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Do bid-ask spreads or bid and ask depths convey new information first?
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001914542
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Capital markets : a global perspective
McInish, Thomas H.; McInish, Thomas H. - 2000
Persistent link: https://www.econbiz.de/10001423917
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Opening prices on the ASX and the SES
McInish, Thomas H.; Frino, Alex; Lau, Sie-ting - 1995
Persistent link: https://www.econbiz.de/10000926654
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Institutional trading patterns and price impact around decimalization
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915114
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Decimal trading and market impact
Chakravarty, Sugato (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915143