Results 231 to 240 of about 2,274 (258)

Bid/Ask Spread

2009
openaire   +1 more source

Bid-Ask Spread Estimation For A Correlated Value Innovation Process

Financial Review, 1998
William T Moore
exaly  

Forecasting the intra-day effective bid ask spread by combining density forecasts

Applied Economics, 2021
exaly  

Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts

Journal of Banking and Finance, 1995
Kee H Chung, Thomas H Mcinish
exaly  

Bid-Ask Spread

2011
openaire   +1 more source

Relation between bid–ask spread, impact and volatility in order-driven markets

Quantitative Finance, 2008
Matthieu Wyart, Jean-Philippe Bouchaud, Julien Kockelkoren   +2 more
exaly  

Bid-Ask Spread

2008
openaire   +1 more source

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

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

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