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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
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Bid-ask spread
7
Geld-Brief-Spanne
7
Market microstructure
6
Marktmikrostruktur
6
Securities trading
4
Wertpapierhandel
4
Liquidity
3
Liquidität
3
Market liquidity
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Marktliquidität
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bid-ask spread
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market microstructure
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Börsenkurs
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Electronic trading
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Elektronisches Handelssystem
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Financial market regulation
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Finanzmarktregulierung
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Incomplete market
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Share price
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Theorie
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Theory
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Unvollkommener Markt
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liquidity
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microstructure
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tick size
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Behavioural finance
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CAPM
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Finanzmarkt
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Government securities
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Handelsvolumen der Börse
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Imperfect competition
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Buti, Sabrina
1
Fleming, Michael J.
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Hsieh, PeiLin
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Hua, Jian
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Jarrow, Robert A.
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McCormick, Timothy
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Nguyen, Giang H.
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Papapantoleon, Antonis
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Rindi, Barbara
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Ruela, Francisco
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Tsoukalas, Gerry
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Wang, Jiang
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Wang, Yajun
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Management science : journal of the Institute for Operations Research and the Management Sciences
Journal of financial markets
48
Finance research letters
35
Journal of banking & finance
35
The journal of futures markets
35
Journal of financial economics
32
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
20
Pacific-Basin finance journal
20
International review of economics & finance : IREF
17
The European journal of finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
The financial review : the official publication of the Eastern Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
14
Research in international business and finance
13
International journal of theoretical and applied finance
12
Applied economics letters
11
European financial management : the journal of the European Financial Management Association
11
Global finance journal
11
Market microstructure and liquidity
11
Applied economics
10
NBER Working Paper
10
Economic modelling
9
Economics Papers from University Paris Dauphine
9
International journal of economics and finance
9
Journal of economic dynamics & control
9
Journal of financial intermediation
9
Quantitative finance
9
Working paper
9
CFS working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
CFS Working Paper
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1
Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.
;
Nguyen, Giang H.
;
Ruela, Francisco
- In:
Management science : journal of the Institute for …
70
(
2024
)
1
,
pp. 332-354
Persistent link: https://www.econbiz.de/10014470002
Saved in:
2
Tick size, trading strategies, and market quality
Werner, Ingrid M.
;
Rindi, Barbara
;
Buti, Sabrina
;
Wen, …
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3818-3837
Persistent link: https://www.econbiz.de/10014338286
Saved in:
3
Model-free bounds for multi-asset options using option-implied information and their exact computation
Neufeld, Ariel
;
Papapantoleon, Antonis
;
Xiang, Qikun
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2051-2068
Persistent link: https://www.econbiz.de/10014305379
Saved in:
4
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:
5
Asset pricing implications of short-sale constraints in imperfectly competitive markets
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4422-4439
Persistent link: https://www.econbiz.de/10012118588
Saved in:
6
Do high-frequency traders anticipate buying and selling pressure?
Hirschey, Nicholas
- In:
Management science : journal of the Institute for …
67
(
2021
)
6
,
pp. 3321-3345
Persistent link: https://www.econbiz.de/10012606893
Saved in:
7
Dynamic portfolio execution
Tsoukalas, Gerry
;
Wang, Jiang
;
Giesecke, Kay
- In:
Management science : journal of the Institute for …
65
(
2019
)
5
,
pp. 2015-2040
Persistent link: https://www.econbiz.de/10012039722
Saved in:
8
Make-take structure and market quality : evidence from the U.S. options markets
Anand, Amber
;
Hua, Jian
;
McCormick, Timothy
- In:
Management science : journal of the Institute for …
62
(
2016
)
11
,
pp. 3271-3290
Persistent link: https://www.econbiz.de/10011617112
Saved in:
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