The impact of SEC's segment disclosure requirement on bid-ask spreads

Nonparametric Statistics for the Behavioral Sciences

1958 • 36,277 citations

Bid, ask and transaction prices in a specialist market with heterogeneously informed traders

1985 • 6,148 citations

A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market

1984 • 2,564 citations

The Cost of Transacting

1968 • 1,909 citations

Information Effects on the Bid‐Ask Spread

1983 • 1,852 citations

Optimal dealer pricing under transactions and return uncertainty

1981 • 1,424 citations

Inferring the Components of the Bid‐Ask Spread: Theory and Empirical Tests

1989 • 951 citations

The Only Game in Town

1971 • 899 citations

THE PRICING OF SECURITY DEALER SERVICES: AN EMPIRICAL STUDY OF NASDAQ STOCKS

1978 • 648 citations

Determinants of bid-asked spreads in the over-the-counter market

1974 • 590 citations

A Theory of Trading Volume

1986 • 565 citations

Trades, quotes, inventories, and information

1988 • 517 citations

Information Asymmetry and the Dealer's Bid‐Ask Spread: A Case Study of Earnings and Dividend Announcements

1986 • 237 citations

The Use of Mathematical Models in Financial Accounting

1982 • 201 citations

Predicting Earnings: Entity versus Subentity Data

1971 • 128 citations

Predicting Earnings with Sub-Entity Data: Some Further Evidence

1976 • 123 citations

The Demand for Brokers' Services: The Relation between Security Trading Volume and Transaction Cost

1976 • 74 citations

Assessing the Impact of Market Disturbances Using Intervention Analysis

1977 • 73 citations

SEC product-line reporting and market efficiency

1975 • 60 citations

Public Disclosure Rules, Private Information-Production Decisions, and Capital Market Equilibrium

1980 • 35 citations

On the Politics of Accounting Disclosure and Measurement: An Analysis of Economic Incentives

1981 • 20 citations

Line of Business Reporting and Security Prices: An Analysis of an SEC Disclosure Rule: Comment

1978 • 19 citations