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  • Search: subject:"bid ask spread"
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Year of publication
Subject
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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 Stock market 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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Online availability
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Free 674 Undetermined 527 CC license 19
Type of publication
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Article 1,305 Book / Working Paper 835 Other 6
Type of publication (narrower categories)
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Article in journal 1,150 Aufsatz in Zeitschrift 1,150 Working Paper 325 Graue Literatur 308 Non-commercial literature 308 Arbeitspapier 286 Aufsatz im Buch 56 Book section 56 Hochschulschrift 54 Thesis 45 Collection of articles written by one author 16 Sammlung 16 Article 11 research-article 8 Collection of articles of several authors 2 Conference paper 2 Guidebook 2 Konferenzbeitrag 2 Ratgeber 2 Sammelwerk 2 Amtsdruckschrift 1 Aufsatzsammlung 1 Elektronischer Datenträger 1 Forschungsbericht 1 Government document 1
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Language
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English 1,958 Undetermined 126 German 47 French 5 Hungarian 3 Spanish 3 Polish 2 Czech 1 Lithuanian 1 Turkish 1
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Author
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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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Institution
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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 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 Institute for Research in the Behavioral, Economic, and Management Sciences 3 Krannert Graduate School of Management 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 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 2 School of Economics and Finance, Business School 2 School of Economics, University of Nottingham 2 Society for Computational Economics - SCE 2 Agricultural and Applied Economics Association - AAEA 1 Banque de France 1 Bonn Graduate School of Economics 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Economics and Development Studies, Fakultas Ekonomi 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 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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Published in...
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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
Showing 51 - 60 of 2,146
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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
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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
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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
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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
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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
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Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494205
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Adverse selection and liquidity: from theory to practice
Kyle, Albert S.; Obižaeva, Anna - 2020
Persistent link: https://www.econbiz.de/10012494209
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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
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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
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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
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