create a website

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.

Full description at Econpapers || Download paper

Cited: 0

Citations received by this document

Cites: 3

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

    This document has not been cited yet.

References

References cited by this document

  1. Affleck-Graves, J., Hedge, S. P., & Miller, R. E. (1994). Trading mechanisms and the components of the bid-ask spread. Journal of Finance, 49, 1471-1488. http://dx.doi.org/10.1111/j.1540-6261.1994.tb02462.x Ajina, A., Danielle, S., & Faten, L. (2015). Corporate Disclosures, Information Asymmetry And Stock-Market Liquidity In France. The Journal of Applied Business Research, 31, 1223-1238. http://dx.doi.org/10.19030/jabr.v31i4.9297 Cambell, J. Y., Andrew, W. L., & MacKinlay, A. C. (1997). The Economics of Financial Markets. Princeton University Press.

  2. Copeland, T., & Galai, D. (1983). Information effects on the bid-ask spread. Journal of Finance, 38, 1457-1469. http://dx.doi.org/10.1111/j.1540-6261.1983.tb03834.x Foster, F. G., & Viswanathan, S. (1993). Variation in trading volume, return volatility, and trading costs: Evidence on recent price formation models. Journal of Finance, 48, 187-211. http://dx.doi.org/10.2307/2328886 George, T. H., Kaul, G., & Nimalendran, M. (1991). Estimation of the bid-ask spread and its components: A new approach. Review of Financial Studies, 4, 623-656. http://dx.doi.org/10.1093/rfs/4.4.623 Glosten, L. R., & Milgrom, P. R. (1985). Bid, ask, and transaction prices in specialist market with heterogeneously informed traders. Journal of Financial Economics, 14, 71-100.

  3. Venkatesh, P. C., & Chiang, R. (1986). Information asymmetry and the dealer's bid-ask spread: A case study of earnings and dividend announcements. Journal of Finance, 41, 1089-1102. http://dx.doi.org/10.1111/j.1540-6261.1986.tb02532.x

Cocites

Documents in RePEc which have cited the same bibliography

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  34. Informed trading and the bid-ask spread: evidence from an emerging market. (2003). Podpiera, Richard ; Hanousek, Jan.
    In: Journal of Comparative Economics.
    RePEc:eee:jcecon:v:31:y:2003:i:2:p:275-296.

    Full description at Econpapers || Download paper

  35. Changes in The Bid-Ask Components Around Earnings Announcements: Evidence from the Copenhagen Stock Exchange. (2001). Voetmann, Torben.
    In: Working Papers.
    RePEc:hhs:cbsfin:2000_006.

    Full description at Econpapers || Download paper

  36. The potential for clientele pricing when making markets in financial securities. (2001). Jennings, Robert ; Battalio, Robert ; Selway, Jamie.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:4:y:2001:i:1:p:85-112.

    Full description at Econpapers || Download paper

  37. How Important Is Informed Trading for the Bid-Ask Spread? Evidence from an Emerging Market. (2000). Podpiera, Richard ; Hanousek, Jan.
    In: CERGE-EI Working Papers.
    RePEc:cer:papers:wp168.

    Full description at Econpapers || Download paper

  38. Market evidence on the opaqueness of banking firms assets.. (1999). Kwan, Simon ; Flannery, Mark ; Nimalendran, M..
    In: Working Papers in Applied Economic Theory.
    RePEc:fip:fedfap:99-11.

    Full description at Econpapers || Download paper

  39. Execution Costs of Institutional Equity Orders. (1999). Lipson, Marc L. ; Jones, Charles M..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:8:y:1999:i:3:p:123-140.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.
    RePEc:eee:agecon:v:21:y:1999:i:2:p:173-189.

    Full description at Econpapers || Download paper

  42. How does liquidity behave? A multidimensional analysis of NYSE stocks. (1999). PASCUAL, ROBERTO ; Escribano, Alvaro ; Tapia, Mikel.
    In: DEE - Working Papers. Business Economics. WB.
    RePEc:cte:wbrepe:6433.

    Full description at Econpapers || Download paper

  43. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT. (1999). Brockman, Paul ; Chung, Dennis Y..
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:22:y:1999:i:2:p:227-246.

    Full description at Econpapers || Download paper

  44. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Koopman, S. J. M., ; Lai, H N.
    In: Other publications TiSEM.
    RePEc:tiu:tiutis:7a193911-dbf2-4831-ac8d-96d94350780d.

    Full description at Econpapers || Download paper

  45. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Koopman, S. J. M., ; Lai, H. N..
    In: Discussion Paper.
    RePEc:tiu:tiucen:7a193911-dbf2-4831-ac8d-96d94350780d.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  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.

    Full description at Econpapers || Download paper

  48. The Law and Economics of Best Execution. (1997). O'Hara, Maureen ; Macey, Jonathan R..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:6:y:1997:i:3:p:188-223.

    Full description at Econpapers || Download paper

  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.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:4:y:1996:i:4:p:347-376.

    Full description at Econpapers || Download paper

  50. PERFORMANCE OF STOLLs SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA. (1996). Brooks, Raymond ; Masson, Jean .
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:19:y:1996:i:4:p:459-476.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-09-20 20:23:43 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated August, 3 2024. Contact: Jose Manuel Barrueco.