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Liquidity measurement problems...
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1
Penny wise, dollar foolish : buy-sell imbalances on and around round numbers
Bhattacharya, Utpal
;
Holden, Craig W.
;
Jacobsen, Stacey
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 413-431
Persistent link: https://www.econbiz.de/10009512142
Saved in:
2
The empirical analysis of liquidity
Holden, Craig W.
;
Jacobsen, Stacey
;
Subrahmanyam, Avanidhar
-
2014
Persistent link: https://www.econbiz.de/10010467950
Saved in:
3
Index arbitrage as cross-sectional market making
Holden, Craig W.
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 423-455
Persistent link: https://www.econbiz.de/10001185356
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4
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
Saved in:
5
Excel modeling and estimation in corporate finance
Holden, Craig W.
-
2009
-
Internat. ed., 3. ed.
Persistent link: https://www.econbiz.de/10003836153
Saved in:
6
Do acceptance and publication times differ across finance journals?
Holden, Craig W.
- In:
The review of corporate finance studies
6
(
2017
)
1
,
pp. 102-126
Persistent link: https://www.econbiz.de/10011732443
Saved in:
7
Long-lived private information and imperfect competition
Holden, Craig W.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
1
,
pp. 247-270
Persistent link: https://www.econbiz.de/10001124507
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8
Risk aversion, imperfect competition, and long-lived information
Holden, Craig W.
- In:
Economics letters
44
(
1994
)
1
,
pp. 181-190
Persistent link: https://www.econbiz.de/10001163997
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9
An integrated model of market and limit orders
Chakravarty, Sugato
- In:
Journal of financial intermediation
4
(
1995
)
3
,
pp. 213-241
Persistent link: https://www.econbiz.de/10001186724
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10
Annual report of the Society for Financial Studies for 2018-2019
Ellul, Andrew
;
Goldstein, Itay
;
Holden, Craig W.
; …
- In:
The review of financial studies
33
(
2020
)
2
,
pp. 990-1008
Persistent link: https://www.econbiz.de/10012198003
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