Journal of Financial Markets · 1998 · 128 citations · 40 references
BusinessEconomicsFinanceCorporate FinanceFinancial EconomicsFinancial MarketsAdverse SelectionAsymmetric InformationCapital MarketsFinancial RiskLiquidity RiskMarket RiskAdverse Selection PricingBid-ask Spread AnalysisBid-ask Spread EffectsBid-ask Spread ReactionClosed-end Fund DesignClosed-end Fund StructureClosed-end Investment Companies
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Large Sample Properties of Generalized Method of Moments Estimators
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Disclosure level and the cost of equity capital.
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Inferring Trade Direction from Intraday Data
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