Korea University and University of Houston, respectively. The first author was a faculty member at the University of Houston when this work was initiated. We would like to thank AMEX for making the data available to us. We would like to acknowledge helpful comments from our colleagues at the University of Houston, participants at the Texas A&M Symposium, and the Western Finance Association meetings in Seattle. In particular, we thank Rich Pettit, Ron Singer, Yakov Amihud, Kalman Cohen, Laura Starks, and Seha Tinic. Special thanks to the painstaking efforts of the referee whose suggestions have substantially improved the paper.
Consistency between Predicted and Actual Bid-Ask Quote-Revisions
Article first published online: 30 APR 2012
1991 The American Finance Association
The Journal of Finance
Volume 46, Issue 1, pages 433–446, March 1991
How to Cite
JANG, H. and VENKATESH, P. C. (1991), Consistency between Predicted and Actual Bid-Ask Quote-Revisions. The Journal of Finance, 46: 433–446. doi: 10.1111/j.1540-6261.1991.tb03760.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
Options for accessing this content:
- If you have access to this content through a society membership, please first log in to your society website.
- If you would like institutional access to this content, please recommend the title to your librarian.
- Login via other institutional login options http://onlinelibrary.wiley.com/login-options.
- You can purchase online access to this Article for a 24-hour period (price varies by title)
- New Users: Please register, then proceed to purchase the article.
Type your institution's name in the box below. If your institution is a Wiley customer, it will appear in the list of suggested institutions and you will be able to log in to access content. Some users may also log in directly via OpenAthens.
Please note that there are currently a number of duplicate entries in the list of institutions. We are actively working on fixing this issue and apologize for any inconvenience caused.
Registered Users please login:
- Access your saved publications, articles and searches
- Manage your email alerts, orders and subscriptions
- Change your contact information, including your password
Please register to:
- Save publications, articles and searches
- Get email alerts
- Get all the benefits mentioned below!