The authors are respectively from the State University of New York (SUNY) at Buffalo, and Penn State Erie. They wish to thank an anonymous referee, also Nazmiye Ascioglu, Pinaki Bose, Lynn Doran, Mingsheng Li, Thomas McInish, Ted Moore, Bill Smith and Robert Wood for valuable comments and helpful discussions. The authors are solely responsible for the contents of the paper. (Paper received December 2001, revised and accepted January 2003)
Making a Market with Spreads and Depths
Article first published online: 25 AUG 2004
Journal of Business Finance & Accounting
Volume 31, Issue 7-8, pages 1069–1097, September 2004
How to Cite
Chung, K. H. and Zhao, X. (2004), Making a Market with Spreads and Depths. Journal of Business Finance & Accounting, 31: 1069–1097. doi: 10.1111/j.0306-686X.2004.00567.x
- Issue published online: 25 AUG 2004
- Article first published online: 25 AUG 2004
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