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Designated Sponsors and Bid-Ask Spreads on Xetra
16 references·1 citing·34 second hop
Designated Sponsors and Bid-Ask Spreads on Xetra (2007)Designated Sponsors and Bid-Ask Spreads o…Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)Market microstructure: A surv…Liquidity Risk and Expected Stock Returns (2001)Liquidity Risk and Expected S…Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Market microstructure: A survey (2000)Market microstructure: A surv…Competing Mechanisms in a Common Value Environment (2000)Competing Mechanisms in a Com…Commonality in liquidity (2000)Commonality in liquidityWhy Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks (1997)Why Do Security Prices Change…The Components of the Bid-Ask Spread: A General Approach (1997)The Components of the Bid-Ask…Market microstructure theory (1995)Market microstructure theoryIs the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Continuous Auctions and Insider Trading (1985)Continuous Auctions and Insid…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Optimal dealer pricing under transactions and return uncertainty (1981)Optimal dealer pricing under …THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)THE SUPPLY OF DEALER SERVICES…The Cost of Transacting (1968)The Cost of TransactingMarket Liquidity (2023)Market LiquidityEfficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Dealership market (1980)Asset pricing and the bid-ask spread (1986)Market Liquidity and Funding Liquidity (2008)Specification Tests in Econometrics (1978)Formulation and estimation of dynamic models using panel data (1982)Estimating Vector Autoregressions with Panel Data (1988)Initial conditions and moment restrictions in dynamic panel data models (1998)Market structure, information, futures markets, and price formation. (1984)Noise Trader Risk in Financial Markets (1990)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Another look at the instrumental variable estimation of error-components models (1995)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2006)Corporate social responsibility and access to finance (2013)The China Syndrome: Local Labor Market Effects of Import Competition in the United States (2013)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The Only Game in Town (1971)Price, trade size, and information in securities markets (1987)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Liquidity Risk and Expected Stock Returns (2003)The Cross‐Section of Volatility and Expected Returns (2006)Is Information Risk a Determinant of Asset Returns? (2002)A Tale of Two Time Scales: Determining Integrated Volatility with Noisy High Frequency Data (2003)Introductory Econometrics for Finance (2008)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Networks: Between markets and hierarchies (1986)Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Peripheral Vision (2005)
this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,662 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,643 cited
  • 1985Continuous Auctions and Insider Trading9,626 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1968The Cost of Transacting1,909 cited
  • 2000Commonality in liquidity1,748 cited
  • 1978THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS1,393 cited
  • 1981Optimal dealer pricing under transactions and return uncertainty1,391 cited
  • 1995Market microstructure theory1,307 cited
  • 2000Market microstructure: A survey1,147 cited
  • 1997The Components of the Bid-Ask Spread: A General Approach1,145 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 1997Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks960 cited
  • 2001Liquidity Risk and Expected Stock Returns958 cited
  • 2005Market microstructure: A survey of microfoundations, empirical results, and policy implications471 cited

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2000
Competing Mechanisms in a Common Value Environment
353 cited

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  • 2023Market Liquidity17 cited