Affleck-Graves is from the University of Notre Dame, Hedge is from the University of Connecticut, and Miller is from Northern Illinois University. We appreciate the comments and suggestions made by Ben Branch, Robert Daigler, Thomas George, Bill McDonald, Rick Mendenhall, Cathy Niden, Hans Stoll, and seminar participants at the University of Connecticut, University of Massachusetts, Amherst, University of Notre Dame, and the 1990 Financial Management Association Meeting. We also thank Rene Stulz (Managing Editor), Stephen Buser, and David Mayers (Co-Editors), and two anonymous reviewers for helpful comments and suggestions. Finally, we thank the American Stock Exchange, particularly Marcia J. Mayor, for providing the data.
Trading Mechanisms and the Components of the Bid-Ask Spread
Version of Record online: 30 APR 2012
© 1994 the American Finance Association
The Journal of Finance
Volume 49, Issue 4, pages 1471–1488, September 1994
How to Cite
AFFLECK-GRAVES, J., HEGDE, S. P. and MILLER, R. E. (1994), Trading Mechanisms and the Components of the Bid-Ask Spread. The Journal of Finance, 49: 1471–1488. doi: 10.1111/j.1540-6261.1994.tb02462.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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