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Ezzell, John R.; Miles, James A.; Mulherin, John Harold - 2001 - This draft: November 2001

We use a unique set of equities in the when-issued market to provide new tests of the law of one price in financial markets. We compare the prices of when-issued and regular-way shares of publicly-traded subsidiaries and their parents around the time the subsidiaries are fully divested. In...

Persistent link: https://www.econbiz.de/10011561751

The microstructure of housing markets : search, bargaining, and brokerage

Han, Lu; Strange, William C. - 2015

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Determinants of bid and ask quotes and implications for the cost of trading

Zhang, Michael Yuanjie; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of empirical finance 15 (2008) 4, pp. 656-678

Persistent link: https://www.econbiz.de/10003759740

Limit order trading and information asymmetry : empirical evidence about the evolution of liquidity on an order driven market

Allen, David E. (contributor); Yang, Joey W. (contributor) - 2008

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The dynamics of quote adjustments

Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of banking & finance 32 (2008) 11, pp. 2390-2400

Persistent link: https://www.econbiz.de/10003787214

Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s

Benston, George J.; Wood, Robert A. - In: Journal of empirical finance 15 (2008) 1, pp. 17-40

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Liquidity biases and the pricing of cross-sectional idiosyncratic volatility

Han, Yufeng; Lesmond, David - In: The review of financial studies 24 (2011) 5, pp. 1590-1629

Persistent link: https://www.econbiz.de/10009011373

The components of electronic inter-dealer spot FX bid-ask spreads

McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: Journal of business finance & accounting : JBFA 34 (2007) 9/10, pp. 1635-1650

Persistent link: https://www.econbiz.de/10003627073

Price discovery in the dual-platform US Treasury market

Sun, Zhuowei; Dunne, Peter G.; Li, Youwei - In: Global finance journal 28 (2015), pp. 95-110

Persistent link: https://www.econbiz.de/10011478128

Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world

Han, Yufeng; Hu, Ting; Lesmond, David A. - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 6, pp. 1269-1292

Persistent link: https://www.econbiz.de/10011479098

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