𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Lockup expiration, insider selling and bid–ask spreads

✍ Scribed by Chandrasekhar Krishnamurti; Tiong Yang Thong


Book ID
113664250
Publisher
Elsevier Science
Year
2008
Tongue
English
Weight
190 KB
Volume
17
Category
Article
ISSN
1059-0560

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Bid-ask spreads in financial futures
✍ Paul A. Laux; A. J. Senchack Jr. 📂 Article 📅 1992 🏛 John Wiley and Sons 🌐 English ⚖ 899 KB

2See Kamara (1988) for a discussion why price disparities between substitute goods traded in different 'For example, see Amihud and Mendelson (1987), Haller andStoll (1989), and Hasbrouck and Ho (1987). markets are due to market microstructure differences. 'Regarding the second source of bias, Roll

Information flows and option bid/ask spr
✍ Fredrik Berchtold; Lars Nordén 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 209 KB

## Abstract This study analyzes two types of information flows in financial markets. The first type represents return information, where informed investors know whether the stock price will increase or decrease. The second type is labeled volatility information, where the direction of the stock pri