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isPartOf:"The review of financial studies"
~isPartOf:"Applied economics letters"
~subject:"Geld-Brief-Spanne"
~subject:"Stockbrokers"
~type_genre:"Article in journal"
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Geld-Brief-Spanne
Stockbrokers
Bid-ask spread
37
USA
16
United States
16
Börsenkurs
13
Share price
13
Theorie
12
Theory
12
Transaction costs
8
Transaktionskosten
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Liquidity
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Liquidität
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Securities trading
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bid-ask spread
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Asymmetric information
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Aktienoption
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Article in journal
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English
37
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Foucault, Thierry
3
Gregoriou, Andros
3
Ryu, Doojin
3
Zhang, Sijia
2
Abdi, Farshid
1
Bali, Rakesh
1
Bessembinder, Hendrik
1
Bloomfield, Robert
1
Burnside, Craig
1
Chen, Hui
1
Chung, Chune Young
1
Cui, Rui
1
Dupont, Dominique
1
Eichenbaum, Martin S.
1
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1
Francis, Jack Clark
1
Glebkin, Sergei
1
Griffith, Todd
1
Gârleanu, Nicolae
1
Han, Yufeng
1
Hao, Jia
1
He, Zhiguo
1
Hegde, Shantaram P.
1
Hollifield, Burton
1
Huang, Roger D.
1
Huisman, Ronald
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Hung, Roger D.
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Jackwerth, Jens Carsten
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Jahan-Parvar, Mohammad R.
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Lin, Chien-Chih
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The review of financial studies
Applied economics letters
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
35
Finance research letters
34
Journal of financial economics
31
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
28
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
20
Pacific-Basin finance journal
20
International review of economics & finance : IREF
17
The European journal of finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
The financial review : the official publication of the Eastern Finance Association
16
International journal of theoretical and applied finance
12
Research in international business and finance
12
European financial management : the journal of the European Financial Management Association
11
Global finance journal
11
Market microstructure and liquidity
11
Applied economics
10
Economic modelling
9
International journal of economics and finance
9
Journal of economic dynamics & control
9
Journal of financial intermediation
9
Quantitative finance
9
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
Emerging markets review
7
Journal of international money and finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
Review of Pacific Basin financial markets and policies
7
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
The journal of fixed income
7
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
6
Journal of business finance & accounting : JBFA
6
Journal of economics and finance
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ECONIS (ZBW)
37
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1
When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.
;
Zikes, Filip
- In:
The review of financial studies
36
(
2023
)
10
,
pp. 4190-4232
Persistent link: https://www.econbiz.de/10014392048
Saved in:
2
Illiquidity and higher cumulants
Glebkin, Sergei
;
Malamud, Semyon
;
Teguia, Alberto
- In:
The review of financial studies
36
(
2023
)
5
,
pp. 2131-2173
Persistent link: https://www.econbiz.de/10014320614
Saved in:
3
Cryptocurrencies in portfolios : return-liquidity trade-off around China forbidding initial coin offerings
Zhang, Sijia
;
Gregoriou, Andros
- In:
Applied economics letters
28
(
2021
)
12
,
pp. 1036-1040
Persistent link: https://www.econbiz.de/10012589737
Saved in:
4
Liquidity provision contracts and market quality : evidence from the New York stock exchange
Bessembinder, Hendrik
;
Hao, Jia
;
Zheng, Kuncheng
- In:
The review of financial studies
33
(
2020
)
1
,
pp. 44-74
Persistent link: https://www.econbiz.de/10012135543
Saved in:
5
Order cancellations, fees, and execution quality in U.S. equity options
Griffith, Todd
;
Van Ness, Robert A.
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1534-1564
Persistent link: https://www.econbiz.de/10012198403
Saved in:
6
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
Saved in:
7
Options trading costs are lower than you think
Muravyev, Dmitriy
;
Pearson, Neil D.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 4973-5014
Persistent link: https://www.econbiz.de/10012387406
Saved in:
8
The price and liquidity impact of China forbidding initial coin offerings on the cryptocurrency market
Zhang, Sijia
;
Gregoriou, Andros
- In:
Applied economics letters
27
(
2020
)
20
,
pp. 1695-1698
Persistent link: https://www.econbiz.de/10012315770
Saved in:
9
High-frequency market making to large institutional trades
Korajczyk, Robert A.
;
Murphy, Dermot
- In:
The review of financial studies
32
(
2019
)
3
,
pp. 1034-1067
Persistent link: https://www.econbiz.de/10012033532
Saved in:
10
Quantifying liquidity and default risks of corporate bonds over the business cycle
Chen, Hui
;
Cui, Rui
;
He, Zhiguo
;
Milbradt, Konstantin
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 852-897
Persistent link: https://www.econbiz.de/10011925272
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