Bid-Ask Spread Effects is a financial market phenomenon that captures the influence of a Financial Transaction Tax on the difference between the highest price a buyer is willing to pay and the lowest price a seller is willing to accept, thereby affecting market liquidity and trading costs.
619
Publications
54.4K
Citations
973
Authors
559
Institutions
Publications per year
2017–2026
98
Parents
Publications
619
Asset pricing and the bid-ask spread
Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations
The Economic Consequences of Increased Disclosure
Christian Leuz, Robert E. Verrecchia · SSRN Electronic Journal · 1999 · 2.2K citations · Full text
Information Effects on the Bid‐Ask Spread
Thomas E. Copeland, Dan Galai · The Journal of Finance · 1983 · 1.8K citations
Social Sciences, Economics, Finance +17
Estimating the components of the bid/ask spread
Lawrence R. Glosten, Lawrence Harris · Journal of Financial Economics · 1988 · 1.7K citations
Business, Economics, Auction Theory +10
1–5 of 619
Authors
973
- RA
12
h-index
- BF
9
h-index
- KHKee H. Chung
University at Buffalo, State University of New York, United States
9 publications · 454 citations
9
h-index
- AF
8
h-index
- RR
7
h-index
1–5 of 973
Institutions
559
National Bureau of Economic Research
Cambridge, United States
15 h-index
29 publications
3.2K citations
New York University
New York, United States
15 h-index
21 publications
6.8K citations
Cornell University
Ithaca, United States
12 h-index
21 publications
2.8K citations
University of Mississippi
Oxford, United States
12 h-index
19 publications
901 citations
University of Memphis
Memphis, United States
11 h-index
18 publications
1.2K citations
Emory University
Atlanta, United States
10 h-index
11 publications
958 citations
UNSW Sydney
Sydney, Australia
10 h-index
15 publications
907 citations
Arizona State University
Tempe, United States
10 h-index
14 publications
2.5K citations
1–8 of 559
Venues
- SSRN Electronic Journal
Repository · 162 publications · 8.5K citations
44
h-index
- The Journal of Finance
45 publications · 9.9K citations
38
h-index
- Journal of Financial and Quantitative Analysis
JFQA · 26 publications · 3.7K citations
23
h-index
- Journal of Futures Markets
22 publications · 1.1K citations
18
h-index
- Journal of Financial Economics
17 publications · 10.7K citations
17
h-index
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