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Bid-ask spread
35
Geld-Brief-Spanne
35
Index futures
10
Index-Futures
10
USA
9
United States
9
Derivat
8
Derivative
8
Handelsvolumen der Börse
8
Trading volume
8
Option trading
7
Optionsgeschäft
7
Volatility
5
Volatilität
5
Electronic trading
4
Elektronisches Handelssystem
4
Großbritannien
4
Market microstructure
4
Marktmikrostruktur
4
United Kingdom
4
Arbitrage
3
Commodity derivative
3
Estimation
3
Hong Kong
3
Hongkong
3
Rohstoffderivat
3
Schweden
3
Schätzung
3
Securities trading
3
Sweden
3
Wertpapierhandel
3
1993-1994
2
Adverse Selektion
2
Adverse selection
2
Ankündigungseffekt
2
Announcement effect
2
Asymmetric information
2
Asymmetrische Information
2
Australia
2
Australien
2
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Article
35
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35
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Frino, Alex
3
Ap Gwilym, Owain
2
Ding, David K.
2
Lepone, Andrew
2
Nordén, Lars
2
Nordén, Lars L.
2
Thomas, Stephen D.
2
Aidov, Alexandre
1
Aitken, Michael J.
1
Alañón Pardo, Ángel
1
Alkebäck, Per
1
Bae, Kee-hong
1
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1
Bartram, Söhnke M.
1
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1
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1
Brown, Christine
1
Cao, Charles Q.
1
Chan, Kalok
1
Charoenwong, Charlie
1
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Cheung, Stephen Y. L.
1
Clare, Andrew D.
1
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Dark, Jonathan
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The journal of futures markets
Journal of financial markets
48
Finance research letters
35
Journal of banking & finance
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
Management science : journal of the Institute for Operations Research and the Management Sciences
8
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
CFS Working Paper
7
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ECONIS (ZBW)
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1
Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun
;
Nordén, Lars L.
;
Xu, Caihong
- In:
The journal of futures markets
44
(
2024
)
6
,
pp. 901-922
Persistent link: https://www.econbiz.de/10014536704
Saved in:
2
The influence of oil price uncertainty on stock liquidity
Zhang, Qin
;
Wong, Jin Boon
- In:
The journal of futures markets
43
(
2023
)
2
,
pp. 141-167
Persistent link: https://www.econbiz.de/10014292990
Saved in:
3
A tale of two contracts : examining the behavior of bid-ask spreads of corn futures in China
Li, Miao
;
Xiong, Tao
;
Li, Ziran
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 792-806
Persistent link: https://www.econbiz.de/10014293232
Saved in:
4
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
5
Components of the
bid-ask
spread
and variance : a unified approach
Hagströmer, Björn
;
Henricsson, Richard
;
Nordén, Lars L.
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011568452
Saved in:
6
Depth characteristics for the electronic futures limit order book
Aidov, Alexandre
;
Daigler, Robert T.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
Saved in:
7
Bid-ask spreads and implied volatilities of key players in a FX options market
Galai, Dan
;
Shraiber, Bentsi
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 774-794
Persistent link: https://www.econbiz.de/10009779084
Saved in:
8
The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 660-682
Persistent link: https://www.econbiz.de/10010218792
Saved in:
9
Intraday price formation and
bid-ask
spread
components : a new approach using a cross-market model
Ryu, Doo-jin
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1142-1169
Persistent link: https://www.econbiz.de/10009355728
Saved in:
10
Exchange traded contracts for difference : design, pricing, and effects
Brown, Christine
;
Dark, Jonathan
;
Davis, Kevin T.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1108-1149
Persistent link: https://www.econbiz.de/10008901293
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