Estimating the components of the bid/ask spread-Reference-Cited by-同舟云学术

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Estimating the components of the bid/ask spread

Published:1988-05 Issue:1 Volume:21 Page:123-142
ISSN:0304-405X
Container-title:Journal of Financial Economics
language:en
Short-container-title:Journal of Financial Economics

Author:

Glosten Lawrence R,Harris Lawrence E

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference26 articles.

1. Asset pricing and bid-ask spread;Amihud;Journal of Financial Economics,1986

2. The Only Game in Town

3. Determinants of bid-asked spreads in the over-the-counter market;Benston;Journal of Financial Economics,1974

4. Biases in computed returns: An application to the size effect;Blume;Journal of Financial Economics,1983

5. Bid-asked spreads on the AMEX and the big board;Branch;Journal of Finance,1977

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