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1
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:
2
Transparency matters : price formation in the presence of order preferencing
Lescourret, Laurence
;
Robert, Christian Yann
- In:
Journal of financial markets
14
(
2011
)
2
,
pp. 227-258
Persistent link: https://www.econbiz.de/10009266998
Saved in:
3
The impact of market maker copetition on market quality : evidence from an options exchange
Aspris, Angelo
;
Frino, Alex
;
Lepone, Andrew
- In:
Australasian accounting business and finance journal : AABF
6
(
2012
)
5
,
pp. 23-46
Persistent link: https://www.econbiz.de/10010244999
Saved in:
4
Commonality in equity options
liquidity
: evidence from European markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Voukelatos, Nikolaos
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1204-1223
Persistent link: https://www.econbiz.de/10011715347
Saved in:
5
Comprehensive market microstructure model : considering the inventory holding costs
Ryu, Doojin
- In:
Journal of business economics and management
18
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011721742
Saved in:
6
Jumps in option prices and their determinants : real-time evidence from the E-mini S&P 500 options market
Kapetanios, George
;
Konstantinidi, Eirini
;
Neumann, Michael
- In:
Journal of financial markets
46
(
2019
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012317888
Saved in:
7
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:
8
Local market makers,
liquidity
and market quality
Kedia, Simi
;
Zhou, Xing
- In:
Journal of financial markets
14
(
2011
)
4
,
pp. 540-567
Persistent link: https://www.econbiz.de/10009260961
Saved in:
9
Liquidity
-adjusted value-at-risk : a comprehensive extension with microstructural
liquidity
components
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The European journal of finance
28
(
2022
)
9
,
pp. 871-888
Persistent link: https://www.econbiz.de/10013373347
Saved in:
10
Vega-informed trading and options market reform
Ryu, Doojin
;
Ryu, Doowon
;
Yang, Heejin
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 19-24
Persistent link: https://www.econbiz.de/10012205363
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