Market Microstructure Regularities: Behavior of the Bid-Ask Spread and Closing Prices
Year of publication: |
1995
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Authors: | Branch, Ben ; Echevarria, David P. |
Published in: |
The financial review : the official publication of the Eastern Finance Association. - Malden, Mass. [u.a.] : Blackwell, ISSN 0732-8516, ZDB-ID 8643222. - Vol. 30.1995, 3, p. 541-566
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The bid-ask bias and the size effect : a test of the Blume-Stambaugh bid-ask bias effect hypothesis
Branch, Ben Shirley, (1998)
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Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley, (1995)
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The Bid-Ask Bias and the Size Effect: A Test of the Blume-Stambaugh Bid-Ask Bias Effect Hypothesis
Branch, Ben, (1998)
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