The Journal of Business · 1998 · 18 citations · 33 references
BusinessEconomicsFinanceFinancial EconomicsPricing TheorySecurities LawArbitrage PricingAsymmetric InformationCapital MarketsInformation AsymmetryInformation EconomicsArbitrage EffectsIndex ArbitrageIntermarket Arbitrage
James Overdahl, Henry McMillan, Another Day, Another Collar: An Evaluation of the Effects of NYSE Rule 80A on Trading Costs and Intermarket Arbitrage, The Journal of Business, Vol. 71, No. 1 (January 1998), pp. 27-53
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Continuous Auctions and Insider Trading
Albert S. Kyle · Econometrica · 1985 · 10K citations
Business, Economics, Auction Theory +12
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