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The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.; Stein, Michael - In: Journal of empirical finance 31 (2015), pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
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High-frequency trading and institutional trading costs
Chen, Marie; Garriott, Corey - In: Journal of empirical finance 56 (2020), pp. 74-93
Persistent link: https://www.econbiz.de/10012430411
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Price effects of trading and components of the bid-ask spread on the Paris Bourse
Jong, Frank de - In: Journal of empirical finance 3 (1996) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10001208673
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The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio; Roth, Lukas - In: Journal of empirical finance 12 (2005) 2, pp. 239-268
Persistent link: https://www.econbiz.de/10002685078
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Bid-ask spread estimator from high and low daily prices : practical implementation for corporate bonds
Nieto Domenech, Belen - In: Journal of empirical finance 48 (2018), pp. 36-57
Persistent link: https://www.econbiz.de/10012109251
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Informational role of market makers : the case of exchange traded CFDs
Lepone, Andrew; Yang, Young Jin - In: Journal of empirical finance 23 (2013), pp. 84-92
Persistent link: https://www.econbiz.de/10010221775
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Does information vault Niagara Falls? : cross-listed trading in New York and Toronto
Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199
Persistent link: https://www.econbiz.de/10009615724
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Information shares in a two-tier FX market
Piccotti, Louis R.; Shraiber, Bentsi - In: Journal of empirical finance 58 (2020), pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
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Relative spread and price discovery
Aldrich, Eric M.; Lee, Seung - In: Journal of empirical finance 48 (2018), pp. 81-98
Persistent link: https://www.econbiz.de/10012109271
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Do the limit orders of proprietary and agency algorithmic traders discover or obscure security prices?
Nawn, Samarpan; Banerjee, Ashok - In: Journal of empirical finance 53 (2019), pp. 109-125
Persistent link: https://www.econbiz.de/10012171648