Liquidity and Market Structure

The Journal of Finance

Volumn 43, Issue 3, 1988, Pages 617-633

  GROSSMAN, SANFORD J ^a   MILLER, MERTON H ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84977725243     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1988.tb04594.x     Document Type: Article

References (14)

1. “Transaction Costs, Order Placement Strategy and the Existence of the Bid‐Ask Spread.”
2. “The Cost of Transacting.”
3. “Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders.”
4. “Economic Costs and Benefits of the Proposed One Minute Time Bracketing Regulation.”
5. “An Analysis of the Implications for Stock and Futures Price Volatility of Program Trading and Dynamic Hedging Strategies.”
6. “A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market.”
7. “Alternative Views of Market Making.”
8. “An International Comparison of Stock Exchange Trading Structures.”