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    Yu-Lun Chen, Yin-Feng Gau, Asymmetric responses of ask and bid quotes to information in the foreign exchange market, Journal of Banking & Finance, 2014, 38, 194

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    Gunther Wuyts, The impact of aggressive orders in an order-driven market: a simulation approach, The European Journal of Finance, 2012, 18, 10, 1015

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    KALOK CHAN, Y. PETER CHUNG, HERB JOHNSON, Why Option Prices Lag Stock Prices: A Trading-based Explanation, The Journal of Finance, 1993, 48, 5
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    P. C. Venkatesh, EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID-ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS, Journal of Financial Research, 1992, 15, 2