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Publications by Raymond P. H. Fishe

The Behavior of Bid-Ask Spreads and Volume in Options Markets During the Competition for Listings in 1999

SSRN Electronic Journal

English

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Competition, Market Structure, and Bid-Ask Spreads in Stock Option Markets

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Arbitrage in Markets With Bid-Ask Spreads

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Estimation of Ask and Bid Prices for Geometric Asian Options

Discrete Dynamics in Nature and Society

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Bid-Ask Spread and Liquidity Searching Behaviour of Informed Investors in Option Markets

SSRN Electronic Journal

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Bid-Ask Spread Determination in the FX Swap Market: Competition, Collusion or a Convention?

Journal of International Financial Markets, Institutions and Money

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Simple Nonparametric Estimators for the Bid-Ask Spread in the Roll Model

SSRN Electronic Journal

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Semiparametric Identification of the Bid–ask Spread in Extended Roll Models

Journal of Econometrics

Philosophy of Science

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The Equilibrium Dynamics for an Endogeneous Bid-Ask Spread in a Monopolistic Financial Market

SSRN Electronic Journal

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Explaining the Bid-Ask Spread in the Foreign Exchange Market: A Test of Alternate Models

Australian Journal of Management

English