Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Banking & Finance.
Volume (Year): 19 (1995)
Issue (Month): 6 (September)
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Web page: http://www.elsevier.com/locate/jbf
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- Porter, David C. & Thatcher, John G., 1998. "Fragmentation, competition, and limit orders: New evidence from interday spreads," The Quarterly Review of Economics and Finance, Elsevier, vol. 38(1), pages 111-128.
- Lobo, Gerald J. & Song, Minsup & Stanford, Mary, 2012. "Accruals quality and analyst coverage," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 497-508.
- Easley, David & O'Hara, Maureen & Paperman, Joseph, 1998. "Financial analysts and information-based trade," Journal of Financial Markets, Elsevier, vol. 1(2), pages 175-201, August.
- Kryzanowski, Lawrence & Zhang, Ying, 2013. "Financial restatements by Canadian firms cross-listed and not cross-listed in the U.S," Journal of Multinational Financial Management, Elsevier, vol. 23(1), pages 74-96.
- Sanjiv Sabherwal & Stephen D. Smith, 1999. "Concentrated shareholdings and the number of outside analysts," Working Paper 99-7, Federal Reserve Bank of Atlanta.
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