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Trades, quotes, inventories, and information · Study

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ArticleTrades, quotes, inventories, and information

Joel Hasbrouck1988

Article1988

Trades, quotes, inventories, and information

489 citations·0/0 files stored·Journal of Financial Economics

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

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References

1977Time Series Analysis: Forecasting and Control 1985Continuous Auctions and Insider Trading 1977Time Series Analysis: Forecasting and Control 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market 1987Price, trade size, and information in securities markets 1983Information Effects on the Bid-Ask Spread 1986Stock return variances

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1993Assessing the Quality of a Security Market: A New Approach to Transaction-Cost Measurement 2020Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic 2005Market microstructure: A survey of microfoundations, empirical results, and policy implications 2000The Accuracy of Trade Classification Rules: Evidence from Nasdaq 2009How Markets Slowly Digest Changes in Supply and Demand 1993An Analysis of Changes in Specialist Inventories and Quotations

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Details

Year1988

Typearticle

Published1988-12-01

VenueJournal of Financial Economics

ISSN-L0304-405X

Languageen

Citations489

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/0304-405x(88)90070-0

openalex_workW2041978543

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1990An ordered probit analysis of transaction stock prices

1997High frequency data in financial markets: Issues and applications