BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT
Author:
Affiliation:
1. Hong Kong Polytechnic University
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1999.tb00724.x/fullpdf
Reference27 articles.
1. Bid-ask spreads, trading volume and volatility: Intra-day evidence from the London Stock Exchange;Abhyankar;Journal of Business Finance & Accounting,1997
2. Trading mechanisms and the components of the bid-ask spread;Affleck-Graves;Journal of Finance,1994
3. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986
4. An empirical analysis of the limit order book and the order flow in the Paris Bourse;Biais;Journal of Finance,1995
5. Market orders and market efficiency;Brown;Journal of Finance,1997
Cited by 54 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Corporate finance signaling theory: an empirical analysis on the relationship between information asymmetry and the cost of equity capital;International Journal of Disclosure and Governance;2024-08-16
2. Does information asymmetry mediate the relationship between voluntary disclosure and cost of capital? Evidence from a developing economy;Journal of Financial Reporting and Accounting;2023-08-16
3. Financial innovation in the uranium mining sector: analysis of an exchange-traded fund and its impact on trading characteristics of uranium stocks;Journal of Accounting Literature;2023-04-25
4. Do domestic or foreign institutional investors matter? The case of firm information asymmetry in Korea;Pacific-Basin Finance Journal;2022-04
5. Voluntary disclosure and information asymmetry: do investors in US capital markets care about carbon emission?;Sustainability Accounting, Management and Policy Journal;2021-08-05
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3