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Search: subject:"bid ask spread"
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Bid-ask spread
1,955
Geld-Brief-Spanne
1,912
Theorie
679
Theory
665
Wertpapierhandel
574
Securities trading
561
Liquidity
557
Liquidität
533
Börsenkurs
520
Share price
507
Market microstructure
447
Marktmikrostruktur
440
Marktliquidität
373
Market liquidity
371
Aktienmarkt
311
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302
USA
297
United States
289
Trading volume
242
Handelsvolumen der Börse
238
Asymmetrische Information
235
Schätzung
235
Asymmetric information
232
Estimation
228
Transaktionskosten
226
Volatilität
226
Transaction costs
224
Volatility
223
Börsenhandel
214
Stock exchange trading
214
Elektronisches Handelssystem
205
Electronic trading
204
bid-ask spread
153
Optionsgeschäft
122
Option trading
121
Adverse selection
114
Adverse Selektion
112
Börsenmakler
110
Stockbrokers
110
Financial market regulation
97
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Theissen, Erik
35
Hautsch, Nikolaus
25
Chung, Kee H.
22
Ap Gwilym, Owain
18
Frino, Alex
17
Gregoriou, Andros
17
Fleming, Michael J.
16
Lepone, Andrew
16
Foucault, Thierry
15
Gehrig, Thomas
14
Biais, Bruno
13
Wu, Chunchi
13
Madan, Dilip B.
12
Starr, Ross M.
12
Hendershott, Terrence
11
Li, Zhiyong
11
Ryu, Doojin
11
Van Ness, Robert A.
11
Bessembinder, Hendrik
10
Chakravarty, Sugato
10
Ginglinger, Edith
10
Kim, Jang-chul
10
Kyle, Albert S.
10
Nyholm, Ken
10
Sarkar, Asani
10
Huang, Ruihong
9
Kandel, Eugene
9
Large, Jeremy
9
O'Hara, Maureen
9
Perrakis, Stylianos
9
Shah, Samarth
9
Thomas, Stephen
9
Wood, Robert A.
9
Al-Yahyaee, Khamis Hamed
8
Chateauneuf, Alain
8
Haas, Marlene
8
Horst, Ulrich
8
Lagos, Ricardo
8
Lesmond, David A.
8
Obižaeva, Anna
8
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National Bureau of Economic Research
13
Université Paris-Dauphine (Paris IX)
9
Université Paris-Dauphine
4
C.E.P.R. Discussion Papers
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Department of Economics, University of California-San Diego (UCSD)
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EconWPA
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Federal Reserve Bank of New York
3
HAL
3
HEC Paris (École des Hautes Études Commerciales)
3
Institute for Research in the Behavioral, Economic, and Management Sciences
3
Krannert Graduate School of Management
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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
Luxembourg School of Finance, Faculté de droit, d'économie et de finance
2
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2
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2
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2
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1
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1
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1
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1
Centre for Analytical Finance <Århus>
1
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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Journal of financial markets
55
Finance research letters
38
The journal of futures markets
37
Journal of financial economics
36
Journal of banking & finance
35
Review of quantitative finance and accounting
29
Journal of international financial markets, institutions & money
27
International review of financial analysis
26
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
24
Pacific-Basin finance journal
22
Journal of empirical finance
20
The European journal of finance
19
The financial review : the official publication of the Eastern Finance Association
19
International review of economics & finance : IREF
17
Journal of financial and quantitative analysis : JFQA
17
Market microstructure and liquidity
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Quantitative finance
15
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
14
International journal of theoretical and applied finance
14
NBER working paper series
13
Research in international business and finance
13
Applied economics
12
Global finance journal
12
Journal of economic dynamics & control
12
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Applied economics letters
11
European financial management : the journal of the European Financial Management Association
11
NBER Working Paper
11
CFS working paper series
9
Economics Papers from University Paris Dauphine
9
Journal of international money and finance
9
The journal of fixed income
9
Working paper
9
Emerging markets review
8
International journal of economics and finance
8
Journal of financial intermediation
8
Mathematical finance : an international journal of mathematics, statistics and financial theory
8
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Source
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ECONIS (ZBW)
1,921
RePEc
156
EconStor
50
BASE
11
Other ZBW resources
8
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51
Modeling bid and ask price dynamics with an extended hawkes process and its empirical applications for high-frequency stock market data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1099-1142
Persistent link: https://www.econbiz.de/10014391445
Saved in:
52
The effect of comprehensiveness levels and assurance quality of sustainability reports and investor protection levels on information asymmetry
Safitri, Annisa
;
Wardhani, Ratna
- In:
International journal of trade and global markets
17
(
2023
)
3/4
,
pp. 270-279
Persistent link: https://www.econbiz.de/10014313070
Saved in:
53
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:
54
A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung
;
Chen, Shikuan
;
Chang, Ming-Jen
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 144-168
Persistent link: https://www.econbiz.de/10014253161
Saved in:
55
COVID-19 intensity across U.S. states and the liquidity of U.S. equity markets
Baig, Ahmed
;
Berkowitz, Jason
;
DeLisle, Ronald Jared
; …
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 235-259
Persistent link: https://www.econbiz.de/10014305792
Saved in:
56
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
57
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
58
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
59
Does IFRS drive information asymmetry reduction? : evidence from Asean-6 countries
Nejad, Maryam Yousefi
;
Azlina Ahmad
;
Abdul-Rahim, Ruzita
; …
- In:
Asian journal of accounting & governance
14
(
2020
)
Persistent link: https://www.econbiz.de/10012543881
Saved in:
60
Forecasting bid-ask spreads in foreign exchange : analysis and machine learning prediction
Kirkby, Lars J.
;
Andrean, Victor
- In:
The journal of financial data science
7
(
2025
)
1
,
pp. 98-125
Persistent link: https://www.econbiz.de/10015198525
Saved in:
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