The Trading Decision and Market Clearing under Transaction Price Uncertainty-Reference-Cited by-同舟云学术

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The Trading Decision and Market Clearing under Transaction Price Uncertainty

Published:1985-03 Issue:1 Volume:40 Page:21-42
ISSN:0022-1082
Container-title:The Journal of Finance
language:en
Short-container-title:The Journal of Finance

Author:

HO THOMAS S. Y.,SCHWARTZ ROBERT A.,WHITCOMB DAVID K.

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference18 articles.

1. Dealership Market: Market Making with Inventory;Amihud;Journal of Financial Economics,1980

2. On the Feasibility of Automated Market Making by a Programmed Specialist;Hakansson;The Journal of Finance,1985

3. The Returns Generation Process, Returns Variance and the Effect of Thinness in Security Markets;Cohen;The Journal of Finance,1978

4. Market Makers and the Market Spread: A Review of Recent Literature;Cohen;Journal of Financial and Quantitative Analysis,1979

5. Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread;Cohen;Journal of Political Economy,1981

Cited by 44 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. Market Liquidity;Encyclopedia of Finance;2022

2. Market Liquidity;Encyclopedia of Finance;2021

3. References;Algorithmic Trading Methods;2021

4. A rare move: The effects of switching from a closing call auction to a continuous trading;Journal of Futures Markets;2019-12-04

5. Price formation in call auctions with insider information;Studies in Economics and Finance;2019-07-26

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