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Liquidity and credit premia in the yields of highly-rated sovereign bonds
Ejsing, Jacob Wellendorph; Grothe, Magdalena; Grothe, Oliver - In: Journal of empirical finance 33 (2015), pp. 160-173
Persistent link: https://www.econbiz.de/10011556864
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On the driving forces of real exchange rates : is the Japanese Yen different?
Maio, Paulo; Zeng, Ming - In: Journal of empirical finance 74 (2023), pp. 1-22
Persistent link: https://www.econbiz.de/10014477065
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Modern portfolio management with conditioning information
Chiang, I-Hsuan Ethan - In: Journal of empirical finance 33 (2015), pp. 114-134
Persistent link: https://www.econbiz.de/10011556857
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Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie; Russell, Jeffrey R.; Tsay, Ruey S. - In: Journal of empirical finance 15 (2008) 4, pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
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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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Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s
Benston, George J.; Wood, Robert A. - In: Journal of empirical finance 15 (2008) 1, pp. 17-40
Persistent link: https://www.econbiz.de/10003692963
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Volatility clustering and the bid-ask spread : exchange rate behavior in early Renaissance Florence
Booth, G. Geoffrey; Gurun, Umit G. - In: Journal of empirical finance 15 (2008) 1, pp. 131-144
Persistent link: https://www.econbiz.de/10003693033
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Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard; Frederiksen, Per - In: Journal of empirical finance 15 (2008) 2, pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
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Small-cap equity mutual fund managers as liquidity providers
Shawky, Hany A.; Tian, Jianbo - In: Journal of empirical finance 18 (2011) 5, pp. 802-814
Persistent link: https://www.econbiz.de/10009492066
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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