Concepedia

Quoted Spread

Quoted Spread is a liquidity measurement metric that quantifies the difference between the lowest ask price and the highest bid price in a financial market's order book, serving as an indicator of market tightness.

124

Publications

14.6K

Citations

172

Authors

136

Institutions

Publications per year

2017–2026

9

Variants

Bid-ask Spread

Parents

Publications

124

The Components of the Bid-Ask Spread: A General Approach

Roger D. Huang, Hans R. Stoll · Review of Financial Studies · 1997 · 1.2K citations

, , +17

Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests

Hans R. Stoll · The Journal of Finance · 1989 · 949 citations

, , +14

Why do NASDAQ Market Makers Avoid Odd‐Eighth Quotes?

William G. Christie, Paul Schultz · The Journal of Finance · 1994 · 767 citations

, , +15

Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes

Lawrence Harris · Review of Financial Studies · 1994 · 653 citations

, , +9

Estimation of the Bid–Ask Spread and Its Components: A New Approach

Thomas J. George, Gautam Kaul, Mahendrarajah Nimalendran · Review of Financial Studies · 1991 · 618 citations

, , +7

1–5 of 124

Authors

172

  1. KH
    Kee H. Chung

    University at Buffalo, State University of New York, United States

    15 publications · 832 citations

    13

    h-index

  2. RA
    Robert A. Van Ness

    University of Mississippi, United States

    9 publications · 332 citations

    9

    h-index

  3. BF
    Bonnie F. Van Ness

    University of Mississippi, United States

    8 publications · 264 citations

    8

    h-index

  4. JH
    Jeffrey H. Harris

    American University, United States

    6 publications · 1K citations

    6

    h-index

  5. PS
    Paul Schultz

    University of Notre Dame, United States

    5 publications · 1.6K citations

    5

    h-index

1–5 of 172

Institutions

136

  1. University at Buffalo, State University of New York

    Buffalo, United States

    12 h-index

    17 publications

    1.9K citations

  2. University of Notre Dame

    Notre Dame, United States

    8 h-index

    9 publications

    1.5K citations

  3. Vanderbilt University

    Nashville, United States

    6 h-index

    8 publications

    3.3K citations

  4. University of Mississippi

    Oxford, United States

    5 h-index

    10 publications

    222 citations

  5. University of Rochester

    Rochester, United States

    5 h-index

    6 publications

    1.7K citations

  6. Rutgers, The State University of New Jersey

    New Brunswick, United States

    4 h-index

    4 publications

    253 citations

  7. University of Toronto

    Toronto, Canada

    4 h-index

    5 publications

    107 citations

  8. Indiana University

    Bloomington, United States

    4 h-index

    6 publications

    1.3K citations

1–8 of 136

Venues

  1. The Journal of Finance

    24 publications · 6K citations

    23

    h-index

  2. SSRN Electronic Journal

    Repository · 27 publications · 1.2K citations

    19

    h-index

  3. The Journal of Financial Research

    11 publications · 357 citations

    10

    h-index

  4. Journal of Financial Markets

    6 publications · 678 citations

    6

    h-index

  5. Review of Financial Studies

    5 publications · 2.9K citations

    5

    h-index

1–5