771
-
-
Kavajecz, K.1
-
12
-
-
3843112765
-
Spreads, depths, and the impact of earnings information: An intraday analysis
-
Lee, C., B. Mucklow, and M. Ready, 1993, "Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis," Review of Financial Studies, 6, 345-374.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 345-374
-
-
Lee, C.1
Mucklow, B.2
Ready, M.3
-
13
-
-
21844485615
-
Trade size and components of the bid-ask spread
-
Lin, J., G. Sanger, and G. Booth, 1995, "Trade Size and Components of the Bid-Ask Spread," Review of Financial Studies, 8, 1153-1183.
-
(1995)
Review of Financial Studies
, vol.8
, pp. 1153-1183
-
-
Lin, J.1
Sanger, G.2
Booth, G.3
-
14
-
-
0040776107
-
Bid-ask spreads, NYSE specialists, and NASD dealers
-
Mann, S., and R. Seijas, 1991, "Bid-Ask Spreads, NYSE Specialists, and NASD Dealers," Journal of Portfolio Management, 17, 54-58.
-
(1991)
Journal of Portfolio Management
, vol.17
, pp. 54-58
-
-
Mann, S.1
Seijas, R.2
-
15
-
-
84986468570
-
Hourly returns, volume, trade size, and number of trades
-
McInish, T., and R. Wood, 1991, "Hourly Returns, Volume, Trade Size, and Number of Trades," Journal of Financial Research, 14, 303-315.
-
(1991)
Journal of Financial Research
, vol.14
, pp. 303-315
-
-
McInish, T.1
Wood, R.2
-
16
-
-
0031537785
-
Liquidity provision with limit orders and a strategic specialist
-
Seppi, D., 1997, "Liquidity Provision with Limit Orders and a Strategic Specialist," Review of Financial Studies, 10, 103-150.
-
(1997)
Review of Financial Studies
, vol.10
, pp. 103-150
-
-
Seppi, D.1
-
17
-
-
0039414998
-
Information asymmetry and the dealer's bid-ask spread: A case study of earnings and dividend announcements
-
Venkatesh, P., and R. Chiang, 1986, "Information Asymmetry and the Dealer's Bid-Ask Spread: A Case Study of Earnings and Dividend Announcements," Journal of Finance, 41, 1089-1102.
-
(1986)
Journal of Finance
, vol.41
, pp. 1089-1102
-
-
Venkatesh, P.1
Chiang, R.2
|