//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~accessRights:"restricted"
~subject:"Option trading"
~type_genre:"Aufsatz in Zeitschrift"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bid-ask spread"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option trading
Bid-ask spread
361
Geld-Brief-Spanne
360
Börsenkurs
156
Share price
156
Liquidity
141
Securities trading
133
Wertpapierhandel
133
Market microstructure
128
Marktmikrostruktur
128
Liquidität
121
Market liquidity
97
Theorie
97
Theory
97
Marktliquidität
95
Aktienmarkt
79
Stock market
79
Asymmetric information
66
Asymmetrische Information
66
Trading volume
55
Handelsvolumen der Börse
54
Bourse
52
Börse
52
Volatility
46
Volatilität
46
Estimation
45
Schätzung
44
Electronic trading
40
Elektronisches Handelssystem
40
bid-ask spread
35
Transaction costs
33
Transaktionskosten
33
Bid-ask spreads
29
Financial market
29
Finanzmarkt
29
Anlageverhalten
26
Behavioural finance
26
Limit order book
26
Information asymmetry
25
Adverse Selektion
23
Adverse selection
23
more ...
less ...
Online availability
All
Undetermined
Free
1
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
22
Arbeitspapier
1
Conference paper
1
Graue Literatur
1
Konferenzbeitrag
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
English
22
Author
All
Ryu, Doojin
3
Verousis, Thanos
3
Ap Gwilym, Owain
2
Michielon, Matteo
2
Yang, Heejin
2
Arratia, Argimiro
1
Asçioglu, Asli
1
Atmaz, Adem
1
Bae, Kwangil
1
Bakel, Sjoerd van
1
Basak, Suleyman
1
Bernales, Alejandro
1
Borovkova, Svetlana
1
Braouezec, Yann
1
Cabaña, Alejandra
1
Cañón, Carlos Iván
1
Chen, Clara Chia-Sheng
1
Chen, XiaoHua
1
Eraker, Bjørn
1
French, Joseph J.
1
Griffith, Todd
1
Herbon, Avi
1
Holowczak, Richard
1
Hsieh, PeiLin
1
Jarrow, Robert A.
1
Junike, Gero
1
Kapetanios, George
1
Khedher, Asma
1
Konstantinidi, Eirini
1
Lee, Soonhee
1
Li, Wei-Xuan
1
Li, Zhe
1
Louton, David
1
Mashele, Hopolang Phillip
1
Neumann, Michael
1
Osterrieder, Daniela
1
Roseman, Brian
1
Ryu, Doowon
1
Saraoglu, Hakan
1
Schoutens, Wim
1
more ...
less ...
Published in...
All
Finance research letters
5
The European journal of finance
4
Applied economics letters
1
Computational management science
1
International journal of financial engineering
1
International journal of theoretical and applied finance
1
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial economics
1
Journal of financial markets
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
The North American journal of economics and finance : a journal of financial economics studies
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market maker inventory, bid-ask spreads, and the computation of option implied risk measures
Eraker, Bjørn
;
Osterrieder, Daniela
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1820-1851
Persistent link: https://www.econbiz.de/10014444758
Saved in:
2
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
3
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
4
Non-tradability interval for heterogeneous rational players in the option markets
Shvimer, Yossi
;
Herbon, Avi
- In:
Computational management science
19
(
2022
)
1
,
pp. 133-157
Persistent link: https://www.econbiz.de/10012817300
Saved in:
5
Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
6
Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
7
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
8
Liquidity-free implied volatilities : an approach using conic finance
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of financial engineering
8
(
2021
)
4
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012815112
Saved in:
9
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:
10
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->