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isPartOf:"The review of financial studies"
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~isPartOf:"Global finance journal"
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Search: subject_exact:"Geld-Brief-Spanne"
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Bid-ask spread
46
Geld-Brief-Spanne
46
Börsenkurs
17
Share price
17
USA
16
United States
16
Theorie
14
Theory
14
Securities trading
11
Wertpapierhandel
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Market microstructure
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Aufsatz in Zeitschrift
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Foucault, Thierry
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Ap Gwilym, Owain
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The review of financial studies
Economic modelling
Global finance journal
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
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial and quantitative analysis : JFQA
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The financial review : the official publication of the Eastern Finance Association
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Research in international business and finance
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International journal of theoretical and applied finance
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Applied economics letters
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European financial management : the journal of the European Financial Management Association
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Market microstructure and liquidity
11
Applied economics
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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
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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
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ECONIS (ZBW)
46
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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
Information asymmetry in non-US stocks : the compounding and mitigating effects of tax havens and corruption
Fatemi, Darius
;
Kim, Jang-chul
- In:
Global finance journal
59
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014545155
Saved in:
3
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
4
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:
5
Corporate ESG rating and stock market liquidity : evidence from China
He, Feng
;
Feng, Yaqian
;
Hao, Jing
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472267
Saved in:
6
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
7
An analysis of impact of cancellation activity on market quality : evidence from China
Chu, Gang
;
Zhang, Yongjie
;
Zhang, Xiaotao
- In:
Economic modelling
102
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012796584
Saved in:
8
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:
9
A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage
Gradojevic, Nikola
;
Erdemlioglu, Deniz
;
Gençay, Ramazan
- In:
Economic modelling
85
(
2020
),
pp. 57-73
Persistent link: https://www.econbiz.de/10012210603
Saved in:
10
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
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