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Determinants of bid-asked spreads in the over-the-counter market

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Author Info
Benston, George J.
Hagerman, Robert L.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-45N4M82-W/2/e7c188fbebe7afa2575cb998354a016c
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 1 (1974)
Issue (Month): 4 (December)
Pages: 353-364
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Handle: RePEc:eee:jfinec:v:1:y:1974:i:4:p:353-364

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Web page: http://www.elsevier.com/locate/inca/505576

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  2. Yi-Tsung Lee & Yu-Jane Liu & Richard Roll & Avanidhar Subrahmanyam, 2001. "Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange, Forthcoming in the Journal of Financial and Quantitative Analysis," University of California at Los Angeles, Anderson Graduate School of Management 1021, Anderson Graduate School of Management, UCLA. [Downloadable!]
  3. Mark D. Flood, 1991. "Microstructure theory and the foreign exchange market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 52-70. [Downloadable!]
  4. Andreas Andrikopoulos & Timotheos Angelidis, 2008. "Idiosyncratic risk, returns and liquidity in the London Stock Exchange: a spillover approach," Working Papers 0017, University of Peloponnese, Department of Economics. [Downloadable!]
  5. Michael J. Fleming, 2002. "Are larger Treasury issues more liquid? Evidence from bill reopenings," Staff Reports 145, Federal Reserve Bank of New York. [Downloadable!]
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  6. Gleason, Katherine I., 2003. "Insider trading, NASDAQ quotes, and market maker competition," Working Papers 2003-09, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  7. Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam, 2000. "Order Imbalance, Liquidity, and Market Returns," University of California at Los Angeles, Anderson Graduate School of Management 1073, Anderson Graduate School of Management, UCLA. [Downloadable!]
  8. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies," University of California at Los Angeles, Anderson Graduate School of Management 1018, Anderson Graduate School of Management, UCLA. [Downloadable!]
  9. Tarun Chordia & L Shivakumar & Avanidhar Subrahmanyam, 2000. "Liquidity Dynamics Across Small and Large Firms," University of California at Los Angeles, Anderson Graduate School of Management 1068, Anderson Graduate School of Management, UCLA. [Downloadable!]
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