//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Estimating liquidity premia in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
61
Zinsstruktur
61
USA
38
United States
38
Theorie
32
Theory
32
Estimation
17
Schätzung
17
Bid-ask spread
16
Geld-Brief-Spanne
16
Volatility
11
Volatilität
11
Capital income
9
Kapitaleinkommen
9
Risikoprämie
8
Risk premium
8
CAPM
6
Derivat
6
Derivative
6
Government securities
6
Staatspapier
6
Anleihe
5
Bond
5
Estimation theory
5
Option pricing theory
5
Optionspreistheorie
5
Public bond
5
Schätztheorie
5
Öffentliche Anleihe
5
Bourse
4
Börse
4
Börsenkurs
4
Credit derivative
4
Deutschland
4
Forecasting model
4
Germany
4
Interest rate derivative
4
Kreditderivat
4
Liquidity
4
Liquidität
4
more ...
less ...
Online availability
All
Undetermined
17
Free
2
Type of publication
All
Article
77
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Language
All
English
77
Author
All
Wu, Liuren
5
Berardi, Andrea
2
Bessembinder, Hendrik
2
Driessen, Joost
2
Huang, Roger D.
2
Jarrow, Robert A.
2
Jiang, George J.
2
Jong, Frank de
2
Kim, Don H.
2
Prisman, Eliezer Zeev
2
Subrahmanyam, Avanidhar
2
Unal, Haluk
2
Yildirim, Yildiray
2
Abhyankar, Abhay
1
Agarwal, Sumit
1
Agca, Senay
1
Ahn, Dong-Hyun
1
Ambrose, Brent William
1
Anderson, Bing
1
Andreasen, Martin Møller
1
Augustin, Patrick
1
Babbs, Simon H.
1
Babiak, Mykola
1
Bai, Jennie
1
Balduzzi, Pierluigi
1
Bange, Mary M.
1
Bansal, Naresh K.
1
Basu, Devraj
1
Batten, Jonathan A.
1
Bradley, Michael G.
1
Brenner, Robin James
1
Brockman, Paul
1
Calvet, Laurent E.
1
Chen, Ren-Raw
1
Cheng, Xiaolin
1
Chun, Olfa Maalaoui
1
Chung, Dennis Y.
1
Connolly, Robert A.
1
D'Amico, Stefania
1
Das, Sanjiv R.
1
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
NBER working paper series
283
Journal of banking & finance
258
Working paper / National Bureau of Economic Research, Inc.
254
NBER Working Paper
220
Journal of financial economics
154
Discussion paper / Centre for Economic Policy Research
147
The journal of fixed income
147
Finance research letters
137
Journal of international money and finance
126
International journal of theoretical and applied finance
123
Finance and economics discussion series
112
The review of financial studies
110
Working paper series / European Central Bank
110
Working paper
107
IMF working papers
106
International review of economics & finance : IREF
104
International review of financial analysis
102
The journal of finance : the journal of the American Finance Association
100
Economics letters
97
Journal of money, credit and banking : JMCB
96
The journal of futures markets
95
Applied economics
93
Journal of empirical finance
93
Journal of international financial markets, institutions & money
90
Economic modelling
85
ECB Working Paper
77
Journal of economic dynamics & control
77
Journal of monetary economics
77
Applied economics letters
76
Applied financial economics
75
Mathematical finance : an international journal of mathematics, statistics and financial theory
74
Working papers series / Federal Reserve Bank of San Francisco
68
Discussion paper
67
Discussion papers / CEPR
67
The North American journal of economics and finance : a journal of financial economics studies
66
The European journal of finance
64
Journal of financial markets
63
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
CESifo working papers
62
more ...
less ...
Source
All
ECONIS (ZBW)
77
Showing
1
-
10
of
77
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Commonality in liquidity : a global perspective
Brockman, Paul
;
Chung, Dennis Y.
;
Pérignon, Christophe
- In:
Journal of financial and quantitative analysis : JFQA
44
(
2009
)
4
,
pp. 851-882
Persistent link: https://www.econbiz.de/10003901192
Saved in:
2
Algorithmic trading and the market for liquidity
Hendershott, Terrence
;
Riordan, Ryan
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10010255218
Saved in:
3
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng
;
Hu, Ting
;
Lesmond, David A.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1269-1292
Persistent link: https://www.econbiz.de/10011479098
Saved in:
4
Stock splits, broker promotion, and decimalization
Kadapakkam, Palani-Rajan
;
Krishnamurthy, Srinivasan
; …
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
4
,
pp. 873-896
Persistent link: https://www.econbiz.de/10003242825
Saved in:
5
Information-based trading in dealer and auction markets : an analysis of exchange listings
Heidle, Hans G.
;
Huang, Roger D.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
3
,
pp. 391-424
Persistent link: https://www.econbiz.de/10001705068
Saved in:
6
Market structure and trader anonymity : an analysis of insider trading
Garfinkel, Jon A.
;
Nimalendran, Mahendrarajah
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 591-610
Persistent link: https://www.econbiz.de/10001794044
Saved in:
7
Is there really a when-issued premium?
Ezzell, John R.
;
Miles, James A.
;
Mulherin, John Harold
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 611-634
Persistent link: https://www.econbiz.de/10001794046
Saved in:
8
Trade execution costs and market quality after decimalization
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 747-777
Persistent link: https://www.econbiz.de/10001859242
Saved in:
9
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
10
On inferring the direction of option trades
Savickas, Robert
;
Wilson, Arthur J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 881-902
Persistent link: https://www.econbiz.de/10001859328
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->