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Equilibrium in a dynamic limit order market
Goettler, Ronald L.; Parlour, Christine A.; Rajan, Uday - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2149-2192
Persistent link: https://www.econbiz.de/10003159225
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Secondary trading costs in the municipal bond market
Harris, Lawrence E.; Piwowar, Michael S. - In: The journal of finance : the journal of the American … 61 (2006) 3, pp. 1361-1397
Persistent link: https://www.econbiz.de/10003331514
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The price of immediacy
Chacko, George; Jurek, Jakub W.; Stafford, Erik - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1253-1290
Persistent link: https://www.econbiz.de/10003822277
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The price of correlation risk : evidence from equity options
Driessen, Joost; Maenhout, Pascal J.; Vilkov, Grigory - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1377-1406
Persistent link: https://www.econbiz.de/10003871954
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Trading costs and returns for US equities : estimating effective costs from daily data
Hasbrouck, Joel - In: The journal of finance : the journal of the American … 64 (2009) 3, pp. 1445-1477
Persistent link: https://www.econbiz.de/10003871960
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Corporate bond market transaction costs and transparency
Edwards, Amy K.; Harris, Lawrence E.; Piwowar, Michael S. - In: The journal of finance : the journal of the American … 62 (2007) 3, pp. 1421-1451
Persistent link: https://www.econbiz.de/10003477370
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Exploring the nature of "trader intuition"
Bruguier, Antoine J.; Quartz, Steven R.; Bossaerts, Peter L. - In: The journal of finance : the journal of the American … 65 (2010) 5, pp. 1703-1723
Persistent link: https://www.econbiz.de/10008668196
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A simple implicit measure of the effective bid-ask spread in an efficient market
Roll, Richard - In: The journal of finance : the journal of the American … 39 (1984) 4, pp. 1127-1139
Persistent link: https://www.econbiz.de/10003664141
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Liquidity premia and transaction costs
Jang, Bong-gyu; Koo, Hyeng-keun; Liu, Hong; … - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
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Analyst disagreement, mispricing, and liquidity
Sadka, Bonnie; Scherbina, Anna - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2367-2403
Persistent link: https://www.econbiz.de/10003550273