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
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