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Structural changes, bid-ask spread composition and tick size in inter-bank futures trading
McGroarty, Frank; Ap Gwilym, Owain; Thomas, Stephen - In: The European journal of finance 17 (2011) 3/4, pp. 285-306
Persistent link: https://www.econbiz.de/10009155402
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Price discovery in spot and futures markets : a reconsideration
Theissen, Erik - In: The European journal of finance 18 (2012) 9/10, pp. 969-987
Persistent link: https://www.econbiz.de/10009691772
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Financial intermediation and the role of price discrimination in the foreign exchange market
Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 21 (2015) 7/9, pp. 629-645
Persistent link: https://www.econbiz.de/10011301207
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Commonality in returns, order flows, and liquidity in the Greek stock market
Dunne, Peter G.; Moore, Michael J.; Papavassiliou, … - In: The European journal of finance 17 (2011) 7/8, pp. 577-587
Persistent link: https://www.econbiz.de/10009509845
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Liquidity determination in an order-driven market
Daníelsson, Jón; Payne, Richard - In: The European journal of finance 18 (2012) 9/10, pp. 799-821
Persistent link: https://www.econbiz.de/10009691779
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End-user order flow and exchange rate dynamics : a dealer's perspective
Reitz, Stefan; Schmidt, Markus A.; Taylor, Mark P. - In: The European journal of finance 17 (2011) 1/2, pp. 153-168
Persistent link: https://www.econbiz.de/10009155453
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Central bank coordinated intervention : a microstructure approach
Ferré Carracedo, Montserrat; Manzano Tovar, Carolina - In: The European journal of finance 19 (2013) 1/2, pp. 113-126
Persistent link: https://www.econbiz.de/10009733292
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Monitoring the foreign exchange rate benchmark fix
Jahanshahloo, Hossein; Cai, Charlie X. - In: The European journal of finance 25 (2019) 7, pp. 670-688
Persistent link: https://www.econbiz.de/10012207023
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Liquidity-adjusted value-at-risk : a comprehensive extension with microstructural liquidity components
Ryu, Doojin; Webb, Robert I.; Yu, Jinyoung - In: The European journal of finance 28 (2022) 9, pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
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Investing in commodity futures markets : can pricing models help?
Paschke, Raphael; Prokopczuk, Marcel - In: The European journal of finance 18 (2012) 1/2, pp. 59-87
Persistent link: https://www.econbiz.de/10009565253