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      Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange

      Author(s): , ,
      Publication date Created:
      Publication date (Print):
      Journal: Journal of Financial Economics
      Publisher: Elsevier BV

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          Asset pricing and the bid-ask spread

          Yakov Amihud, Haim Mendelson (1986)
          Article 0 comments Cited 336 times – based on 0 reviews     Review now
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            A Theory of Intraday Patterns: Volume and Price Variability

            Anat R. Admati, Paul J Pfleiderer (1988)
            Article 0 comments Cited 269 times – based on 0 reviews     Review now
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              Measuring security price performance

              Jerold Warner, Stephen J Brown (1980)
              Article 0 comments Cited 240 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Financial Economics
                Abbreviated Title: Journal of Financial Economics
                Publisher: Elsevier BV
                ISSN (Print): 0304405X
                Publication date Created: September 1997
                Publication date (Print): September 1997
                Volume: 45
                Issue: 3
                Pages: 365-390
                Article
                DOI: 10.1016/S0304-405X(97)00021-4
                SO-VID: 75176815-3af3-4a0d-be7c-1102c2b52406
                Copyright © © 1997
                License:

                http://www.elsevier.com/tdm/userlicense/1.0/

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