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isPartOf:"The review of financial studies"
~isPartOf:"Economic modelling"
~subject:"Electronic trading"
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Electronic trading
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Bid-ask spread
35
Geld-Brief-Spanne
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Börsenkurs
15
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15
USA
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Theorie
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Foucault, Thierry
2
Bessembinder, Hendrik
1
Dupont, Dominique
1
Flood, Mark D.
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Hao, Jia
1
Hollifield, Burton
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Huisman, Ronald
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Kavajecz, Kenneth A.
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Tham, Wing Wah
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The review of financial studies
Economic modelling
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10
Journal of financial economics
7
The journal of finance : the journal of the American Finance Association
6
Finance research letters
5
The financial review : the official publication of the Eastern Finance Association
5
Journal of international financial markets, institutions & money
4
The journal of futures markets
4
Journal of banking & finance
3
Journal of financial and quantitative analysis : JFQA
3
Market microstructure and liquidity
3
The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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The journal of trading
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Advances in Pacific Basin financial markets
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CFS working paper series
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Discussion paper / Centre for Economic Policy Research
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Gabler Edition Wissenschaft
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International review of economics & finance : IREF
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Les cahiers de recherche / HEC Paris
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Schriftenreihe des Instituts für Geld- und Kapitalverkehr der Universität Hamburg
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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American journal of agricultural economics
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Big Data in Finance : Opportunities and Challenges of Financial Digitalization
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
Toxic arbitrage
Foucault, Thierry
;
Kozhan, Roman
;
Tham, Wing Wah
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1053-1094
Persistent link: https://www.econbiz.de/10011749335
Saved in:
5
Need for speed? : exchange latency and liquidity
Menkveld, Albert J.
;
Zoican, Marius A.
- In:
The review of financial studies
30
(
2017
)
4
,
pp. 1188-1228
Persistent link: https://www.econbiz.de/10011749351
Saved in:
6
Bid-ask spreads, trading networks, and the pricing of securitizations
Hollifield, Burton
;
Neklyudov, Artem
;
Spatt, Chester S.
- In:
The review of financial studies
30
(
2017
)
9
,
pp. 3048-3085
Persistent link: https://www.econbiz.de/10011755696
Saved in:
7
Market making with costly monitoring : an analysis of the SOES controversy
Foucault, Thierry
;
Röell, Ailsa
;
Sandås, Patrik
- In:
The review of financial studies
16
(
2003
)
2
,
pp. 345-384
Persistent link: https://www.econbiz.de/10001764233
Saved in:
8
An examination of changes in specialists' posted price schedules
Kavajecz, Kenneth A.
;
Odders-White, Elizabeth R.
- In:
The review of financial studies
14
(
2001
)
3
,
pp. 681-704
Persistent link: https://www.econbiz.de/10001602973
Saved in:
9
Regulatory and legal pressures and the costs of Nasdaq trading
Schultz, Paul H.
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 917-957
Persistent link: https://www.econbiz.de/10001525318
Saved in:
10
Market making, prices, and quantity limits
Dupont, Dominique
- In:
The review of financial studies
13
(
2000
)
4
,
pp. 1129-1151
Persistent link: https://www.econbiz.de/10001525333
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