Concepedia

Relative Spread

Relative Spread is a liquidity metric that quantifies the proportional difference between the ask and bid prices of an asset relative to its midpoint price, serving to standardize the bid-ask spread across different price levels for comparative analysis of market liquidity.

71

Publications

8.2K

Citations

224

Authors

134

Institutions

Publications per year

2017–2026

8

Variants

Proportional Spread

Parents

Publications

71

Asset pricing and the bid-ask spread

Yakov Amihud, Haim Mendelson · Journal of Financial Economics · 1986 · 5.3K citations

, , +17

A Nonparametric Sum of Ranks Procedure for Relative Spread in Unpaired Samples

Sidney Siegel, John W. Tukey · Journal of the American Statistical Association · 1960 · 264 citations

, , +16

An empirical examination of the amortized spread1Prior versions of this paper were entitled, `Bid–ask spreads, holding periods, and realized transaction costs.' We are grateful for many helpful comments from Yakov Amihud, Jennifer Conrad, Larry Dann, Diane Del Guercio, Dave Denis, Diane Denis, Craig Dunbar, Ed Dyl, Roger Edelen, Rob Hansen, Mark Huson, Raman Kumar, Chris Lamoureux, John McConnell, Wayne Mikkelson, Megan Partch, Henri Servaes, Vijay Singal, Mike Weisbach, Marc Zenner, and an anonymous referee. In addition, we appreciate the comments from seminar participants at the 1997 American Finance Association meetings, the University of Arizona, Kansas State University, the University of North Carolina, the 1996 Pacific Northwest Finance Conference, Virginia Polytechnic Institute, and the University of Wisconsin. This work has been partially supported by a summer research grant from the Pamplin College of Business.1

John Chalmers, Gregory B. Kadlec · Journal of Financial Economics · 1998 · 216 citations

, , +15

Further experiments on the flow and heat transfer in a heated turbulent air jet

S. Corrsin, Mahinder S. Uberoi · University of North Texas Digital Library (University of North Texas) · 1947 · 181 citations · Full text

, , +16

Role of commercial harbours and recreational marinas in the spread of non-indigenous fouling species

Jasmine Ferrario, Sarah Caronni, Anna Occhipinti‐Ambrogi et al. · Biofouling · 2017 · 147 citations · Full text

, , +10

1–5 of 71

Authors

224

  1. RA
    Robert A. Van Ness

    University of Mississippi, United States

    5 publications · 203 citations

    5

    h-index

  2. KH
    Kee H. Chung

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

    5 publications · 203 citations

    5

    h-index

  3. BF
    Bonnie F. Van Ness

    University of Mississippi, United States

    5 publications · 203 citations

    5

    h-index

  4. SS
    Sidney Siegel

    Pennsylvania State University, United States

    2 publications · 314 citations

    2

    h-index

  5. TK
    T. K. Danneberger

    The Ohio State University, United States

    2 publications · 31 citations

    2

    h-index

1–5 of 224

Institutions

134

  1. The Ohio State University

    Columbus, United States

    3 h-index

    8 publications

    112 citations

  2. University at Buffalo, State University of New York

    Buffalo, United States

    3 h-index

    3 publications

    66 citations

  3. University of Mississippi

    Oxford, United States

    3 h-index

    6 publications

    132 citations

  4. Princeton University

    Princeton, United States

    2 h-index

    2 publications

    314 citations

  5. Agricultural & Applied Economics Association

    Milwaukee, United States

    2 h-index

    3 publications

    47 citations

  6. University of California, Berkeley

    Berkeley, United States

    2 h-index

    2 publications

    68 citations

  7. Cornell University

    Ithaca, United States

    2 h-index

    4 publications

    56 citations

  8. Virginia Tech

    Blacksburg, United States

    2 h-index

    2 publications

    247 citations

1–8 of 134

Venues

  1. SSRN Electronic Journal

    Repository · 6 publications · 244 citations

    6

    h-index

  2. The Journal of Infectious Diseases

    JID · 2 publications · 53 citations

    2

    h-index

  3. Annals of Applied Biology

    2 publications · 63 citations

    2

    h-index

  4. Biological Invasions

    2 publications · 50 citations

    2

    h-index

  5. Journal of Financial and Quantitative Analysis

    JFQA · 2 publications · 100 citations

    2

    h-index

1–5