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The bid-ask spread in the Danish stock market : evidence from the 1990s
Voetmann, Torben - In: International journal of economics and finance 8 (2016) 9, pp. 127-139
Persistent link: https://www.econbiz.de/10011541982
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Information processing in the stock market around anticipated accounting information : earnings release
García Martín, C. José; Herrero, Begoña; Ibáñez, … - In: The European journal of finance 18 (2012) 1/2, pp. 109-133
Persistent link: https://www.econbiz.de/10009565248
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Strategic insider trading equilibrium with a non-fiduciary market maker
Aase, Knut K.; Øksendal, Bernt K. - 2019
Persistent link: https://www.econbiz.de/10012178138
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Long-term comparability of accounting information in Japan
Isokawa, Yo - In: International journal of economics and accounting : IJEA 10 (2021) 2, pp. 231-247
Persistent link: https://www.econbiz.de/10012597819
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Inequality of information and the value of firms
Satrio, Arif Budi; Saleh, Mustaruddin; Wendy - In: International journal of banking, accounting and … 13 (2022) 2, pp. 241-260
Persistent link: https://www.econbiz.de/10014231287
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Asymmetric structure of bid-ask spreads across the business cycle
Lin, Chien-Chih - In: Applied economics letters 23 (2016) 7/9, pp. 501-505
Persistent link: https://www.econbiz.de/10011627727
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Capital structure adjustments and asymmetric information
Ripamonti, Alexandre - In: International journal of economics and finance 11 (2019) 12, pp. 1-14
Persistent link: https://www.econbiz.de/10012197289
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The signalling cost of hiring a large auditor : evidence from the fee differential between large and small auditors
Fung, Michael Ka-yiu; Cheng, Louis T. W.; Leung, Tak Yan - In: International journal of monetary economics and finance 12 (2019) 3, pp. 196-211
Persistent link: https://www.econbiz.de/10012116062
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Signalling roles of prestigious auditors and underwriters in an emerging IPO market
Sundarasen, Sheela Devi D.; Khan, Afzal; Nakiran Rajangam - In: Global business review 19 (2018) 1, pp. 69-84
Persistent link: https://www.econbiz.de/10011800184
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High frequency trading and fragility
Cespa, Giovanni; Vives, Xavier - 2016
We show that limited dealer participation in the market, coupled with an informational friction resulting from high frequency trading, can induce demand for liquidity to be upward sloping and strategic complementarities in traders' liquidity consumption decisions: traders demand more liquidity...
Persistent link: https://www.econbiz.de/10011587522