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https://doi.org/10.2139/ssrn.1456846

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inferredcites →https://doi.org/10.1002/(sici)1099-1255(199611)11:6<601::aid-jae417>3.0.co;2-topenalex-extracted
Numerical distribution functions for unit root and cointegration tests
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Splitting the S&P 500 futures
inferredcites →https://doi.org/10.1002/fut.20237openalex-extracted
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
inferredcites →https://doi.org/10.1007/978-1-349-02693-7_4openalex-extracted
The Theory of Hedging and Speculation in Commodity Futures
inferredcites →https://doi.org/10.1007/978-1-349-02693-7_7openalex-extracted
The Simultaneous Determination of Spot and Futures Prices
inferredcites →https://doi.org/10.1016/0304-405x(80)90020-3openalex-extracted
Dealership market
inferredcites →https://doi.org/10.1016/0304-405x(81)90020-9openalex-extracted
Optimal dealer pricing under transactions and return uncertainty
inferredcites →https://doi.org/10.1016/0304-405x(85)90044-3openalex-extracted
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
inferredcites →https://doi.org/10.1016/0304-405x(87)90029-8openalex-extracted
Price, trade size, and information in securities markets
inferredcites →https://doi.org/10.1016/0304-405x(94)90036-1openalex-extracted
Bid-ask spreads in the interbank foreign exchange markets
inferredcites →https://doi.org/10.1086/296071openalex-extracted
The Extreme Value Method for Estimating the Variance of the Rate of Return
inferredcites →https://doi.org/10.1093/rfs/11.1.81openalex-extracted
Market Making with Discrete Prices
inferredcites →https://doi.org/10.1093/rfs/4.3.513openalex-extracted
Market Microstructure Effects of Government Intervention in the Foreign Exchange Market
inferredcites →https://doi.org/10.1111/j.1540-6261.1978.tb02054.xopenalex-extracted
THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS
inferredcites →https://doi.org/10.1111/j.1540-6261.1979.tb02077.xopenalex-extracted
The Hedging Performance of the New Futures Markets
inferredcites →https://doi.org/10.1111/j.1540-6261.1983.tb03834.xopenalex-extracted
Information Effects on the Bid-Ask Spread
inferredcites →https://doi.org/10.1111/j.2041-6156.2011.01063.xopenalex-extracted
Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market*
inferredcites →https://doi.org/10.2139/ssrn.256033openalex-extracted
Impacts of Trades in an Error-Correction Model of Quote Prices
inferredcites →https://doi.org/10.2307/1912934openalex-extracted
A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
inferredcites →https://doi.org/10.2307/1913610openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.2307/2331107openalex-extracted
Strategic Trading with Asymmetrically Informed Traders and Long-Lived Information
inferredcites →https://doi.org/10.2469/faj.v38.n3.50openalex-extracted
Asset Price Behavior in a Dealership Market
inferredcites →https://doi.org/10.3386/t0055openalex-extracted
A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix
inferredcites →https://doi.org/10.3386/w7331openalex-extracted
Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market
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