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Bid-ask spreads in OTC markets
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Bid-ask spread
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Weill, Pierre-Olivier
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24
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Kyle, Albert S.
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Chung, Kee H.
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Hautsch, Nikolaus
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Ap Gwilym, Owain
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Lepone, Andrew
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Gregoriou, Andros
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Hugonnier, Julien
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Fleming, Michael J.
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Journal of financial markets
57
The journal of futures markets
45
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45
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43
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Finance research letters
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International review of financial analysis
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NBER working paper series
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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Journal of economic dynamics & control
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European financial management : the journal of the European Financial Management Association
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International journal of theoretical and applied finance
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BIS quarterly review : international banking and financial market developments
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ECONIS (ZBW)
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71
Market microstructure invariance: a dynamic equilibrium model
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494205
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72
Adverse selection and liquidity: from theory to practice
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494209
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73
Trading liquidity and funding liquidityin fixed income markets: implications of market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
-
2020
Persistent link: https://www.econbiz.de/10012494216
Saved in:
74
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
75
The intraday determination of liquidity in the NYSE LIFFE equity option markets
Verousis, Thanos
;
Ap Gwilym, Owain
;
Chen, XiaoHua
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 1164-1188
Persistent link: https://www.econbiz.de/10011715335
Saved in:
76
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:
77
Revisiting the bid-ask spread via competitive search
Song, Garrison Hongyu
;
Chen, Chung
- In:
Banking and finance review
8
(
2016
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011633776
Saved in:
78
Determinants of market liquidity : evidence from the Jordanian stock market
Tayeh, Mohammad
- In:
International journal of economics and finance
8
(
2016
)
10
,
pp. 48-59
Persistent link: https://www.econbiz.de/10011580669
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79
Liquidity and impact in fair markets
Jaisson, Thibault
- In:
Market microstructure and liquidity
1
(
2015
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011588225
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80
Market microstructure invariance : empirical hypotheses
Kyle, Albert S.
;
Obižaeva, Anna
- In:
Econometrica : journal of the Econometric Society, an …
84
(
2016
)
4
,
pp. 1345-1404
Persistent link: https://www.econbiz.de/10011611092
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