Bid-Asked Spreads on the Amex and the Big Board
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Bibliographic InfoArticle provided by American Finance Association in its journal Journal of Finance.
Volume (Year): 32 (1977)
Issue (Month): 1 (March)
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- Chordia, Tarun & Sarkar, Asani & Subrahmanyam, Avanidhar, 2005.
"The Joint Dynamics of Liquidity, Returns, and Volatility Across Small and Large Firms,"
University of California at Los Angeles, Anderson Graduate School of Management
qt6z81z2wc, Anderson Graduate School of Management, UCLA.
- Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2005. "The joint dynamics of liquidity, returns, and volatility across small and large firms," Staff Reports 207, Federal Reserve Bank of New York.
- Tarun Chordia & Lakshmanan Shivakumar & Avanidhar Subrahmanyam, 2004.
"Liquidity Dynamics Across Small and Large Firms,"
Banca Monte dei Paschi di Siena SpA, vol. 33(1), pages 111-143, 02.
- Chordia, Tarun & Shivakumar, L & Subrahmanyam, Avanidhar, 2000. "Liquidity Dynamics Across Small and Large Firms," University of California at Los Angeles, Anderson Graduate School of Management qt2zs4b4j4, Anderson Graduate School of Management, UCLA.
- Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1997. "Estimating the adverse selection cost in markets with multiple informed traders," Research Paper 9713, Federal Reserve Bank of New York.
- Datar, Vinay T. & Y. Naik, Narayan & Radcliffe, Robert, 1998. "Liquidity and stock returns: An alternative test," Journal of Financial Markets, Elsevier, vol. 1(2), pages 203-219, August.
- Sara Castellanos, 2001. "A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?," Levine's Working Paper Archive 625018000000000206, David K. Levine.
- Sara Castellanos, 2001. "Mexican treasury securities primary auctions," Theory workshop papers 357966000000000025, UCLA Department of Economics.
- Sugato Chakravarty & Asani Sarkar & Lifan Wu, 1998. "Estimating the adverse selection and fixed costs of trading in markets with multiple informed traders," Research Paper 9814, Federal Reserve Bank of New York.
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