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A simple way to estimate bid-ask spreads from daily high and low prices
Corwin, Shane Anthony; Schultz, Paul H. - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 719-759
Persistent link: https://www.econbiz.de/10009533992
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True spreads and equilibrium prices
Ball, Clifford A.; Chordia, Tarun - In: The journal of finance : the journal of the American … 56 (2001) 5, pp. 1801-1835
Persistent link: https://www.econbiz.de/10001615430
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Order flow and liquidity around NYSE trading halts
Corwin, Shane Anthony; Lipson, Marc - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1771-1801
Persistent link: https://www.econbiz.de/10001505432
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Regulatory uncertainty and market liquidity : the 2008 short sale ban's impact on equity option markets
Battalio, Robert H.; Schultz, Paul H. - In: The journal of finance : the journal of the American … 66 (2011) 6, pp. 2013-2053
Persistent link: https://www.econbiz.de/10009514111
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Expected option returns
Coval, Joshua; Shumway, Tyler - In: The journal of finance : the journal of the American … 56 (2001) 3, pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
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Investor sentiment and pre-IPO markets
Cornelli, Francesca; Goldreich, David; Ljungqvist, Alexander - In: The journal of finance : the journal of the American … 61 (2006) 3, pp. 1187-1216
Persistent link: https://www.econbiz.de/10003331463
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Efficiency and the bear : short sales and markets around the world
Bris, Arturo; Goetzmann, William N.; Zhu, Ning N. - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1029-1079
Persistent link: https://www.econbiz.de/10003475660
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Favoritism in mutual fund families? . Evidence on strategic cross-fund subsidization
Gaspar, José-Miguel; Massa, Massimo; Matos, Pedro - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 73-104
Persistent link: https://www.econbiz.de/10003302293
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Competing for securities underwriting mandates : banking relationships and analyst recommendations
Ljungqvist, Alexander; Marston, Felicia; Wilhelm, William J. - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 301-340
Persistent link: https://www.econbiz.de/10003302336
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In search of attention
Da, Zhi; Engelberg, Joseph; Gao, Pengjie - In: The journal of finance : the journal of the American … 66 (2011) 5, pp. 1461-1499
Persistent link: https://www.econbiz.de/10009376356