PRICE, TRADE SIZE, AND INFORMATION IN SECURITIES MARKETS

被引：886

作者：

EASLEY, D

OHARA, M

机构：

来源：

JOURNAL OF FINANCIAL ECONOMICS | 1987年 / 19卷 / 01期

关键词：

D O I：

10.1016/0304-405X(87)90029-8

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：69 / 90

页数：22

共 17 条

[1]

Bagehot W., 1971, FINANCIAL ANAL J, V27, P22

[2]

Bagehot W., 1971, FINANC ANAL J, V27, P12

[3]

BURDETT K, 1987, IN PRESS J BANKING F, V11

[4] INFORMATION EFFECTS ON THE BID-ASK SPREAD [J].

COPELAND, TE ;

GALAI, D .

JOURNAL OF FINANCE, 1983, 38 (05) :1457-1469

[5] TRADING RULES, LARGE BLOCKS AND SPEED OF PRICE ADJUSTMENT [J].

DANN, LY ;

MAYERS, D ;

RAAB, RJ .

JOURNAL OF FINANCIAL ECONOMICS, 1977, 4 (01) :3-22

[6]

Glosten L., 1985, J FINANC ECON, V13, P71

[7] MARKET POWER IN A SECURITIES MARKET WITH ENDOGENOUS INFORMATION [J].

GRINBLATT, MS ;

ROSS, SA .

QUARTERLY JOURNAL OF ECONOMICS, 1985, 100 (04) :1143-1167

[8] OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY [J].

HO, T ;

STOLL, HR .

JOURNAL OF FINANCIAL ECONOMICS, 1981, 9 (01) :47-73

[9]

JORDAN JS, 1982, J ECON THEORY, V26, P201, DOI 10.1016/0022-0531(82)90001-1

[10] PRICE IMPACTS OF BLOCK TRADING ON NEW-YORK STOCK EXCHANGE [J].

KRAUS, A ;

STOLL, HR .

JOURNAL OF FINANCE, 1972, 27 (03) :569-588

← 1 2 →