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New low-frequency spread measures
Holden, Craig W. - In: Journal of financial markets 12 (2009) 4, pp. 778-813
Persistent link: https://www.econbiz.de/10003902763
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Do liquidity measures measure liquidity?
Goyenko, Ruslan Y.; Holden, Craig W.; Trzcinka, Charles - In: Journal of financial economics 92 (2009) 2, pp. 153-181
Persistent link: https://www.econbiz.de/10003850973
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A simple model of payment for order flow, internalization, and total trading cost
Battalio, Robert H.; Holden, Craig W. - In: Journal of financial markets 4 (2001) 1, pp. 33-71
Persistent link: https://www.econbiz.de/10001539061
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What are the best liquidity proxies for global research?
Fong, Kingsley Y. L.; Holden, Craig W.; Trzcinka, Charles - In: Review of finance : journal of the European Finance … 21 (2017) 4, pp. 1355-1401
Persistent link: https://www.econbiz.de/10011803836
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Trading costs in three US bond markets
Chakravarty, Sugato; Sarkar, Asani - In: The journal of fixed income 13 (2003) 1, pp. 39-48
Persistent link: https://www.econbiz.de/10001782460
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A comparison of trading costs in the US corporate, municipal and treasury bond markets
Chakravarty, Sugato (contributor); Sarkar, Asani (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001914432
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Do differences in transparency affect trading costs? : Evidence from US corporate, municipal and treasury bond markets
Chakravarty, Sugato; Sarkar, Asani - 2000
Persistent link: https://www.econbiz.de/10001525798