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2. Short selling, margin buying and stock return in China market. (2018). Li, Rui ; Wu, Chongfeng.
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3. The adverse selection cost component of the spread of Brazilian stocks. (2014). Araujo, Gustavo ; Vicente, Jose Valentim M., ; Barbedo, Claudio Henrique da S., .
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1. Assessment of Asymmetric Information Cost in Indian Stock Market: A Sectoral Approach. (2022). Misra, Arun Kumar ; Pan, Aritra.
   In: Global Business Review.
   RePEc:sae:globus:v:23:y:2022:i:2:p:512-535.

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2. Which firms benefit from market making?. (2020). Kim, Thomas S ; Smith, Richard L ; Chung, Peter Y ; Kutsuna, Kenji.
   In: Financial Markets and Portfolio Management.
   RePEc:kap:fmktpm:v:34:y:2020:i:1:d:10.1007_s11408-020-00345-5.

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3. Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Zhang, Sijia ; Gregoriou, Andros.
   In: Journal of Business Research.
   RePEc:eee:jbrese:v:116:y:2020:i:c:p:13-26.

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4. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
   In: Review of Quantitative Finance and Accounting.
   RePEc:kap:rqfnac:v:50:y:2018:i:3:d:10.1007_s11156-017-0649-6.

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5. Are the stock markets “rigged”? An empirical analysis of regulatory change. (2018). Diamond, Stephen F ; Kuan, Jennifer W.
   In: International Review of Law and Economics.
   RePEc:eee:irlaec:v:55:y:2018:i:c:p:33-40.

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6. The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market. (2018). La Rocca, Maurizio ; Stagliano, Raffaele ; Gerace, Dionigi.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:70:y:2018:i:c:p:203-214.

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7. The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s. (2016). Voetmann, Torben.
   In: International Journal of Economics and Finance.
   RePEc:ibn:ijefaa:v:8:y:2016:i:9:p:127-139.

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8. New empirical evidence on the bid-ask spread. (2015). Narayan, Seema ; Mishra, Sagarika.
   In: Applied Economics.
   RePEc:taf:applec:v:47:y:2015:i:42:p:4484-4500.

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9. Informed trading, institutional trading, and spread. (2015). Dey, Malay ; Radhakrishna, B..
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:39:y:2015:i:2:p:288-307.

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10. Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:43:y:2014:i:2:p:211-244.

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11. Competition between stock exchanges and optimal trading. (2013). van Kervel, Vincent.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:5c608a0f-527d-441d-a910-ef01ce6183f8.

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12. Short sales, margin purchases and bid–ask spreads. (2013). Zhao, Yan ; Cheng, Lee-Young ; Ni, Cih-Ying ; Chang, Chong-Chuo.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:24:y:2013:i:c:p:199-220.

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13. Short sales constraint and SEO pricing. (2013). Ding, David ; Wang, Ping ; Charoenwong, Charlie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:29:y:2013:i:c:p:107-118.

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14. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). Degryse, Hans ; van Kervel, V L ; de Jong, F. C. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:f9895511-3b4b-4db5-bf34-149eb315dc18.

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15. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces EBC Discussion Paper 2011-013). (2011). Degryse, Hans ; van Kervel, V L ; de Jong, F. C. J. M., .
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:3ff46941-c3ff-4ba4-9a5b-d22e05b61efd.

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16. The Impact of Dark and Visible Fragmentation on Market Quality (Replaces CentER Discussion Paper 2011-051). (2011). van Kervel, Vincent ; de Jong, Frank ; Degryse, Hans ; de Jong, F. C. J. M., .
    In: Discussion Paper.
    RePEc:tiu:tiucen:f9895511-3b4b-4db5-bf34-149eb315dc18.

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17. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:20:y:2011:i:1:p:1-10.

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18. Using matched samples to test for differences in trade execution costs. (2009). Davies, Ryan ; Kim, Sangsoo.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:2:p:173-202.

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19. Competition between Exchanges: Euronext versus Xetra. (2009). Theissen, Erik ; Kasch-Haroutounian, Maria .
    In: European Financial Management.
    RePEc:bla:eufman:v:15:y:2009:i:1:p:181-207.

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20. Liquidity in auction and specialist market structures: Evidence from the Italian bourse. (2008). Lepone, Andrew ; Gerace, Dionigi ; Frino, Alex.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:32:y:2008:i:12:p:2581-2588.

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21. INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD. (2008). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:31:y:2008:i:3:p:225-246.

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22. Elements of Effective Insider Trading Laws. (2007). Gilbert, Aaron ; Frijns, Bart ; Tourani, Alireza-Rad.
    In: Working Paper Series.
    RePEc:vuw:vuwcsr:3973.

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23. Centralised order books versus hybrid order books: A paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gajewski, Jean-Francois ; Gresse, Carole.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2906-2924.

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24. Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2007). Gajewski, Jean-Franois ; Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/295.

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25. Competition between exchanges: Euronext versus Xetra. (2006). Theissen, Erik ; Kasch-Haroutounian, Maria .
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200719.

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26. The impact of preferencing on execution quality. (2006). Ready, Mark ; Odders-White, Elizabeth ; He, Chen.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:3:p:246-273.

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27. The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach. (2005). .
    In: Economics Bulletin.
    RePEc:ebl:ecbull:v:7:y:2005:i:5:p:1-11.

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28. The impact of trading mechanisms and stock characteristics on order processing and information costs: A panel GMM approach. (2005). Kling, Gerhard.
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    RePEc:ebl:ecbull:eb-05g10006.

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29. Information flow, volatility and spreads of infrequently traded Nasdaq stocks. (2004). Wu, Chunchi.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:1:p:20-43.

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30. Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange. (2004). Wright, Robert ; Levin, Eric J..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:44:y:2004:i:1:p:1-19.

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31. Valuation effects of domestic and international seasoned equity offerings by Canadian cross-listed firms. (2004). Kryzanowski, Lawrence ; Rubalcava, Arturo.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:14:y:2004:i:2:p:171-186.

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32. Centralised order books versus hybrid order books: a paired comparison of trading costs on NSC (Euronext Paris) and SETS (London Stock Exchange). (2004). Gajewski, Jean-Franois ; Gresse, Carole.
    In: Economics Papers from University Paris Dauphine.
    RePEc:dau:papers:123456789/3017.

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33. An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets. (2003). Chen, Yea-Mow ; Wu, Chunchi.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:12:y:2003:i:2:p:171-186.

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34. Informed trading and the bid-ask spread: evidence from an emerging market. (2003). Podpiera, Richard ; Hanousek, Jan.
    In: Journal of Comparative Economics.
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35. Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange. (2001). Voetmann, Torben.
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36. The potential for clientele pricing when making markets in financial securities. (2001). Jennings, Robert ; Battalio, Robert ; Selway, Jamie.
    In: Journal of Financial Markets.
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37. How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market. (2000). Podpiera, Richard ; Hanousek, Jan.
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38. Market evidence on the opaqueness of banking firms assets.. (1999). Kwan, Simon ; Flannery, Mark ; Nimalendran, M..
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39. Execution Costs of Institutional Equity Orders. (1999). Lipson, Marc L. ; Jones, Charles M..
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40. Asymmetric information and the bid-ask spread: an empirical comparison between automated order execution and open outcry auction. (1999). Wang, Jianxin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:9:y:1999:i:2:p:115-128.

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41. Components of the wholesale bid-ask spread and the structure of grain markets: the case of rice in India. (1999). Nagarajan, Hari ; Murthy, K.V. ; Jha, Raghbendra ; Seth, Ashok.
    In: Agricultural Economics.
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42. How does liquidity behave? A multidimensional analysis of NYSE stocks. (1999). PASCUAL, ROBERTO ; Escribano, Alvaro ; Tapia, Mikel.
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43. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT. (1999). Brockman, Paul ; Chung, Dennis Y..
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44. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Koopman, S. J. M., ; Lai, H N.
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45. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Koopman, S. J. M., ; Lai, H. N..
    In: Discussion Paper.
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46. Fragmentation, competition, and limit orders: New evidence from interday spreads. (1998). Thatcher, John G. ; Porter, David C..
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:38:y:1998:i:1:p:111-128.

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47. External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks. (1998). Lin, Ji-Chai ; Booth, Geoffrey G. ; Sanger, Gary C..
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:7:y:1998:i:2:p:113-136.

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48. The Law and Economics of Best Execution. (1997). O'Hara, Maureen ; Macey, Jonathan R..
    In: Journal of Financial Intermediation.
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49. A survey of evidence on domestic and international stock exchange listings with implications for markets and managers. (1996). McConnell, John J. ; Dybevik, Heidi J. ; Lie, Erik ; Haushalter, David.
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50. PERFORMANCE OF STOLLs SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA. (1996). Brooks, Raymond ; Masson, Jean .
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