共 10 条
[4]
The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange[J] . Hee-Joon Ahn,Jun Cai,Yasushi Hamao,Richard Y.K Ho.Journal of Empirical Finance . 2002 (4)
[5]
BID‐ASK SPREAD COMPONENTS IN AN ORDER‐DRIVEN ENVIRONMENT[J] . Paul Brockman,Dennis Y. Chung.Journal of Financial Research . 1999 (2)
[6]
Financial analysts and information-based trade[J] . David Easley,Maureen O’Hara,Joseph Paperman.Journal of Financial Markets . 1998 (2)
[7]
The information content of the trading process[J] . David Easley,Nicholas M. Kiefer,Maureen O’Hara.Journal of Empirical Finance . 1997 (2)
[8]
Liquidity, Information, and Infrequently Traded Stocks[J] . DAVID EASLEY,NICHOLAS M. KIEFER,MAUREEN O’HARA,JOSEPH B. PAPERMAN.The Journal of Finance . 1996 (4)
[10]
Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread[J] . Kalman J. Cohen,Steven F. Maier,Robert A. Schwartz,David K. Whitcomb.Journal of Political Economy . 1981 (2)