SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Adverse selection and bid–ask spreads: Evidence from closed-end funds · Study

ArticleShelves

ArticleAdverse selection and bid–ask spreads: Evidence from closed-end funds

Robert Neal1998

Article1998

Adverse selection and bid–ask spreads: Evidence from closed-end funds

Robert Neal · Simon M. Wheatley

122 citations·0/0 files stored·Journal of Financial Markets

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 122 citations exist upstream.

References

1990Noise Trader Risk in Financial Markets 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1997Disclosure level and the cost of equity capital.1991Inferring Trade Direction from Intraday Data 1988Estimating the components of the bid/ask spread 1991Investor Sentiment and the Closed-End Fund Puzzle 1997The Components of the Bid-Ask Spread: A General Approach 1993Spreads, Depths, and the Impact of Earnings Information: An Intraday Analysis

Cited by

2007Legal insider trading and market efficiency 2013The Information Content of Trades: An Analysis of KOSPI 200 Index Derivatives 2003Do ‘thinly-traded’ stocks benefit from specialist intervention?2010Multiple agency perspective, family control, and private information abuse in an emerging economy 2013Informed Trading through the Accounts of Children 2019Does Investor Sentiment Drive Stock Market Bubbles? Beware of Excessive Optimism!

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

1999Symposium on Market Microstructure: A Review of Empirical Researcharticle · 16 shared references 199622 Modeling market microstructure time serieschapter · 15 shared references 2003Market Microstructurechapter · 13 shared references 2001An Examination of Changes in Specialists’ Posted Price Schedulesarticle · 13 shared references 2002The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchangearticle · 12 shared references 1996Order characteristics and stock price evolution An application to program tradingarticle · 11 shared references

Details

Year1998

Typearticle

Published1998-04-01

VenueJournal of Financial Markets

ISSN-L1386-4181

Languageen

Citations122

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1016/s1386-4181(97)00011-6

openalex_workW2003207132

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2011The Effect of ETFs on Stock Liquidity

2006On the importance of timing specifications in market microstructure research