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language:"eng"
~isPartOf:"Market microstructure and liquidity"
~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"Bid-ask spread"
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Bid-ask spread
Securities trading
69
Wertpapierhandel
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Börsenkurs
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Share price
38
Market microstructure
34
Marktmikrostruktur
34
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Rosenbaum, Mathieu
3
Chung, Kee H.
2
Gould, Martin
2
Lehalle, Charles-Albert
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Tang, Ning
2
Besson, Paul
1
Blau, Benjamin
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Bonart, Julius
1
Chan, Yue-cheong
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Dayri, Khalil
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Drame, Mouhamad
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Fung, Joseph K. W.
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Li, Mingsheng
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Rhee, S. Ghon
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Market microstructure and liquidity
The financial review : the official publication of the Eastern Finance Association
Journal of financial markets
23
Finance research letters
14
Journal of financial economics
13
Pacific-Basin finance journal
10
Journal of international financial markets, institutions & money
9
International review of financial analysis
8
Journal of banking & finance
7
Quantitative finance
7
Journal of empirical finance
6
Economic modelling
5
International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Review of quantitative finance and accounting
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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 review of financial studies
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CFS working paper series
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European financial management : the journal of the European Financial Management Association
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Research paper series / Swiss Finance Institute
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Review of finance : journal of the European Finance Association
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Discussion paper / Centre for Economic Policy Research
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Fisher College of Business working paper series
3
International journal of financial engineering
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Journal of financial and quantitative analysis : JFQA
3
Journal of financial intermediation
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Rodney L. White Center for Financial Research
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SFB 649 discussion paper
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The journal of futures markets
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The journal of trading
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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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Working papers / Innocenzo Gasparini Institute for Economic Research
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Applied mathematical finance
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Asia-Pacific journal of financial studies
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ECONIS (ZBW)
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1
Assessing MiFID II regulation on tick sizes : a transaction costs analysis viewpoint
Laruelle, Sophie
;
Rosenbaum, Mathieu
;
Savku, Emel
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012819950
Saved in:
2
Rethinking decimalization : the impact of increased tick sizes on trading activity, volatility, and price clustering
Blau, Benjamin
;
Whitby, Ryan
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012820070
Saved in:
3
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
4
Multi-level order-flow imbalance in a limit order book
Xu, Ke
;
Gould, Martin
;
Howison, Sam
- In:
Market microstructure and liquidity
4
(
2018
)
3/4
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012227906
Saved in:
5
The benefits of resiliency to standard market impact models
Besson, Paul
;
Lasnier, Matthieu
- In:
Market microstructure and liquidity
3
(
2017
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011778308
Saved in:
6
Limit order strategic placement with adverse selection risk and the role of latency
Lehalle, Charles-Albert
;
Mounjid, Othmane
- In:
Market microstructure and liquidity
3
(
2017
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10011778311
Saved in:
7
Instantaneous order impact and high-frequency strategy optimization in limit order books
Gonzalez, Federico
;
Schervish, Mark J.
- In:
Market microstructure and liquidity
3
(
2017
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011923314
Saved in:
8
The behavior of high-frequency traders under different market stress scenarios
Megarbane, Nicolas
;
Saliba, Pamela
;
Lehalle, Charles-Albert
- In:
Market microstructure and liquidity
3
(
2017
)
3/4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10011988891
Saved in:
9
Queue imbalance as a one-tick-ahead price predictor in a limit order book
Gould, Martin
;
Bonart, Julius
- In:
Market microstructure and liquidity
2
(
2016
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10011588243
Saved in:
10
Large tick assets : implicit spread and optimal tick size
Dayri, Khalil
;
Rosenbaum, Mathieu
- In:
Market microstructure and liquidity
1
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011588190
Saved in:
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