An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks

Authors
THOMAS H. MCINISH ROBERT A. WOOD
Citation
THOMAS H. MCINISH et ROBERT A. WOOD, An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks, The Journal of finance, 47(02), 1992, pp. 753
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
02
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:02<753:AAOIPI>2.0.ZU;2-B