Search Results - subject:"bid ask spread"

Market maker inventory, bid-ask spreads, and the computation of option implied risk measures

Eraker, Bjørn; Osterrieder, Daniela - In: Journal of financial econometrics 21 (2023) 5, pp. 1820-1851

Persistent link: https://www.econbiz.de/10014444758

Large bets and stock market crashes

Kyle, Albert S.; Obižaeva, Anna - In: Review of finance : journal of the European Finance … 27 (2023) 6, pp. 2163-2203

Persistent link: https://www.econbiz.de/10014445768

Investor diversity and liquidity in the secondary loan market

Santos, João A. C.; Shao, Pei - In: Journal of financial services research 63 (2023) 3, pp. 249-272

Persistent link: https://www.econbiz.de/10014258864

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

Impact of government policy responses of COVID-19 pandemic on stock market liquidity for Australian companies

Kassamany, Talie; Zgheib, Bernard - In: Australian economic papers 62 (2023) 1, pp. 24-46

Persistent link: https://www.econbiz.de/10014308775

Fragmentation and strategic market-making

Daures-Lescourret, Laurence; Moinas, Sophie - In: Journal of financial and quantitative analysis : JFQA 58 (2023) 4, pp. 1675-1700

Persistent link: https://www.econbiz.de/10014309555

The influence of information asymmetry on market liquidity : evidence in the Brazilian futures market

Ribeiro, João Eduardo; Souza, Antônio Artur de; … - In: International journal of critical accounting : IJCA 13 (2023) 4, pp. 331-343

Persistent link: https://www.econbiz.de/10015064172

Daily short selling around reverse stock splits

Blau, Benjamin; Cox, Justin S.; Griffith, Todd; Voges, Ryan - In: Journal of financial markets 65 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014466318

Short-Selling, Margin-Trading, and Stock liquidity : Evidence From the Chinese Stock Markets

Ye, Qing - 2020

We study the impacts of two forms of leveraged trading, namely margin trading and short selling, on the trading liquidity of individual stocks in China. We find that trading liquidity for relevant stocks generally improves after the restriction of leveraged trading was removed. Margin trading...

Persistent link: https://www.econbiz.de/10012834854

The Impacts of Minimum Trading Units and Tick Size Changes on Bid-ask Spread, Depth, and Trading Volume : Evidence from the Indonesia Stock Exchange

Junarsin, Eddy - 2020

Purpose – This research aims to analyze the differences in the bid-ask spread, depth, and trading volume after a new …. Design/Methodology/Approach – This research is exercised on the three variables of liquidity, i.e. the bid-ask spread, the … – The tick size reduction was consistent and supported the previous research from different countries. The bid-ask spread …

Persistent link: https://www.econbiz.de/10012841758