Narrow search
Showing 1 - 5 of 5
Cover Image
On jumps in common stock and their impact on call option pricing
Ball, Cliffoed A.; Torous, Walter N. - In: The journal of finance : the journal of the American … 40 (1985) 1, pp. 155-173
Persistent link: https://www.econbiz.de/10001863160
Cover Image
Is the electronic open limit order book inevitable?
Glosten, Lawrence R. - In: The journal of finance : the journal of the American … 49 (1994) 4, pp. 1127-1161
Persistent link: https://www.econbiz.de/10001171970
Cover Image
Measuring the information content of stock trades
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 46 (1991) 1, pp. 179-207
Persistent link: https://www.econbiz.de/10001106450
Cover Image
Components of the bid-ask spread and the statistical properties of transaction prices
Glosten, Lawrence R. - In: The journal of finance : the journal of the American … 42 (1987) 5, pp. 1293-1307
Persistent link: https://www.econbiz.de/10001055472
Cover Image
Order arrival, quote behavior, and the return-generating process
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1035-1048
Persistent link: https://www.econbiz.de/10001055594