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~isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
~isPartOf:"Journal of financial economics"
~isPartOf:"Review of Pacific Basin financial markets and policies"
~subject:"CAPM"
~subject:"United States"
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Search: subject:"Marktmikrostruktur"
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CAPM
United States
Market microstructure
69
Marktmikrostruktur
69
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25
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Journal of financial economics
Review of Pacific Basin financial markets and policies
Journal of financial markets
20
Journal of banking & finance
19
The review of financial studies
10
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International journal of theoretical and applied finance
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ECONIS (ZBW)
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1
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
2
Belief-free price formation
Hörner, Johannes
;
Lovo, Stefano M.
;
Tomala, Tristan
- In:
Journal of financial economics
127
(
2018
)
2
,
pp. 342-365
Persistent link: https://www.econbiz.de/10011968877
Saved in:
3
Major currency ETFs and their associated spot and futures rates
Padungsaksawasdi, Chaiyuth
;
Parhizgari, Ali M.
- In:
Review of Pacific Basin financial markets and policies
20
(
2017
)
4
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011779032
Saved in:
4
Order imbalance, liquidity, and returns of the US Treasury market
Wang, Junbo
;
Wu, Chunchi
;
Yu, Eden Siu-hung
- In:
Review of Pacific Basin financial markets and policies
15
(
2012
)
2
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009574418
Saved in:
5
Correlation of order flow and the probability of informed trading
Henke, Harald
-
2004
Persistent link: https://www.econbiz.de/10002464553
Saved in:
6
Is market fragmentation harming market quality?
O'Hara, Maureen
;
Ye, Mao
- In:
Journal of financial economics
100
(
2011
)
3
,
pp. 459-474
Persistent link: https://www.econbiz.de/10009242198
Saved in:
7
Liquidity biases in asset pricing tests
Asparouhova, Elena
;
Bessembinder, Hendrik
;
Kalcheva, Ivalina
- In:
Journal of financial economics
96
(
2010
)
2
,
pp. 215-237
Persistent link: https://www.econbiz.de/10003979145
Saved in:
8
Information, sell-side research, and market making
Madureira, Leonardo
;
Underwood, Shane
- In:
Journal of financial economics
90
(
2008
)
2
,
pp. 105-126
Persistent link: https://www.econbiz.de/10003812738
Saved in:
9
Latent liquidity : a new measure of liquidity, with an application to corporate bonds
Mahanti, Sriketan
;
Nashikkar, Amrut
;
Subrahmanyam, Marti G.
- In:
Journal of financial economics
88
(
2008
)
2
,
pp. 272-298
Persistent link: https://www.econbiz.de/10003720278
Saved in:
10
The probability and magnitude of information events
Odders-White, Elizabeth R.
;
Ready, Mark J.
- In:
Journal of financial economics
87
(
2008
)
1
,
pp. 227-248
Persistent link: https://www.econbiz.de/10003629010
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