Concepedia

Measures Of Spread

Measures of Spread is a statistical construct that quantifies the degree of dispersion or variability within a data set, distinguishing itself from measures of central tendency by characterizing how far individual observations deviate from the center.

61

Publications

2.8K

Citations

141

Authors

86

Institutions

Publications per year

2017–2026

13

Variants

Measures Of DispersionMeasures Of VariabilityMeasures Of Variation

Parents

Publications

61

Posted versus effective spreads

Mitchell A. Petersen, David Fialkowski · Journal of Financial Economics · 1994 · 280 citations

, , +6

Identifying influential spreaders by weighted LeaderRank

Qian Li, Tao Zhou, Linyuan Lü et al. · Physica A Statistical Mechanics and its Applications · 2014 · 247 citations · Full text

, , +13

Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

Lawrence Harris · The Journal of Finance · 1990 · 185 citations

, , +11

Tick Size, Spread, and Volume

Hee-Joon Ahn, Charles Cao, Hyuk Choe · Journal of Financial Intermediation · 1996 · 173 citations

, , +8

New low-frequency spread measures

Craig W. Holden · Journal of Financial Markets · 2009 · 138 citations

, , +6

1–5 of 61

Authors

141

  1. SC
    Subhash C. Kochar

    Indian Statistical Institute, India

    2 publications · 122 citations

    2

    h-index

  2. LH
    Lawrence Harris

    University of Southern California, United States

    2 publications · 264 citations

    2

    h-index

  3. NS
    Negin Samadi

    University of Tabriz, Iran

    2 publications · 132 citations

    2

    h-index

  4. CW
    Craig W. Holden

    Indiana University, United States

    2 publications · 167 citations

    2

    h-index

  5. JM
    José Muñoz Pérez

    Universidad de Málaga, Spain

    2 publications · 122 citations

    2

    h-index

1–5 of 141

Institutions

86

  1. The University of Queensland

    Brisbane, Australia

    3 h-index

    3 publications

    135 citations

  2. Indian Statistical Institute

    Kolkata, India

    2 h-index

    2 publications

    122 citations

  3. University of Electronic Science and Technology of China

    Chengdu, China

    2 h-index

    4 publications

    759 citations

  4. Shanghai University of Finance and Economics

    Shanghai, China

    2 h-index

    2 publications

    107 citations

  5. Polish Academy of Sciences

    Warsaw, Poland

    2 h-index

    3 publications

    38 citations

  6. University of Illinois Urbana-Champaign

    Urbana, United States

    2 h-index

    4 publications

    74 citations

  7. Universidad de Málaga

    Málaga, Spain

    2 h-index

    2 publications

    122 citations

  8. University of Chicago

    Chicago, United States

    2 h-index

    6 publications

    632 citations

1–8 of 86

Venues

  1. 3

    h-index

  2. Journal of Applied Probability

    JAP · 2 publications · 122 citations

    2

    h-index

  3. Teaching Statistics

    2 publications · 25 citations

    2

    h-index

  4. The Journal of Finance

    2 publications · 264 citations

    2

    h-index

  5. Journal of Atmospheric and Solar-Terrestrial Physics

    JASTP · 2 publications · 38 citations

    2

    h-index

1–5