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Search: subject:"bid ask spread"
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Bid-ask spread
1,784
Geld-Brief-Spanne
1,741
Börsenkurs
520
Theorie
515
Share price
507
Theory
501
Wertpapierhandel
489
Securities trading
476
Market microstructure
434
Marktmikrostruktur
427
Liquidity
426
Liquidität
389
Aktienmarkt
300
USA
292
Stock market
291
United States
284
Market liquidity
261
Marktliquidität
259
Trading volume
252
Handelsvolumen der Börse
248
Schätzung
229
Volatilität
226
Estimation
224
Volatility
223
Asymmetrische Information
192
Asymmetric information
189
Börse
187
Bourse
185
Transaktionskosten
162
Elektronisches Handelssystem
160
Transaction costs
160
Electronic trading
159
bid-ask spread
151
Adverse selection
103
Adverse Selektion
101
Optionsgeschäft
94
Option trading
93
Derivat
90
Derivative
90
Deutschland
85
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Theissen, Erik
33
Frino, Alex
20
Kyle, Albert S.
20
Chung, Kee H.
19
Hautsch, Nikolaus
19
Ap Gwilym, Owain
18
Gregoriou, Andros
17
Foucault, Thierry
15
Lepone, Andrew
15
Biais, Bruno
13
Wu, Chunchi
13
Fleming, Michael J.
12
Starr, Ross M.
12
Li, Zhiyong
11
Bessembinder, Hendrik
10
Gehrig, Thomas
10
Ginglinger, Edith
10
Lagos, Ricardo
10
Nyholm, Ken
10
O'Hara, Maureen
10
Obižaeva, Anna
10
Ryu, Doojin
10
Chakravarty, Sugato
9
Kandel, Eugene
9
Madan, Dilip B.
9
Rocheteau, Guillaume
9
Shah, Samarth
9
Stoll, Hans R.
9
Thomas, Stephen
9
Brorsen, B. Wade
8
Griffith, Todd
8
Hendershott, Terrence
8
Large, Jeremy
8
Lesmond, David A.
8
Obizhaeva, Anna A.
8
Otsubo, Yoichi
8
Rindi, Barbara
8
Riva, Fabrice
8
Sarkar, Asani
8
Shen, Pu
8
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National Bureau of Economic Research
14
Université Paris-Dauphine (Paris IX)
9
Université Paris-Dauphine
4
C.E.P.R. Discussion Papers
3
Department of Economics, University of California-San Diego (UCSD)
3
EconWPA
3
Federal Reserve Bank of New York
3
HAL
3
HEC Paris (École des Hautes Études Commerciales)
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Centre for Economic Policy Research
2
Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales
2
Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign
2
Department of Economics, Boston University
2
Department of Economics, Oxford University
2
Department of Economics, Rutgers University-New Brunswick
2
European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ.
2
Faculdade de Economia, Universidade Nova de Lisboa
2
Finance Discipline Group, Business School
2
HWWA Institut für Wirtschaftsforschung
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Krannert Graduate School of Management
2
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
2
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2
School of Economics, University of Nottingham
2
Society for Computational Economics - SCE
2
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1
Banque de France
1
Bonn Graduate School of Economics
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1
Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance
1
Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel
1
Copenhagen Business School
1
Cowles Foundation for Research in Economics, Yale University
1
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
1
Departemen Manajemen dan Bisnis, Fakultas Ekonomi
1
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Published in...
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Journal of financial markets
48
Finance research letters
36
Journal of banking & finance
35
Journal of financial economics
35
The journal of futures markets
35
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
14
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)
1,753
RePEc
156
EconStor
48
BASE
11
Other ZBW resources
8
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181
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190
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181
An American call is worth more than a European call : the value of American exercise when the market is not perfectly liquid
Figlewski, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1023-1057
Persistent link: https://www.econbiz.de/10013187327
Saved in:
182
Prices of derivative warrants considering their market characteristics and short-selling costs of underlying assets
Bae, Kwangil
;
Lee, Soonhee
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014581630
Saved in:
183
Foreign institutions and the behavior of liquidity following macroeconomic announcements
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
Finance research letters
50
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014239930
Saved in:
184
A taxonomy of individual liquidity provision : evidence from the Taiwan stock exchange
Chiou, Calvin J.
;
Zhou, Xiaozhou
;
Chan, Chang
- In:
Finance research letters
50
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014239964
Saved in:
185
Shrouding and the FX trades of global custody bank
Osler, Carol
;
Savaser, Tanseli
- In:
Journal of banking & finance
136
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013448786
Saved in:
186
The impact of government interventions on cross-listed securities : evidence from the COVID-19 pandemic
Aharon, David Y.
;
Baig, Ahmed S.
;
DeLisle, R. Jared
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341327
Saved in:
187
Profitability and liquidity provision of HFTs during large price shocks : does relative tick size matter?
Yamada, Masahiro
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013341407
Saved in:
188
Effect of corporate disclosure and press media on market liquidity : evidence from Japan
Aman, Hiroyuki
;
Moriyasu, Hiroshi
- In:
International review of financial analysis
82
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013431127
Saved in:
189
An algorithmic trading strategy to balance profitability and risk
Peña, Guillermo
- In:
Big Data in Finance : Opportunities and Challenges of …
,
(pp. 35-53)
.
2022
Persistent link: https://www.econbiz.de/10013431761
Saved in:
190
Spillovers between exchange rate pressure and CDS bid-ask spreads, reserve assets and oil prices using the quantile ARDL model
Hammoudeh, Shawkat
;
Mensi, Walid
;
Cho, Jin Seo
- In:
International economics : a journal published by CEPII …
170
(
2022
),
pp. 66-78
Persistent link: https://www.econbiz.de/10013368869
Saved in:
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