LIQUIDITY AND MARKET-STRUCTURE

被引：618

作者：

GROSSMAN, SJ ^{[1
]}

MILLER, MH ^{[1
]}

机构：

[1] UNIV CHICAGO,GRAD SCH BUSINESS,CHICAGO,IL 60637

来源：

JOURNAL OF FINANCE | 1988年 / 43卷 / 03期

关键词：

D O I：

10.2307/2328186

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：617 / 637

页数：21

共 28 条

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[2]

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[4]

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[5]

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[6] TRANSACTION COSTS, ORDER PLACEMENT STRATEGY, AND EXISTENCE OF THE BID-ASK SPREAD [J].

COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

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[7]

COOPER K, 1983, LIQUIDITY EXCHANGE L

[8] INFORMATION EFFECTS ON THE BID-ASK SPREAD [J].

COPELAND, TE ;

GALAI, D .

JOURNAL OF FINANCE, 1983, 38 (05) :1457-1469

[9]

DEMSETZ H, 1968, Q J EC, V0082

[10]

DUBOFSKY F, 1984, EXCHANGE LISTING LIQ

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