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Caporale, Guglielmo Maria
85
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85
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76
Härdle, Wolfgang
60
McAleer, Michael
56
Hautsch, Nikolaus
52
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51
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44
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43
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Kilian, Lutz
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Kaiser, Ulrich
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Lucas, André
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Schorfheide, Frank
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Basu, Susanto
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Feenstra, Robert C.
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Lindé, Jesper
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Lütkepohl, Helmut
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Mumtaz, Haroon
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Todorov, Viktor
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Attanasio, Orazio P.
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National Bureau of Economic Research
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Springer Fachmedien Wiesbaden
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Federal Reserve Bank of St. Louis
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ECONIS (ZBW)
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EconStor
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1
The multiple dimensions of
liquidity
Garabedian, Garo
;
Inghelbrecht, Koen
-
2020
Persistent link: https://www.econbiz.de/10012793065
Saved in:
2
A simple approximation of intraday spreads using daily data
Chung, Kee H.
;
Zhang, Hao
- In:
Journal of financial markets
17
(
2014
),
pp. 94-120
Persistent link: https://www.econbiz.de/10010437266
Saved in:
3
Dark Trading at the Midpoint : Pricing Rules, Order Flow, and High Frequency
Liquidity
Provision
Bartlett, Robert P.
-
2015
national best bid and offer. Enhanced order flow to dark venues reduces price competition by exchange
liquidity
providers …
Persistent link: https://www.econbiz.de/10013020713
Saved in:
4
Dark Trading at the Midpoint : Pricing Rules, Order Flow, and High Frequency
Liquidity
Provision
Bartlett, Robert P, III.
-
2015
national best bid and offer. Enhanced order flow to dark venues reduces price competition by exchange
liquidity
providers …
Persistent link: https://www.econbiz.de/10012457381
Saved in:
5
Stock returns with consumption and illiquidity risks
Márquez De la Cruz, Elena
;
Nieto, Belén
;
Rubio, Gonzalo
- In:
International review of economics & finance : IREF
29
(
2014
),
pp. 57-74
Persistent link: https://www.econbiz.de/10010431504
Saved in:
6
Market downturns, zero investment strategies and systematic
liquidity
risk
Butt, Hilal Anwar
;
Virk, Nader Shahzad
- In:
Finance research letters
28
(
2019
),
pp. 246-253
Persistent link: https://www.econbiz.de/10012388374
Saved in:
7
Transaction costs, trading volume, and the
liquidity
premium
Gerhold, Stefan
;
Guasoni, Paolo
;
Muhle-Karbe, Johannes
; …
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010235459
Saved in:
8
Determinants of market
liquidity
: evidence from the Jordanian stock market
Tayeh, Mohammad
- In:
International journal of economics and finance
8
(
2016
)
10
,
pp. 48-59
Persistent link: https://www.econbiz.de/10011580669
Saved in:
9
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
Saved in:
10
The effects of volatility on
liquidity
in the treasury market
Meldrum, Andrew
;
Sokolinskiy, Oleg
-
2023
Persistent link: https://www.econbiz.de/10014284237
Saved in:
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