Do Bid-Ask Spreads or Bid and Ask Depths Convey New Information First?
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- Sugato Chakravarty & Frederick H. deB. Harris & Robert A. Wood, 2002. "Do Bid-Ask Spreads Or Bid and Ask Depths Convey New Information First?," Econometrics 0201003, University Library of Munich, Germany.
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Cited by:
- Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco, 2006.
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- Pascual, Roberto & Pascual Fuste, Bartolomé & Climent, Francisco, 2001. "Cross-listing, price discovery and the informativeness of the trading process," DEE - Working Papers. Business Economics. WB wb014511, Universidad Carlos III de Madrid. Departamento de EconomÃa de la Empresa.
- Bartolomé Pascual-Fuster & Francisco Climent & Roberto Pascual, 2003. "Cross-Listing, Price Discovery And The Informativeness Of The Trading Process," Working Papers. Serie EC 2003-21, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
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- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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