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The dynamics of quote adjustments
Chung, Kee H.; Chuwonganant, Chairat; Jiang, Jing - In: Journal of banking & finance 32 (2008) 11, pp. 2390-2400
Persistent link: https://www.econbiz.de/10003787214
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Realized volatility and transactions
Chan, Choon Chat; Fong, Wai-mun - In: Journal of banking & finance 30 (2006) 7, pp. 2063-2085
Persistent link: https://www.econbiz.de/10003339522
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Competitive inventory management in Treasury markets
Chatrath, Arjun; Christie-David, Rohan; Lee, Kiseop; … - In: Journal of banking & finance 33 (2009) 5, pp. 800-809
Persistent link: https://www.econbiz.de/10003836415
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Trading activity, dealer concentration and foreign exchange market quality
Kaul, Aditya; Sapp, Stephen - In: Journal of banking & finance 33 (2009) 11, pp. 2122-2131
Persistent link: https://www.econbiz.de/10003892251
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Timing exchange rates using order flow : the case of the Loonie
King, Michael R.; Sarno, Lucio; Sojli, Elvira - In: Journal of banking & finance 34 (2010) 12, pp. 2917-2928
Persistent link: https://www.econbiz.de/10008859370
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Quote-based competition, market share, and execution quality in NASDAQ-listed securities
Chung, Kee H.; Chuwonganant, Chairat - In: Journal of banking & finance 31 (2007) 9, pp. 2770-2795
Persistent link: https://www.econbiz.de/10003572362
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Dealer attention, the speed of quote adjustment to information, and net dealer revenue
Boulatov, Alex; Hatch, Brian C.; Johnson, Shane A.; … - In: Journal of banking & finance 33 (2009) 8, pp. 1531-1542
Persistent link: https://www.econbiz.de/10003855630
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Price dispersion in OTC markets : a new measure of liquidity
Jankowitsch, Rainer; Nashikkar, Amrut; Subrahmanyam, … - In: Journal of banking & finance 35 (2011) 2, pp. 343-357
Persistent link: https://www.econbiz.de/10009244296
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The determinants of price discovery : evidence from US-Canadian cross-listed shares
Frijns, Bart; Gilbert, Aaron; Tourani Rad, Alireza - In: Journal of banking & finance 59 (2015), pp. 457-468
Persistent link: https://www.econbiz.de/10011544675
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499