LIQUIDITY, STOCK MARKETS, AND MARKET MAKERS

[1] ASSET PRICING AND THE BID ASK SPREAD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) : 223 - 249

[2] NOISE [J]. JOURNAL OF FINANCE, 1986, 41 (03) : 529 - 543

[3] Cooper S. K., 1985, J ECON BUS, P21

[4] FRENCH KR, 1986, J FINANCIAL EC SEP, P5

[5] GARBADE KD, 1982, SECURITIES MARKETS, pCH20

[6] HASBROUCK J, 1986, 1 AM STOCK EXCH T DA

[7] Hui B., 1984, COMP LIQUIDITY ADVAN

[8] KARMEL RS, 1986, NY TIMES 1109, P2

[9] LIPPMANN SA, 1986, AM EC REV MAR, P43

[10] MARSH T, 1986, 2 AM STOCK EXCH T DA

[1] ASSET PRICING AND THE BID ASK SPREAD [J]. JOURNAL OF FINANCIAL ECONOMICS, 1986, 17 (02) : 223 - 249

[2] NOISE [J]. JOURNAL OF FINANCE, 1986, 41 (03) : 529 - 543

[3] Cooper S. K., 1985, J ECON BUS, P21

[4] FRENCH KR, 1986, J FINANCIAL EC SEP, P5

[5] GARBADE KD, 1982, SECURITIES MARKETS, pCH20

[6] HASBROUCK J, 1986, 1 AM STOCK EXCH T DA

[7] Hui B., 1984, COMP LIQUIDITY ADVAN

[8] KARMEL RS, 1986, NY TIMES 1109, P2

[9] LIPPMANN SA, 1986, AM EC REV MAR, P43

[10] MARSH T, 1986, 2 AM STOCK EXCH T DA