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Market structure, informational efficiency and liquidity : an experimental comparison of auction and dealer markets
Theissen, Erik - In: Journal of financial markets 3 (2000) 4, pp. 333-363
Persistent link: https://www.econbiz.de/10001517454
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Global stock markets : microstructure, trading mechanisms and bid-ask spreads
Kühle, Martin P. - 2000
Persistent link: https://www.econbiz.de/10001519170
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Why do stock prices drop by less than the value of the dividend? : Evidence from a country without taxes
Frank, Murray Z. - In: Journal of financial economics 47 (1998) 2, pp. 161-188
Persistent link: https://www.econbiz.de/10001234965
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Does order preferencing matter?
Bloomfield, Robert - In: Journal of financial economics 50 (1998) 1, pp. 3-37
Persistent link: https://www.econbiz.de/10001246652
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Adverse selection and bid-ask spreads : evidence from closed-end funds
Neal, Robert S. - In: Journal of financial markets 1 (1998) 1, pp. 121-149
Persistent link: https://www.econbiz.de/10001249242
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Modeling the impacts of market activity on bid-ask spreads in the option market
Cho, Young-hye; Engle, Robert F. - 1999
Persistent link: https://www.econbiz.de/10001415115
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Trading costs on US exchanges : an empirical examination
Greene, Jason Thomas - 1996
Persistent link: https://www.econbiz.de/10001421297
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Liquiditätsmessung auf experimentellen Aktienmärkten
Theissen, Erik - In: Kredit und Kapital 32 (1999) 2, pp. 225-264
Persistent link: https://www.econbiz.de/10001392872
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Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken - 1999
Persistent link: https://www.econbiz.de/10001373089
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Analyzing specialist's quoting behaviour : a trade-by-trade study on the NYSE
Nyholm, Ken - 1998
Persistent link: https://www.econbiz.de/10001373117