共 50 条
- [1] PRICE ELASTICITY AND BID-ASK PRICE SPREADS IN THE TREASURY BOND MARKETJOURNAL OF BUSINESS RESEARCH, 1980, 8 (01) : 105 - 111BILDERSEE, JS
- [2] PRICE REVERSALS, BID-ASK SPREADS, AND MARKET-EFFICIENCYJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1990, 25 (04) : 535 - 547ATKINS, ABDYL, EA
- [3] Foreign exchange market bid-ask spreads and the market price of social unrestOXFORD ECONOMIC PAPERS-NEW SERIES, 1996, 48 (02): : 329 - 341Melvin, MTan, KH
- [4] Price impact versus bid-ask spreads in the index option marketJOURNAL OF FINANCIAL MARKETS, 2022, 59Kaeck, Andreasvan Kervel, VincentSeeger, Norman J.
- [5] BID-ASK SPREADS IN THE MARKET FOR FORWARD EXCHANGEJOURNAL OF INTERNATIONAL MONEY AND FINANCE, 1984, 3 (02) : 209 - 222BOOTH, LD
- [6] Price functionals with bid-ask spreads: an axiomatic approachJOURNAL OF MATHEMATICAL ECONOMICS, 2000, 34 (04) : 547 - 558Jouini, E
- [7] Generalized gradients, bid-ask spreads, and market equilibriumOPTIMIZATION, 2019, 68 (2-3) : 579 - 592Flam, Sjur Didrik
- [8] The Volatility of Bid-Ask SpreadsFINANCIAL MANAGEMENT, 2015, 44 (04) : 851 - 874Blau, Benjamin M.Whitby, Ryan J.
- [9] Tick size, bid-ask spreads, and market structureJOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 2001, 36 (04) : 503 - 522Huang, RDStoll, HR
- [10] The determinants of CDS bid-ask spreadsJOURNAL OF DERIVATIVES, 2008, 16 (01): : 70 - 80Meng, Leiap Gwilym, Owain