Detecting abnormal bid-ask spread: A comparison of event study methods

Review of Quantitative Finance and Accounting

Volumn 14, Issue 1, 2000, Pages 45-65

  Affleck Graves, John ^a,c   Callahan, Carolyn M ^b   Ramanan, Ramachandran ^c  

^a Department of Finance and Business Economics ^*  (United States)

^b KPMG LLP   (United States)

^c UNIVERSITY OF NOTRE DAME   (United States)

Author keywords

Bid ask spread; Event study methods; Simulation

Indexed keywords

EID: 43949101462     PISSN: 0924865X     EISSN: 15737179     Source Type: Journal    
DOI: 10.1023/A:1008328107489     Document Type: Article

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