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161
Liquidity in US fixed income markets : a comparison of the bid-ask spread in corporate, government and municipal bond markets
Chakravarty, Sugato
;
Sarkar, Asani
-
1999
Persistent link: https://www.econbiz.de/10001398237
Saved in:
162
Asymmetric information and the bid-ask spread : an empirical comparison between automated order execution and open outcry auction
Wang, Jian-xin
- In:
Journal of international financial markets, …
9
(
1999
)
2
,
pp. 115-128
Persistent link: https://www.econbiz.de/10001402120
Saved in:
163
An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.
;
Quek, Jinwei
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
Saved in:
164
Multimarket trading and liquidity : a transaction data analysis of Canada-US interlistings
Foerster, Stephen Robert
;
Karolyi, G. Andrew
- In:
Journal of international financial markets, …
8
(
1998
)
3/4
,
pp. 393-412
Persistent link: https://www.econbiz.de/10001445777
Saved in:
165
What do market makers achieve? : evidence from a large scale experimental stock market
Bochow, Jörg
;
Raupach, Peter
;
Wahrenburg, Mark
- In:
Surveys in experimental economics : bargaining, …
,
(pp. 229-249)
.
2002
Persistent link: https://www.econbiz.de/10001681131
Saved in:
166
Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
Saved in:
167
Intraday futures market behaviour around major scheduled macroeconomic announcements : Australian evidence
Frino, Alex
;
Hill, Amelia
- In:
Journal of banking & finance
25
(
2001
)
7
,
pp. 1319-1337
Persistent link: https://www.econbiz.de/10001586896
Saved in:
168
Measuring treasury market liquidity
Fleming, Michael J.
(
contributor
)
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001590059
Saved in:
169
Alternative liquidity measures and stock returns
Kluger, Brian D.
;
Stephan, Jens
- In:
Review of quantitative finance and accounting
8
(
1997
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10001590874
Saved in:
170
The effect of option listing on bid-ask spreads, price volatility, and trading activity of the underlying OTC stocks
Wei, Peihwang
;
Poon, Percy Siuping
;
Zee, Susan Mu-lan
- In:
Review of quantitative finance and accounting
9
(
1997
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10001590900
Saved in:
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