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Maturity effect on bid-ask spreads of OTC currency options
Beng, Soon-chong; Ding, David K.; Tan, Kok-hui - In: Review of quantitative finance and accounting 21 (2003) 1, pp. 5-15
Persistent link: https://www.econbiz.de/10001787733
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Information asymmetry and accounting restatement : NYSE-AMEX and NASDAQ evidence
Nguyen, Duong; Puri, Tribhuvan N. - In: Review of quantitative finance and accounting 43 (2014) 2, pp. 211-244
Persistent link: https://www.econbiz.de/10010490413
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Specification analysis of corporate equity financing decision : a conditional residual approach
Wu, Yi Lin; Lee, Cheng F. - In: Review of quantitative finance and accounting 31 (2008) 4, pp. 395-423
Persistent link: https://www.econbiz.de/10003799584
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One size fits all? : high frequency trading, tick size changes and the implications for exchanges : market quality and market structure considerations
Verousis, Thanos; Perotti, Pietro; Sermpinis, Georgios - In: Review of quantitative finance and accounting 50 (2018) 2, pp. 353-392
Persistent link: https://www.econbiz.de/10011979139
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Explaining co-movements between equity and CDS bid-ask spreads
Marra, Miriam - In: Review of quantitative finance and accounting 49 (2017) 3, pp. 811-853
Persistent link: https://www.econbiz.de/10011797542
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Alternative liquidity measures and stock returns
Kluger, Brian D.; Stephan, Jens - In: Review of quantitative finance and accounting 8 (1997) 1, pp. 19-36
Persistent link: https://www.econbiz.de/10001590874
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The effect of option listing on bid-ask spreads, price volatility, and trading activity of the underlying OTC stocks
Wei, Peihwang; Poon, Percy Siuping; Zee, Susan Mu-lan - In: Review of quantitative finance and accounting 9 (1997) 2, pp. 165-180
Persistent link: https://www.econbiz.de/10001590900
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On the destribution of CBOE option trade prices occurring between consecutive stock trades
Chung, T. Y.; Welch, Robert L.; Chen, David M. - In: Review of quantitative finance and accounting 9 (1997) 3, pp. 269-288
Persistent link: https://www.econbiz.de/10001591112
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Trade disclosure, information learning and securities market performance
Wu, Chunchi; Zhang, Wei - In: Review of quantitative finance and accounting 18 (2002) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10001676683
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The impact of the reduction in tick increments in major US markets on spreads, depth, and volatility
Ness, Bonnie F. van; Ness, Robert A. van; Pruitt, Stephen W. - In: Review of quantitative finance and accounting 15 (2000) 1, pp. 153-167
Persistent link: https://www.econbiz.de/10001522438