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subject:"Theorie"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Liquidität"
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Search: subject_exact:"Geld-Briefkurs-Spanne"
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Theorie
Liquidität
Bid-ask spread
17
Geld-Brief-Spanne
17
Theory
13
Securities trading
8
Wertpapierhandel
8
Market microstructure
6
Marktmikrostruktur
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Börsenkurs
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Derivat
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Derivative
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Limit order book
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bid-ask spread
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liquidity
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market microstructure
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1993
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Adverse Selektion
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Abergel, Frédéric
1
Afful, Kofi B.
1
Ané, Thierry
1
Bayraktar, Erhan
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Cera, Katharina
1
Cherny, Alexander
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Chevalier, Etienne
1
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Michielon, Matteo
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Roch, Alexandre
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Scotti, Simone
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International journal of theoretical and applied finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of financial economics
18
Journal of financial markets
18
Finance research letters
16
Journal of banking & finance
14
Journal of international financial markets, institutions & money
14
The review of financial studies
11
The European journal of finance
10
International review of financial analysis
9
Research in international business and finance
9
Review of quantitative finance and accounting
9
Journal of empirical finance
8
Quantitative finance
8
The journal of finance : the journal of the American Finance Association
8
Discussion paper / Centre for Economic Policy Research
7
Journal of economic dynamics & control
7
Working paper / National Bureau of Economic Research, Inc.
7
European financial management : the journal of the European Financial Management Association
6
International journal of economics and finance
6
International review of economics & finance : IREF
6
Applied economics letters
5
Economic modelling
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Emerging markets review
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Journal of economic theory
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NBER working paper series
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NES working paper series : working paper
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Staff reports / Federal Reserve Bank of New York
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The financial review : the official publication of the Eastern Finance Association
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The journal of trading
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of risk and financial management : JRFM
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Pacific-Basin finance journal
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Research paper series / Swiss Finance Institute
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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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ECONIS (ZBW)
13
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1
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
2
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
3
Price setting of market makers : a filtering problem with endogenous filtration
Kühn, Christoph
;
Riedel, Matthias
- In:
Mathematical finance : an international journal of …
27
(
2017
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10011739454
Saved in:
4
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
5
Optimal execution horizon
Easley, David
;
López de Prado, Marcos M.
;
O'Hara, Maureen
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 640-672
Persistent link: https://www.econbiz.de/10011350553
Saved in:
6
Optimal liquidation in a limit order book for a risk-averse investor
Løkka, Arne
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 696-727
Persistent link: https://www.econbiz.de/10011308171
Saved in:
7
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
8
Optimal trade execution in illiquid markets
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 681-701
Persistent link: https://www.econbiz.de/10009311660
Saved in:
9
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
Saved in:
10
An explanation of non-equilibrium currency bid-ask spreads
Afful, Kofi B.
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 531-540
Persistent link: https://www.econbiz.de/10002171462
Saved in:
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