Transaction Costs, Trade Throughs, and Riskless Principal Trading in Corporate Bond Markets

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

Lawrence R. Glosten, Paul Milgrom · Journal of Financial Economics · 1985 · 6.4K citations

Social Sciences, Economics, Auction Theory +7

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

Richard Roll · The Journal of Finance · 1984 · 2.8K citations

Social Sciences, Economics, Finance +13

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

Corporate Bond Market Transaction Costs and Transparency

Amy K. Edwards, Lawrence Harris, Michael S. Piwowar · The Journal of Finance · 2007 · 996 citations

Business, Economics, Finance +12