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~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
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8
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The North American journal of economics and finance : a journal of financial economics studies
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
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The review of financial studies
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The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial and quantitative analysis : JFQA
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The financial review : the official publication of the Eastern Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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NBER working paper series
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Research in international business and finance
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International journal of theoretical and applied finance
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Applied economics letters
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European financial management : the journal of the European Financial Management Association
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Market microstructure and liquidity
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International journal of economics and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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1
How does HFT activity impact market volatility and the bid-ask spread after an exogenous shock? : an empirical analysis on S&P 500 ETF
Bazzana, Flavio
;
Collini, Andrea
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012664057
Saved in:
2
Does algorithmic trading harm liquidity? : evidence from Brazil
Ramos, Henrique Pinto
;
Perlin, Marcelo Scherer
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012664485
Saved in:
3
On the different impacts of fixed versus floating bid-ask spreads on an automated intraday stock trading
Loginov, Alexander
;
Heywood, Malcolm
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012664516
Saved in:
4
An analytical approximation approach for pricing European options in a two-price economy
Li, Zhe
;
Zhang, Weiguo
;
Zhang, Yue
;
Yi, Zhigao
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012201210
Saved in:
5
Determinants of commonality in liquidity : evidence from an order-driven emerging market
Syamala, Sudhakara Reddy
;
Wadhwa, Kavita
;
Goyal, Abhinav
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 38-52
Persistent link: https://www.econbiz.de/10011938071
Saved in:
6
The impact of individual investor trading on information asymmetry in the Korean stock market
Chung, Chune Young
;
Wang, Kainan
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 472-484
Persistent link: https://www.econbiz.de/10011672990
Saved in:
7
An examination of the forward prediction error of US dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium a...
Simpson, Marc W.
;
Grossmann, Axel
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 221-238
Persistent link: https://www.econbiz.de/10010461953
Saved in:
8
Participation strategy of the NYSE specialists to the posted quotes
Köksal, Bülent
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 314-331
Persistent link: https://www.econbiz.de/10009267820
Saved in:
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