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~isPartOf:"Journal of economic dynamics & control"
~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
9
Geld-Brief-Spanne
9
Securities trading
5
Theorie
5
Theory
5
Handelsvolumen der Börse
3
Liquidity
3
Market liquidity
3
Market microstructure
3
Marktliquidität
3
Marktmikrostruktur
3
Trading volume
3
Aktienmarkt
2
Börsenkurs
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Limit order book
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Liquidität
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Share price
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Stock market
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Agentenbasierte Modellierung
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Arbitrage Pricing
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Asymmetric information
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Behavioral economics
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Betriebliche Liquidität
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Bid-ask spreads
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Bourse
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Börse
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China
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Chinese market
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Corporate liquidity
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Dark trading
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Dynamic trading
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Aufsatz in Zeitschrift
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Elliott, Robert J.
1
Farmer, J. Doyne
1
Guo, Ivan
1
Hall, Anthony D.
1
Iori, Giulia
1
Kang, Junqing
1
Kovaleva, Polina
1
Lin, Shen
1
Lo, Danny K.
1
Mike, Szabolcs
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Siu, Chi Chung
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Takayama, Shino
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Xiong, Xiong
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Zhu, Song-Ping
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Journal of economic dynamics & control
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
Journal of banking & finance
12
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
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International journal of theoretical and applied finance
7
Journal of financial and quantitative analysis : JFQA
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The European journal of finance
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The journal of finance : the journal of the American Finance Association
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European financial management : the journal of the European Financial Management Association
6
Global finance journal
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International review of economics & finance : IREF
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Journal of risk and financial management : JRFM
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The North American journal of economics and finance : a journal of financial economics studies
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Applied economics
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Economic modelling
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Journal of financial intermediation
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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
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Finance and stochastics
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International journal of economics and finance
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ECONIS (ZBW)
6
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1
What drives intraday reversal? : illiquidity or liquidity oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
2
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
3
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
4
The impact of reduced pre-trade transparency regimes on market quality
Kovaleva, Polina
;
Iori, Giulia
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 145-162
Persistent link: https://www.econbiz.de/10011574605
Saved in:
5
Resiliency of the limit order book
Lo, Danny K.
;
Hall, Anthony D.
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 222-244
Persistent link: https://www.econbiz.de/10011589534
Saved in:
6
An empirical behavioral model of liquidity and volatility
Mike, Szabolcs
;
Farmer, J. Doyne
- In:
Journal of economic dynamics & control
32
(
2008
)
1
,
pp. 200-234
Persistent link: https://www.econbiz.de/10003622740
Saved in:
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