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Trading Mechanisms and the Components of the Bid-Ask Spread.. (1994). Miller, Robert E ; Affleck-Graves, John ; Hegde, Shantaram P.
In: Journal of Finance.
RePEc:bla:jfinan:v:49:y:1994:i:4:p:1471-88.

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  1. Assessment of Asymmetric Information Cost in Indian Stock Market: A Sectoral Approach. (2022). Misra, Arun Kumar ; Pan, Aritra.
    In: Global Business Review.
    RePEc:sae:globus:v:23:y:2022:i:2:p:512-535.

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  2. Which firms benefit from market making?. (2020). Kutsuna, Kenji ; Kim, Thomas S ; Chung, Peter Y ; Smith, Richard L.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00345-5.

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  3. Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia.
    In: Journal of Business Research.
    RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26.

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  4. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0649-6.

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  5. Are the stock markets “rigged”? An empirical analysis of regulatory change. (2018). Diamond, Stephen F ; Kuan, Jennifer W.
    In: International Review of Law and Economics.
    RePEc:eee:irlaec:v:55:y:2018:i:c:p:33-40.

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  6. The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market. (2018). La Rocca, Maurizio ; Gerace, Dionigi ; Stagliano, Raffaele.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:70:y:2018:i:c:p:203-214.

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  7. The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s. (2016). Voetmann, Torben.
    In: International Journal of Economics and Finance.
    RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:127-139.

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  8. New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika.
    In: Applied Economics.
    RePEc:taf:applec:v:47:y:2015:i:42:p:4484-4500.

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  9. Informed trading, institutional trading, and spread. (2015). Dey, Malay ; Radhakrishna, B..
    In: Journal of Economics and Finance.
    RePEc:spr:jecfin:v:39:y:2015:i:2:p:288-307.

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  10. Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:43:y:2014:i:2:p:211-244.

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  11. Survival Models for the Duration of Bid-Ask Spread Deviations. (2014). Panayi, Efstathios ; Peters, Gareth .
    In: Papers.
    RePEc:arx:papers:1406.5487.

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  12. Competition between stock exchanges and optimal trading. (2013). van Kervel, Vincent.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:5c608a0f-527d-441d-a910-ef01ce6183f8.

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  13. Short sales, margin purchases and bid–ask spreads. (2013). Chang, Chong-Chuo ; Zhao, Yan ; Cheng, Lee-Young ; Ni, Cih-Ying .
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:24:y:2013:i:c:p:199-220.

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  14. Short sales constraint and SEO pricing. (2013). Charoenwong, Charlie ; Wang, Ping ; Ding, David K..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:107-118.

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  15. Market Power on Exchanges: Linking Price Impact to Trading Fees. (2012). Draus, Sarah .
    In: CSEF Working Papers.
    RePEc:sef:csefwp:490.

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  16. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). Degryse, Hans ; van Kervel, V L ; de Jong, F. C. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f9895511-3b4b-4db5-bf34-149eb315dc18.

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  17. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces EBC Discussion Paper 2011-013). (2011). Degryse, Hans ; van Kervel, V L ; de Jong, F. C. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3ff46941-c3ff-4ba4-9a5b-d22e05b61efd.

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  18. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). van Kervel, Vincent ; de Jong, Frank ; Degryse, Hans ; de Jong, F. C. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f9895511-3b4b-4db5-bf34-149eb315dc18.

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  19. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:20:y:2011:i:1:p:1-10.

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  20. The impact of dark trading and visible fragmentation on market quality. (2011). van Kervel, Vincent ; de Jong, Frank ; Degryse, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8630.

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  21. Is information risk priced for NASDAQ-listed stocks?. (2010). Ness, Robert ; Fuller, Kathleen.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:34:y:2010:i:3:p:301-312.

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  22. Using matched samples to test for differences in trade execution costs. (2009). Davies, Ryan ; Kim, Sang Soo .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:173-202.

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  23. Competition between Exchanges: Euronext versus Xetra. (2009). Theissen, Erik ; Kasch-Haroutounian, Maria .
    In: European Financial Management.
    RePEc:bla:eufman:v:15:y:2009:i:1:p:181-207.

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  24. Liquidity in auction and specialist market structures: Evidence from the Italian bourse. (2008). Lepone, Andrew ; Frino, Alex ; Gerace, Dionigi .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2581-2588.

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  25. INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID-ASK SPREAD. (2008). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:31:y:2008:i:3:p:225-246.

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  26. Elements of Effective Insider Trading Laws. (2007). Gilbert, Aaron ; Frijns, Bart ; Tourani, Alireza-Rad .
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:3973.

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  27. Elements of Effective Insider Trading Laws. (2007). Tourani, Alireza-Rad ; Frijns, Bart ; Gilbert, Aaron.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:19073.

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  28. Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gresse, Carole ; Gajewski, Jean-Francois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2906-2924.

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  29. Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gresse, Carole ; Gajewski, Jean-Franois.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/295.

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  30. .

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  31. Competition between exchanges: Euronext versus Xetra. (2006). Theissen, Erik ; Kasch-Haroutounian, Maria .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200719.

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  32. The impact of preferencing on execution quality. (2006). Ready, Mark ; He, Chen ; Odders-White, Elizabeth .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:3:p:246-273.

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  33. The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach. (2005). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2005:i:5:p:1-11.

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  34. The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach. (2005). Kling, Gerhard.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-05g10006.

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  35. Information flow, volatility and spreads of infrequently traded Nasdaq stocks. (2004). Wu, Chunchi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:1:p:20-43.

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  36. Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange. (2004). Wright, Robert ; Levin, Eric J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:1:p:1-19.

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  37. Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms. (2004). Rubalcava, Arturo ; Kryzanowski, Lawrence.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:2:p:171-186.

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  38. Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2004). Gresse, Carole ; Gajewski, Jean-Franois.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/3017.

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  39. An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets. (2003). Wu, Chunchi ; Chen, Yea-Mow.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:2:p:171-186.

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  40. Informed trading and the bid-ask spread: evidence from an emerging market. (2003). Podpiera, Richard ; Hanousek, Jan.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:31:y:2003:i:2:p:275-296.

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  41. Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange. (2001). Voetmann, Torben.
    In: Working Papers.
    RePEc:hhs:cbsfin:2000_006.

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  42. The potential for clientele pricing when making markets in financial securities. (2001). Selway, Jamie ; Jennings, Robert ; Battalio, Robert .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:4:y:2001:i:1:p:85-112.

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  43. 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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  44. Market evidence on the opaqueness of banking firms assets.. (1999). Kwan, Simon ; Flannery, Mark ; Nimalendran, M..
    In: Working Papers in Applied Economic Theory.
    RePEc:fip:fedfap:99-11.

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  45. Execution Costs of Institutional Equity Orders. (1999). Jones, Charles M. ; Lipson, Marc L..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:8:y:1999:i:3:p:123-140.

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  46. Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction. (1999). Wang, Jianxin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:9:y:1999:i:2:p:115-128.

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  47. Components of the wholesale bid-ask spread and the structure of grain markets: the case of rice in India. (1999). Nagarajan, Hari ; Murthy, K.V. ; Jha, Raghbendra ; Seth, Ashok.
    In: Agricultural Economics.
    RePEc:eee:agecon:v:21:y:1999:i:2:p:173-189.

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  48. How does liquidity behave? A multidimensional analysis of NYSE stocks. (1999). Escribano, Alvaro ; Tapia, Mikel ; Pascual, Roberto.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:6433.

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  49. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT. (1999). Chung, Dennis Y. ; Brockman, Paul.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:22:y:1999:i:2:p:227-246.

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  50. Modelling bid-ask spreads in competitive dealership markets. (1998). Lai, H N ; Koopman, S. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:7a193911-dbf2-4831-ac8d-96d94350780d.

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  51. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Lai, H. N. ; Koopman, S. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:7a193911-dbf2-4831-ac8d-96d94350780d.

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  52. Fragmentation, competition, and limit orders: New evidence from interday spreads. (1998). Porter, David C. ; Thatcher, John G..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:38:y:1998:i:1:p:111-128.

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  53. External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks. (1998). Sanger, Gary C. ; Lin, Ji-Chai ; Booth, Geoffrey G..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:7:y:1998:i:2:p:113-136.

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  54. The Law and Economics of Best Execution. (1997). Macey, Jonathan R. ; O'Hara, Maureen .
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:6:y:1997:i:3:p:188-223.

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  55. A survey of evidence on domestic and international stock exchange listings with implications for markets and managers. (1996). Haushalter, David ; McConnell, John J. ; Dybevik, Heidi J. ; Lie, Erik.
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  56. Why Nasdaq market makers avoid odd-eighth quotes. (1996). Godek Paul E., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:41:y:1996:i:3:p:465-474.

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  57. PERFORMANCE OF STOLLs SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA. (1996). Masson, Jean ; Brooks, Raymond .
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  58. Determinants of the components of bid-ask spreads on stocks. (1996). Ogden, Joseph P. ; Kim, Sung-Hun .
    In: European Financial Management.
    RePEc:bla:eufman:v:2:y:1996:i:1:p:127-145.

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