Intraday trading and bid–ask spread characteristics for SPX and SPY options
S Mishra, RT Daigler - The Journal of Derivatives, 2014 - pm-research.com
Deal returns of private equity (PE) transactions are strongly influenced by EV/EBITDA
multiple expansion, which in turn is the result of differences in deal pricing from entry to exit …
multiple expansion, which in turn is the result of differences in deal pricing from entry to exit …
Bid-Ask Spread Patterns and the Optimal Timing for Discretionary Liquidity Traders on Xetra
This paper explores the statistical and economical significance of intra-day and-week
patterns in bid-ask spreads. We investigate a large panel of high frequency data for stocks …
patterns in bid-ask spreads. We investigate a large panel of high frequency data for stocks …