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ArticleAsset Price Behavior in a Dealership Market

Yakov Amihud A1982

Article1982

Asset Price Behavior in a Dealership Market

Yakov Amihud A · Haim Mendelson

83 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stochastic processes and financial applications

Abstract

(1982). Asset Price Behavior in a Dealership Market. Financial Analysts Journal: Vol. 38, No. 3, pp. 50-59.

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2004Commonality in liquidity: Evidence from the Australian Stock Exchange 1994An intraday analysis of Bid‐Ask spreads and price volatility in the S&P 500 index futures market 2001Order handling rules, tick size, and the intraday pattern of bid–ask spreads for Nasdaq stocks 1999Symposium on Market Microstructure: A Review of Empirical Research 1989Market microstructure and price discovery on the Tokyo Stock Exchange 2012The day-of-the-week effect revisited: international evidence 2021The Financial System Red in Tooth and Claw: 75 Years of Co-Evolving Markets and Technology 1988Liquidity, Volatility, and Exchange Automation

Details

Year1982

Typearticle

Published1982-05-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations83

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2469/faj.v38.n3.50

openalex_workW2126416005

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