SSRN Electronic Journal · 1992 · 51 citations · 0 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsQuantitative FinanceCapital MarketsEquity MarketsMarket EfficiencyPrice DiscoveryStock MarketsBid-ask Spread AnalysisBid-ask Spread ReactionEffective SpreadPrice Discovery Across MarketsPrice Discovery EffectsPrice Discovery ModelsQuoted Spread