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Dealer bid-ask quotes and transaction prices: an empirical study of some AMEX options
Ho, Thomas S. Y.; Macris, Richard G. - In: The journal of finance : the journal of the American … 39 (1984) 1, pp. 23-45
Persistent link: https://www.econbiz.de/10003579506
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The dynamics of dealer markets under competition
Ho, Thomas S. Y.; Stoll, Hans R. - In: The journal of finance : the journal of the American … 38 (1983) 4, pp. 1053-1074
Persistent link: https://www.econbiz.de/10002860985
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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
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Market making and the changing structure of the securities industry
Amihud, Yakov (contributor); Ho, Thomas S. Y. (contributor);  … - 1985
Persistent link: https://www.econbiz.de/10013502106