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How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market. (2000). Podpiera, Richard ; Hanousek, Jan.
In: CERGE-EI Working Papers.
RePEc:cer:papers:wp168.

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  1. Data Watch: Research Data from Transition Economies. (2001). Hanousek, Jan ; Filer, Randall.
    In: William Davidson Institute Working Papers Series.
    RePEc:wdi:papers:2001-416.

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References

References cited by this document

  1. Affleck-Graves, John, Shantaram P. Hedge and Robert E. Miller. 1994. Trading Mechanisms and the Components of the Bid-Ask Spread. Journal of Finance.

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  4. Easley, David, Nicholas M. Kiefer, Maureen OHara and Joseph B. Paperman. 1996b.
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  5. George, Thomas J., Gautam Kaul and M. Nimalendran. 1991. Estimation of the Bid-Ask Spread and Its Components: A New Approach. Review of Financial Studies. 4 (4), pages 623656.

  6. Glosten, Lawrence and Paul Milgrom. Bid, Ask and Transaction Prices in a Specialist Market with Heterogeneously Informed Traders. Journal of Financial Economics. 14, pages 71100. Hansch, Oliver, Narayan Y. Naik, and S. Viswanathan. 1998. Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange. Journal of Finance. October 1998, 53 (5), pages 16231656.

  7. Ho, Thomas and Hans R. Stoll. 1980. On Dealer Markets Under Competition. Journal of Finance. May 1980, 35 (2), pages 259267.

  8. Ho, Thomas and Hans R. Stoll. 1983. The Dynamics of Dealer Markets under Competition. Journal of Finance. September 1983, 38 (4) , pages 105374.

  9. Huang, Roger D. and Hans R. Stoll. 1997. The Components of the Bid-Ask Spread: A General Approach. Review of Financial Studies. Winter 1997, 10 (4), pages 995 1034.

  10. NPHþHN /LERU 1998. Asymmetric Information and Insider Trading. In: Libor NPHþHN PhD. Dissertation, CERGE-EI. Prague, August 1998.
    Paper not yet in RePEc: Add citation now
  11. OHara, Maureen. 1995. Market Microstructure Theory. Basil Blackwell: Cambridge MA.
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  12. Reiss, Peter C. and Ingrid M. Werner. 1998. Does Risk Sharing Motivate Interdealer Trading?. Journal of Finance. October 1998, 53 (5), pages 16571703.

  13. Stoll, Hans R. 1989. Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests. Journal of Finance. March 1989, 44 (1), pages 115134.

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