The DOI matches its Crossref record; 14 of the 14 references it cites were found in a registry or an index.
Posted versus effective spreads
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Citations
Cites
The Cross‐Section of Expected Stock Returns
FAMA, E. F., & FRENCH, K. R. (1992) · The Journal of Finance · doi:10.1111/j.1540-6261.1992.tb04398.x · Cited by 17,261
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
Glosten, L. R., & Milgrom, P. R. (1985) · Journal of Financial Economics · doi:10.1016/0304-405x(85)90044-3 · Cited by 6,115
A Simple Implicit Measure of the Effective Bid‐Ask Spread in an Efficient Market
ROLL, R. (1984) · The Journal of Finance · doi:10.1111/j.1540-6261.1984.tb03897.x · Cited by 2,747
Panel data and unobservable individual effects
Hausman, J., & Taylor, W. (1981) · Journal of Econometrics · doi:10.1016/0304-4076(81)90085-3 · Cited by 2,309
Panel Data and Unobservable Individual Effects
Hausman, J. A., & Taylor, W. E. (1981) · Econometrica · doi:10.2307/1911406 · Cited by 2,258
Demsetz, H. (1968) · The Quarterly Journal of Economics · doi:10.2307/1882244 · Cited by 1,861
Estimating the components of the bid/ask spread
Glosten, L. R., & Harris, L. E. (1988) · Journal of Financial Economics · doi:10.1016/0304-405x(88)90034-7 · Cited by 1,608
Optimal dealer pricing under transactions and return uncertainty
Ho, T., & Stoll, H. R. (1981) · Journal of Financial Economics · doi:10.1016/0304-405x(81)90020-9 · Cited by 1,388
Institutional trades and intraday stock price behavior
Chan, L. K. C., & Lakonishok, J. (1993) · Journal of Financial Economics · doi:10.1016/0304-405x(93)90003-t · Cited by 626
Determinants of bid-asked spreads in the over-the-counter market
Benston, G. J., & Hagerman, R. L. (1974) · Journal of Financial Economics · doi:10.1016/0304-405x(74)90014-2 · Cited by 559
Cited by
Liquidity and stock returns: An alternative test
Datar, V. T., Y. Naik, N., & Radcliffe, R. (1998) · Journal of Financial Markets · doi:10.1016/s1386-4181(97)00004-9 · Cited by 1,312
Pairs Trading: Performance of a Relative-Value Arbitrage Rule
Gatev, E., Goetzmann, W. N., & Rouwenhorst, K. G. (2006) · Review of Financial Studies · doi:10.1093/rfs/hhj020 · Cited by 783
The illusory nature of momentum profits
Lesmond, D. A., Schill, M. J., & Zhou, C. (2004) · Journal of Financial Economics · doi:10.1016/s0304-405x(03)00206-x · Cited by 657
Guillaume, D. M., Dacorogna, M. M., Davé, R. R., Müller, U. A., Olsen, R. B., & Pictet, O. V. (1997) · Finance and Stochastics · doi:10.1007/s007800050018 · Cited by 522
Corporate policies restricting trading by insiders
Bettis, J. C., Coles, J. L., & Lemmon, M. L. (2000) · Journal of Financial Economics · doi:10.1016/s0304-405x(00)00055-6 · Cited by 461
Metadata
- Authors
- Petersen, M. A., & Fialkowski, D.
- Venue
- Journal of Financial Economics
- Publisher
- Elsevier BV
- Published
- 1994-06
- Volume
- 35
- Issue
- 3
- Pages
- 269-292
- ISSN
- 0304-405X (ISSN-L)
- OpenAlex
- W1590007075
- Cited by
- 259
- References
- 14
- FWCI
- 21.16
- Type
- journal article
- Language
- en
- Open access
- closed
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
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How to cite
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- CoChat. (2026). Citation check: Posted versus effective spreads. https://app.cochat.ai/papers/10.1016/0304-405x(94)90034-5
- The paper
- Petersen, M. A., & Fialkowski, D. (1994). Posted versus effective spreads. Journal of Financial Economics. https://doi.org/10.1016/0304-405x(94)90034-5
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
