Results 231 to 240 of about 1,260,054 (243)

How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? An empirical analysis on S&P 500 ETF

North American Journal of Economics and Finance, 2020
Flavio Bazzana
exaly  

Bid-ask spread, information asymmetry and acquisition of oil and gas assets

Journal of International Financial Markets, Institutions and Money, 2015
Richard Heaney, Amir H Sabet
exaly  

Insider Trading and the Bid-Ask Spread

Financial Review, 1998
Chung Kee Chough
exaly  

A maximum (non-extensive) entropy approach to equity options bid–ask spread

Physica A: Statistical Mechanics and Its Applications, 2013
Oren J. Tapiero
exaly  

An Intraday Examination of the Components of the Bid–Ask Spread

Financial Review, 2002
Thomas H. McInish, Bonnie F van Ness
exaly  

The performance of bid-ask spread estimators under less than ideal conditions

Studies in Economics and Finance, 2015
Michael Bleaney, Zhiyong Li
exaly  

Earnings announcements and the components of the bid‐ask spread: Evidence from the London Stock Exchange

Journal of Economic Studies, 2013
Andros Gregoriou
exaly  

The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange

Journal of Empirical Finance, 2002
Yasushi Hamao, Hee-Joon Ahn
exaly  

Dynamics of bid–ask spread return and volatility of the Chinese stock market

Physica A: Statistical Mechanics and Its Applications, 2012
Li-Xin Zhong
exaly  

Components of the wholesale bid-ask spread and the structure of grain markets: the case of rice in India

Agricultural Economics (United Kingdom), 1999
Raghbendra Jha, Hari K Nagarajan
exaly