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The Intraday Pattern of Information Asymmetry, Spread, and Depth: Evidence from the NYSE

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  • George Tannous
  • Juan Wang
  • Craig Wilson

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  • George Tannous & Juan Wang & Craig Wilson, 2013. "The Intraday Pattern of Information Asymmetry, Spread, and Depth: Evidence from the NYSE," International Review of Finance, International Review of Finance Ltd., vol. 13(2), pages 215-240, June.
    • Handle: RePEc:bla:irvfin:v:13:y:2013:i:2:p:215-240
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    1. Yan Han & Xue-Feng Shao & Xin Cui & Xiao-Guang Yue & Kelvin Joseph Bwalya & Otilia Manta, 2019. "Assessing Investor Belief: An Analysis of Trading for Sustainable Growth of Stock Markets," Sustainability, MDPI, vol. 11(20), pages 1-18, October.
    2. Christopher Boortz & Simon Jurkatis & Stephanie Kremer & Dieter Nautz, 2013. "Institutional Herding in Financial Markets: New Evidence through the Lens of a Simulated Model," Discussion Papers of DIW Berlin 1336, DIW Berlin, German Institute for Economic Research.
    3. Araújo, Gustavo Silva & Barbedo, Claudio Henrique da S. & Vicente, José Valentim M., 2014. "The adverse selection cost component of the spread of Brazilian stocks," Emerging Markets Review, Elsevier, vol. 21(C), pages 21-41.
    4. Shan Xu & Duchi Liu & Jianbai Huang, 2015. "Corporate social responsibility, the cost of equity capital and ownership structure: An analysis of Chinese listed firms," Australian Journal of Management, Australian School of Business, vol. 40(2), pages 245-276, May.
    5. Dieter Nautz, "undated". "Herding in financial markets: Bridging the gap between theory and evidence," BDPEMS Working Papers 2013002, Berlin School of Economics.
    6. Yan Han & Xin Cui & Gloria Y. Tian & Peipei Wang, 2023. "Bayesian Investor Belief Updating Speed and Market Underreaction to Earnings Announcements," Australian Accounting Review, CPA Australia, vol. 33(1), pages 66-85, March.
    7. Shan Xu & Duchi Liu, 2018. "Do Financial Markets Care about Corporate Social Responsibility Disclosure? Further Evidence from China," Australian Accounting Review, CPA Australia, vol. 28(1), pages 79-103, March.
    8. Christopher Boortz & Stephanie Kremer & Simon Jurkatis & Dieter Nautz, 2014. "Information Risk, Market Stress and Institutional Herding in Financial Markets: New Evidence Through the Lens of a Simulated Model," SFB 649 Discussion Papers SFB649DP2014-029, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.

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