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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
Discussion paper / Tinbergen Institute
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Derivative pricing with liquidity risk : theory and evidence from the credit default swap market
Bongaerts, Dion
;
Jong, Frank de
;
Driessen, Joost
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 203-240
Persistent link: https://www.econbiz.de/10008991178
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2
Competition for order flow and smart order routing systems
Foucault, Thierry
;
Menkveld, Albert J.
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 119-158
Persistent link: https://www.econbiz.de/10003821561
Saved in:
3
Information asymmetry and asset prices : evidence from the China foreign share discount
Chan, Kalok
;
Menkveld, Albert J.
;
Zhishu Yang
- In:
The journal of finance : the journal of the American …
63
(
2008
)
1
,
pp. 159-196
Persistent link: https://www.econbiz.de/10003821566
Saved in:
4
Does algorithmic trading improve liquidity?
Hendershott, Terrence
;
Jones, Charles M.
;
Menkveld, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10008991191
Saved in:
5
Equilibrium bitcoin pricing
Biais, Bruno
;
Bisière, Christophe
;
Bouvard, Matthieu
; …
- In:
The journal of finance : the journal of the American …
78
(
2023
)
2
,
pp. 967-1014
Persistent link: https://www.econbiz.de/10014311382
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6
Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market
BONGAERTS, DION
;
DE JONG, FRANK
;
DRIESSEN, JOOST
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 203-241
Persistent link: https://www.econbiz.de/10008781315
Saved in:
7
Does Algorithmic Trading Improve Liquidity?
HENDERSHOTT, TERRENCE
;
JONES, CHARLES M.
;
MENKVELD, …
- In:
The journal of finance : the journal of the American …
66
(
2011
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10008781321
Saved in:
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