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There are 2996299 results for: content related to: Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

  1. Measuring the cost of liquidity in agricultural futures markets: Conventional and Bayesian approaches

    Agricultural Economics

    Volume 42, Issue s1, November 2011, Pages: 131–140, Julieta Frank and Philip Garcia

    Article first published online : 10 NOV 2011, DOI: 10.1111/j.1574-0862.2011.00557.x

  2. Bid-ask spreads in financial futures

    Journal of Futures Markets

    Volume 12, Issue 6, December 1992, Pages: 621–634, Paul A. Laux and A. J. Senchack Jr.

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990120603

  3. Bid-Ask Spread Estimation For A Correlated Value Innovation Process

    Financial Review

    Volume 33, Issue 3, August 1998, Pages: 35–52, Ravinder K. Bhardwaj and William T. Moore

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01381.x

  4. A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 719–760, SHANE A. CORWIN and PAUL SCHULTZ

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01729.x

  5. Negative Momentum Profit in Korea and its Sources

    Asia-Pacific Journal of Financial Studies

    Volume 38, Issue 2, April 2009, Pages: 211–236, Joon Chae and Yunsung Eom

    Article first published online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2009.tb00013.x

  6. Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests

    The Journal of Finance

    Volume 44, Issue 1, March 1989, Pages: 115–134, HANS R. STOLL

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1989.tb02407.x

  7. Involvement of Ministries of Health in Health Service Coverage Decisions: Is England an Aberrant Case?

    Social Policy & Administration

    Volume 44, Issue 3, June 2010, Pages: 225–243, Stefanie Ettelt, Nicholas Mays, Karine Chevreul, Athanasios Nikolentzos, Sarah Thomson and Ellen Nolte

    Article first published online : 7 MAY 2010, DOI: 10.1111/j.1467-9515.2010.00710.x

  8. ALL THE GAUSSIAN WHITE NOISE SERIAL COVARIANCE MOMENTS TO ORDER FOUR

    Australian Journal of Statistics

    Volume 33, Issue 3, September 1991, Pages: 373–396, O.D. Anderson

    Article first published online : 26 FEB 2008, DOI: 10.1111/j.1467-842X.1991.tb00442.x

  9. You have free access to this content
    Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 65–91, NARASIMHAN JEGADEESH and SHERIDAN TITMAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04702.x

  10. Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process

    Canadian Journal of Statistics

    Volume 18, Issue 3, September 1990, Pages: 271–284, Oliver D. Anderson

    Article first published online : 18 DEC 2008, DOI: 10.2307/3315458

  11. Estimating the Cost of the Medicare Pharmacist Services Coverage Act of 2001

    Pharmacotherapy: The Journal of Human Pharmacology and Drug Therapy

    Volume 23, Issue 8, August 2003, Pages: 955–965, Dr. Virginia H. Poole, Mr. Donald W. Moran and Dr. C. Edwin Webb

    Article first published online : 16 JAN 2012, DOI: 10.1592/phco.23.8.955.32880

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    EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK

    The Journal of Finance

    Volume 25, Issue 2, May 1970, Pages: 383–417, Eugene F. Fama

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1970.tb00518.x

  13. Government Performance and Political Accountability at Subnational Level: The Electoral Fate of Local Incumbents in Norway

    Scandinavian Political Studies

    Volume 27, Issue 3, September 2004, Pages: 227–259, Pål E. Martinussen

    Article first published online : 13 AUG 2004, DOI: 10.1111/j.1467-9477.2004.00105.x

  14. A MODIFIED METHOD FOR INFERRING THE EFFECTIVE BID-ASK SPREAD FROM SECURITY RETURNS

    Journal of Business Finance & Accounting

    Volume 21, Issue 2, March 1994, Pages: 243–253, Chi-Cheng Hsia, Beverly R. Fuller and G. Wenchi Kao

    Article first published online : 7 DEC 2006, DOI: 10.1111/j.1468-5957.1994.tb00316.x

  15. Stock Market Liquidity and the Business Cycle

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 139–176, RANDI NÆS, JOHANNES A. SKJELTORP and BERNT ARNE ØDEGAARD

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01628.x

  16. EXACT GENERAL-LAG SERIAL CORRELATION MOMENTS AND APPROXIMATE LOW-LAG PARTIAL CORRELATION MOMENTS FOR GAUSSIAN WHITE NOISE

    Journal of Time Series Analysis

    Volume 14, Issue 6, November 1993, Pages: 551–574, Oliver D. Anderson

    Article first published online : 28 JUN 2008, DOI: 10.1111/j.1467-9892.1993.tb00166.x

  17. Contemporaneous Loan Stress and Termination Risk in the CMBS Pool: How “Ruthless” is Default?

    Real Estate Economics

    Volume 38, Issue 2, Summer 2010, Pages: 225–255, Tracey Seslen and William C. Wheaton

    Article first published online : 20 MAY 2010, DOI: 10.1111/j.1540-6229.2010.00266.x

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    Comparison of secular trends in pneumococcal serotypes causing invasive disease in Denver, Colorado (1971–2004) and serotype coverage by marketed pneumococcal vaccines

    Clinical Microbiology and Infection

    Volume 12, Issue 11, November 2006, Pages: 1141–1143, D. Akduman, J. M. Ehret and F. N. Judson

    Article first published online : 3 AUG 2006, DOI: 10.1111/j.1469-0691.2006.01544.x

  19. A Longitudinal Study of Newspaper and Wire Service Coverage of Nanotechnology Risks

    Risk Analysis

    Volume 31, Issue 11, November 2011, Pages: 1701–1717, Sharon M. Friedman and Brenda P. Egolf

    Article first published online : 15 NOV 2011, DOI: 10.1111/j.1539-6924.2011.01690.x

  20. A field study on the fusion of terrestrial and satellite location methods in urban cellular networks

    European Transactions on Telecommunications

    Volume 21, Issue 7, November 2010, Pages: 632–639, Francisco Barcelo-Arroyo, Israel Martin-Escalona and Cyrille Manente

    Article first published online : 21 JUN 2010, DOI: 10.1002/ett.1433