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Bid-Ask Spread

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• GEORGE, T.J. and F.A. LONGSTAFF, 1993. Bid-Ask Spreads and Trading Activity in the S&P 100 Index Options Market. The Journal of Financial and Quantitative Analysis. [Cited by 53] (3.72/year)
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• GIBSON, S., R. SINGH and V. YERRAMILLI, 2003. The effect of decimalization on the components of the bid-ask spread. Journal of Financial Intermediation. [Cited by 10] (2.36/year)
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• GLOSTEN, L.R., 1987. Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices. The Journal of Finance. [Cited by 113] (5.58/year)
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• HARRIS, L., 1990. Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator. The Journal of Finance. [Cited by 43] (2.49/year)
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