MARKET MAKERS AND THE MARKET SPREAD - REVIEW OF RECENT LITERATURE

被引：19

作者：

COHEN, KJ

MAIER, SF

SCHWARTZ, RA

WHITCOMB, DK

机构：

[1] NYU,NEW YORK,NY 10003

[2] RUTGERS STATE UNIV,NEW BRUNSWICK,NJ 08903

来源：

JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS | 1979年 / 14卷 / 04期

关键词：

D O I：

10.2307/2330456

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

页码：813 / 835

页数：23

共 37 条

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[5]

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[8] RETURNS GENERATION PROCESS, RETURNS VARIANCE, AND EFFECT OF THINNESS IN SECURITIES MARKETS [J].

COHEN, KJ ;

MAIER, SF ;

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WHITCOMB, DK .

JOURNAL OF FINANCE, 1978, 33 (01) :149-167

[9] LIMIT ORDERS, MARKET STRUCTURE, AND RETURNS GENERATION PROCESS [J].

COHEN, KJ ;

MAIER, SF ;

SCHWARTZ, RA ;

WHITCOMB, DK .

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[10]

COHEN KJ, 1977, J BANK FINANC, V1, P236

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