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~isPartOf:"Journal of banking & finance"
~subject:"Transaktionskosten"
~subject:"Volatility"
~subject:"Wertpapierhandel"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Bid-ask spread"
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Transaktionskosten
Volatility
Wertpapierhandel
Bid-ask spread
35
Geld-Brief-Spanne
35
Theorie
11
Theory
11
Market liquidity
10
Marktliquidität
9
Market microstructure
8
Marktmikrostruktur
8
Liquidity
7
Liquidität
7
Securities trading
7
USA
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United States
7
Börsenkurs
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Handelsvolumen der Börse
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Share price
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Aktienmarkt
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Asymmetric information
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Betriebliche Liquidität
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Schätzung
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Volatilität
4
Ankündigungseffekt
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Announcement effect
3
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3
Bankenliquidität
3
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Aufsatz in Zeitschrift
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12
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English
12
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Griffith, Todd
2
Kaserer, Christoph
2
Agarwal, Vineet
1
Aghanya, Daniel
1
Amaya, Diego
1
Chen, Peter
1
Chung, Kee H.
1
Chuwonganant, Chairat
1
Filbien, Jean-Yves
1
Frino, Alex
1
Gençay, Ramazan
1
Hautsch, Nikolaus
1
Hendershott, Terrence
1
Hess, Dieter
1
Hill, Amelia
1
Jiang, Jing
1
Mahmoodzadeh, Soheil
1
Okou, Cédric
1
Poshakwale, Sunil S.
1
Roch, Alexandre F.
1
Roseman, Brian
1
Roseman, Brian S.
1
Rösch, Chistoph G.
1
Rösch, Christoph G.
1
Seasholes, Mark S.
1
Shang, Danjue
1
Veredas, David
1
Wu, Chunchi
1
Xu, Xiaoqing Eleanor
1
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Journal of banking & finance
Journal of financial markets
26
Finance research letters
17
Journal of financial economics
17
The review of financial studies
15
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
13
Market microstructure and liquidity
11
The financial review : the official publication of the Eastern Finance Association
11
International review of financial analysis
10
Journal of empirical finance
10
Quantitative finance
9
Review of quantitative finance and accounting
9
The journal of futures markets
8
International journal of theoretical and applied finance
7
Journal of financial and quantitative analysis : JFQA
7
The European journal of finance
7
The journal of finance : the journal of the American Finance Association
7
European financial management : the journal of the European Financial Management Association
6
Global finance journal
6
International review of economics & finance : IREF
6
Journal of economic dynamics & control
6
Journal of risk and financial management : JRFM
6
The North American journal of economics and finance : a journal of financial economics studies
6
Applied economics
5
Economic modelling
5
Journal of financial intermediation
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Review of finance : journal of the European Finance Association
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Economics letters
4
International journal of financial engineering
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Research in international business and finance
4
The journal of trading
4
Applied economics letters
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Finance and stochastics
3
International journal of economics and finance
3
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ECONIS (ZBW)
12
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1
Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity
Aghanya, Daniel
;
Agarwal, Vineet
;
Poshakwale, Sunil S.
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012226118
Saved in:
2
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:
3
Making cents of tick sizes : the effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity
Griffith, Todd
;
Roseman, Brian S.
- In:
Journal of banking & finance
101
(
2019
),
pp. 104-121
Persistent link: https://www.econbiz.de/10012162633
Saved in:
4
Distilling liquidity costs from limit order books
Amaya, Diego
;
Filbien, Jean-Yves
;
Okou, Cédric
;
Roch, …
- In:
Journal of banking & finance
94
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10011965700
Saved in:
5
Human vs. high-frequency traders, penny jumping, and tick size
Mahmoodzadeh, Soheil
;
Gençay, Ramazan
- In:
Journal of banking & finance
85
(
2017
),
pp. 69-82
Persistent link: https://www.econbiz.de/10011816850
Saved in:
6
Reprint of: Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Chistoph G.
;
Kaserer, Christoph
- In:
Journal of banking & finance
45
(
2014
),
pp. 152-170
Persistent link: https://www.econbiz.de/10010466608
Saved in:
7
Liquidity provision and stock return predictability
Hendershott, Terrence
;
Seasholes, Mark S.
- In:
Journal of banking & finance
45
(
2014
),
pp. 140-151
Persistent link: https://www.econbiz.de/10010466615
Saved in:
8
Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Christoph G.
;
Kaserer, Christoph
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2284-2302
Persistent link: https://www.econbiz.de/10009760681
Saved in:
9
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
10
The dynamics of quote adjustments
Chung, Kee H.
;
Chuwonganant, Chairat
;
Jiang, Jing
- In:
Journal of banking & finance
32
(
2008
)
11
,
pp. 2390-2400
Persistent link: https://www.econbiz.de/10003787214
Saved in:
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