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Dow, James - In: The journal of business : B 77 (2004) 4, pp. 895-908

Persistent link: https://www.econbiz.de/10002618349

Introducing a spread into the Kyle model

Salomonsson, Marcus - 2009

The Kyle (1985) model is extended to take into account market maker competition and the spread. It is shown that with a spread the Kyle model has a Nash equilibrium also with two market makers, not only with three or more, as shown in earlier research. The spread is endogenized, and two testable...

Persistent link: https://www.econbiz.de/10003814130

The role of private information in return volatility, bid-ask spreads and price levels in the foreign exchange market

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of international financial markets, … 19 (2009) 2, pp. 387-401

Persistent link: https://www.econbiz.de/10003800028

The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks

He, Yan; Lin, Hai; Wu, Chunchi; Dufrene, Uric B. - In: Journal of financial markets 12 (2009) 1, pp. 54-86

Persistent link: https://www.econbiz.de/10003803103

The adverse selection component of exchange traded funds

Chelley-Steeley, Patricia L.; Park, Keebong - In: International review of financial analysis 19 (2010) 1, pp. 65-76

Persistent link: https://www.econbiz.de/10008668718

Ownership dispersion and market liquidity

Jacoby, Gady; Zheng, Steven X. - In: International review of financial analysis 19 (2010) 2, pp. 81-88

Persistent link: https://www.econbiz.de/10008669504

Domestic liquidity and cross-listing in the United States

Berkman, Henk; Nguyen, Nhut H. - In: Journal of banking & finance 34 (2010) 6, pp. 1139-1151

Persistent link: https://www.econbiz.de/10003977936

Quality of the external auditor, information asymmetry, and bid-ask spread : case of the listed Tunisian firms

Hakim, Faten; Omri, Abdelwahed - In: International journal of accounting and information … 18 (2010) 1, pp. 5-18

Persistent link: https://www.econbiz.de/10003959278

What happens around earning announcements? : an investigation of information asymmetry and trading activity in the Saudi market

Alzahrani, Ahmed A.; Gregoriou, Andros - 2010

Persistent link: https://www.econbiz.de/10003963279

The effect of director monitoring on bid and ask spreads

Levesque, Terrence J.; Libby, Theresa; Mathieu, Robert; … - In: Journal of international accounting research 9 (2010) 2, pp. 45-65

Persistent link: https://www.econbiz.de/10008746970

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