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~subject:"Bid-ask spread"
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Bid-ask spreads in OTC markets
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Bid-ask spread
Geld-Brief-Spanne
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OTC market
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Bourse
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Theissen, Erik
28
Frino, Alex
20
Kyle, Albert S.
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Chung, Kee H.
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Ap Gwilym, Owain
18
Gregoriou, Andros
15
Lepone, Andrew
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Foucault, Thierry
14
Hautsch, Nikolaus
13
Wu, Chunchi
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Bessembinder, Hendrik
10
Biais, Bruno
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Lagos, Ricardo
10
Nyholm, Ken
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O'Hara, Maureen
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Obižaeva, Anna
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Ryu, Doojin
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Li, Zhiyong
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Ding, David K.
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Haas, Marlene
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Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
35
Finance research letters
33
Journal of financial economics
31
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
28
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
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Journal of empirical finance
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Pacific-Basin finance journal
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International review of economics & finance : IREF
17
The European journal of finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial and quantitative analysis : JFQA
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The financial review : the official publication of the Eastern Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
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NBER working paper series
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Research in international business and finance
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International journal of theoretical and applied finance
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Applied economics letters
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European financial management : the journal of the European Financial Management Association
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Global finance journal
11
Market microstructure and liquidity
11
Applied economics
10
NBER Working Paper
10
Economic modelling
9
International journal of economics and finance
9
Journal of economic dynamics & control
9
Journal of financial intermediation
9
Quantitative finance
9
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9
CFS working paper series
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
7
Emerging markets review
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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81
Credit rating agencies, information asymmetry and US bond liquidity
Lovo, Stefano M.
;
Raimbourg, Philippe
;
Salvadè, Federica
-
2022
Persistent link: https://www.econbiz.de/10014479911
Saved in:
82
Modeling bid and ask price dynamics with an extended hawkes process and its empirical applications for high-frequency stock market data
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1099-1142
Persistent link: https://www.econbiz.de/10014391445
Saved in:
83
Decomposing the bid-ask spread in a segmented equity market : analyzing Chinese A shares versus B shares
Chen, Zhian
;
Cui, Xin
- In:
Emerging markets finance & trade : a journal of the …
48
(
2012
)
4
,
pp. 30-49
Persistent link: https://www.econbiz.de/10009682733
Saved in:
84
Adjusting the consumption-based capital asset pricing model by the estimate bid-ask spreads based on daily highest and lowest prices in Iran
Alizadeh, Sedighe
;
Shahiki Tash, Mohammad Nabi
;
Roshan, Reza
- In:
Afro-Asian Journal of Finance and Accounting : AAJFA
11
(
2021
)
5
,
pp. 718-739
Persistent link: https://www.econbiz.de/10012797888
Saved in:
85
The price and liquidity impact of China forbidding initial coin offerings on the cryptocurrency market
Zhang, Sijia
;
Gregoriou, Andros
- In:
Applied economics letters
27
(
2020
)
20
,
pp. 1695-1698
Persistent link: https://www.econbiz.de/10012315770
Saved in:
86
Long-term comparability of accounting information in Japan
Isokawa, Yo
- In:
International journal of economics and accounting : IJEA
10
(
2021
)
2
,
pp. 231-247
Persistent link: https://www.econbiz.de/10012597819
Saved in:
87
Asset pricing implications of short-sale constraints in imperfectly competitive markets
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
65
(
2019
)
9
,
pp. 4422-4439
Persistent link: https://www.econbiz.de/10012118588
Saved in:
88
Does IFRS drive information asymmetry reduction? : evidence from Asean-6 countries
Nejad, Maryam Yousefi
;
Azlina Ahmad
;
Abdul-Rahim, Ruzita
; …
- In:
Asian journal of accounting & governance
14
(
2020
)
Persistent link: https://www.econbiz.de/10012543881
Saved in:
89
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
Saved in:
90
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
Saved in:
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