Narrow search
Showing 1 - 10 of 4,991
Cover Image
Global stock markets : microstructure, trading mechanisms and bid-ask spreads
Kühle, Martin P. - 2000
Persistent link: https://www.econbiz.de/10001519170
Cover Image
Zu der Frage nach der Liquidität von Wertpapieren und ihren Auswirkungen auf Wertpapierpreise
Mahn, Stephan (contributor) - 2002
Persistent link: https://www.econbiz.de/10003476633
Cover Image
An international trend in market design : endogenous effects of limit order book transparency on volatility, spreads, depth and volume
Pham, Thu Phuong; Westerholm, P. Joakim - 2013
Persistent link: https://www.econbiz.de/10010211416
Cover Image
An International Trend in Market Design : Endogenous Effects of Limit Order Book Transparency on Volatility, Spreads, Depth and Volume
Pham, Thu Phuong; Westerholm, P. Joakim - 2020
Following other leading international securities markets, the Tokyo stock exchange [TSE] has adopted a publicly displayed but anonymous limit order book, and we ask: how is market quality affected? Accounting for fixed effects and endogeneity, we find increased volatility and higher order book...
Persistent link: https://www.econbiz.de/10014153455
Cover Image
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
Cover Image
Common stock markets, trading arrangements, and trading costs
Fabozzi, Frank J.; Jones, Frank Joseph; Johnson, Robert R. - In: The theory and practice of investment management, (pp. 121-162). 2002
Persistent link: https://www.econbiz.de/10001729925
Cover Image
Formation des prix sur les marchés de contrepartie : une synthèse de la littérature récente
Biais, Bruno - In: Revue économique : revue bimestrielle 41 (1990) 5, pp. 755-787
Persistent link: https://www.econbiz.de/10001095433
Cover Image
Liquidity, resiliency and market quality around predictable trades : theory and evidence
Bessembinder, Hendrik; Carrion, Allen; Tuttle, Laura; … - In: Journal of financial economics 121 (2016) 1, pp. 142-166
Persistent link: https://www.econbiz.de/10011590681
Cover Image
How safe was the "safe haven"? : financial market liquidity during the 1998 turbulences
Upper, Christian - 2000
The turbulences in the international financial markets during the summer and autumn of 1998 put the price formation and …, 1998, and experienced a further peak in early October. It was accompanied by a widening in the yield spread between the …Die Turbulenzen auf den internationalen Finanzmärkten im Sommer und Herbst 1998 führten zu wesentlichen …
Persistent link: https://www.econbiz.de/10011418740
Cover Image
How safe was the "safe haven"? : Financial market liquidity during the 1998 turbulences
Upper, Christian - 2000
The turbulences in the international financial markets during the summer and autumn of 1998 put the price formation and …, 1998, and experienced a further peak in early October. .. …
Persistent link: https://www.econbiz.de/10001455520