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~subject:"Marktmikrostruktur"
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Bid-ask spreads in OTC markets
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Marktmikrostruktur
Bid-ask spread
1,768
Geld-Brief-Spanne
1,732
OTC market
1,249
OTC-Handel
1,248
Theorie
780
Theory
764
Wertpapierhandel
616
Securities trading
600
Börsenkurs
593
Share price
578
Liquidity
531
Derivat
528
Derivative
527
Liquidität
497
Market microstructure
450
USA
442
United States
431
Aktienmarkt
348
Stock market
335
Market liquidity
313
Marktliquidität
313
Finanzmarktregulierung
276
Financial market regulation
275
Trading volume
275
Handelsvolumen der Börse
272
Volatilität
267
Volatility
264
Schätzung
255
Estimation
249
Asymmetrische Information
227
Börse
224
Asymmetric information
223
Bourse
221
Elektronisches Handelssystem
206
Electronic trading
205
Finanzmarkt
187
Financial market
184
Welt
184
Transaktionskosten
180
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Undetermined
137
Free
131
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Article
281
Book / Working Paper
164
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Article in journal
267
Aufsatz in Zeitschrift
267
Graue Literatur
84
Non-commercial literature
84
Working Paper
82
Arbeitspapier
81
Hochschulschrift
16
Aufsatz im Buch
13
Book section
13
Thesis
13
Collection of articles written by one author
5
Sammlung
5
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English
426
German
17
French
1
Italian
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Author
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Kyle, Albert S.
19
Obižaeva, Anna
10
Obizhaeva, Anna A.
8
Theissen, Erik
8
Ap Gwilym, Owain
7
Chung, Kee H.
6
Nyholm, Ken
6
O'Hara, Maureen
6
Thomas, Stephen
6
Abergel, Frédéric
5
Hautsch, Nikolaus
5
Hess, Dieter
5
McGroarty, Frank
5
Stoll, Hans R.
5
Veredas, David
5
Al-Yahyaee, Khamis Hamed
4
Biais, Bruno
4
Easley, David
4
Freihube, Thorsten
4
Gomber, Peter
4
Gould, Martin
4
Hall, George
4
Han, Yufeng
4
Hau, Harald
4
Howison, Sam
4
Iori, Giulia
4
Killeen, William
4
Moore, Michael
4
Nguyen, Giang H.
4
Rindi, Barbara
4
Rust, John
4
Ryu, Doojin
4
Trifan, Emanuela
4
Anagnostidis, Panagiotis
3
Cheung, Yin-Wong
3
Chuwonganant, Chairat
3
Declerck, Fany
3
Fleming, Michael J.
3
Frino, Alex
3
Gallien, Florent
3
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National Bureau of Economic Research
3
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Nuffield College
1
Oxford Financial Research Centre
1
Published in...
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Journal of financial markets
22
Journal of financial economics
14
Journal of international financial markets, institutions & money
14
Pacific-Basin finance journal
11
Journal of banking & finance
10
Market microstructure and liquidity
10
Finance research letters
9
Journal of empirical finance
8
International review of financial analysis
7
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NES working paper series : working paper
6
Quantitative finance
6
The European journal of finance
5
The financial review : the official publication of the Eastern Finance Association
5
Economic modelling
4
European financial management : the journal of the European Financial Management Association
4
International journal of financial engineering
4
International journal of theoretical and applied finance
4
The journal of futures markets
4
Working paper
4
Applied economics
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
3
Gabler Edition Wissenschaft
3
International journal of economics and finance
3
Journal of economic dynamics & control
3
NBER working paper series
3
Research paper series / Swiss Finance Institute
3
Review of quantitative finance and accounting
3
SAFE working paper
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Applied economics letters
2
Asia-Pacific journal of financial studies
2
Banking and finance review
2
CEFIR and NES working papers
2
Corporate finance
2
Darmstadt discussion papers in economics : applied research in economics
2
Discussion paper / Centre for Economic Policy Research
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economics letters
2
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ECONIS (ZBW)
444
EconStor
1
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1
Bid-ask spread determination in the FX swap market : competition, collusion or a convention?
Stenfors, Alexis
- In:
Journal of international financial markets, …
54
(
2018
),
pp. 78-97
Persistent link: https://www.econbiz.de/10011984028
Saved in:
2
Optimal liquidation and adverse selection in dark pools
Kratz, Peter
;
Schöneborn, Torsten
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 177-210
Persistent link: https://www.econbiz.de/10011969158
Saved in:
3
Bid-ask spreads and the over-the-counter interdealer markets : core and peripheral dealers
Neklyudov, Artem
- In:
Review of economic dynamics
33
(
2019
),
pp. 57-84
Persistent link: https://www.econbiz.de/10012312178
Saved in:
4
The bid-ask spread in the Danish stock market : evidence from the 1990s
Voetmann, Torben
- In:
International journal of economics and finance
8
(
2016
)
9
,
pp. 127-139
Persistent link: https://www.econbiz.de/10011541982
Saved in:
5
Commonality in liquidity : lessons from an emerging stock market
Tissaoui, Kais
;
Ftiti, Zied
;
Aloui, Chaker
- In:
The journal of applied business research
31
(
2015
)
5
,
pp. 1927-1951
Persistent link: https://www.econbiz.de/10011412496
Saved in:
6
Volatility uncertainty, time decay, and option bid-ask spreads in an incomplete market
Hsieh, PeiLin
;
Jarrow, Robert A.
- In:
Management science : journal of the Institute for …
65
(
2019
)
4
,
pp. 1833-1854
Persistent link: https://www.econbiz.de/10012022670
Saved in:
7
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
Saved in:
8
Liquidity and impact in fair markets
Jaisson, Thibault
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588225
Saved in:
9
High-Frequency trading and market performance
Baldauf, Markus
;
Mollner, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011338245
Saved in:
10
Measuring the bid-ask spreads : a note on the potential downward bias of the Thompson-Waller estimator
Otsubo, Yoichi
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 808-814
Persistent link: https://www.econbiz.de/10011286079
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