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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The European journal of finance"
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Search: subject_exact:"Geld-Brief-Spanne"
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Bid-ask spread
36
Geld-Brief-Spanne
36
Theorie
15
Theory
15
Securities trading
12
Wertpapierhandel
12
Liquidity
11
Liquidität
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bid-ask spread
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liquidity
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Ap Gwilym, Owain
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Michielon, Matteo
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Ryu, Doojin
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1
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Emerging markets review
International journal of theoretical and applied finance
The European journal of finance
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
34
Finance research letters
33
Journal of financial economics
31
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
26
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
20
Pacific-Basin finance journal
20
International review of economics & finance : IREF
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Journal of financial and quantitative analysis : JFQA
16
The financial review : the official publication of the Eastern Finance Association
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Centre for Economic Policy Research
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NBER working paper series
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Research in international business and finance
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Applied economics letters
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European financial management : the journal of the European Financial Management Association
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Market microstructure and liquidity
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Global finance journal
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NBER Working Paper
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International journal of economics and finance
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CFS working paper series
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Economic modelling
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The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
7
Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
Bank funding constraints and stock liquidity
Molyneux, Philip
;
Wang, Qingwei
;
Xie, Ru
;
Zhao, Binru
- In:
The European journal of finance
29
(
2023
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014322443
Saved in:
2
Large-caps liquidity provision, market liquidity and high-frequency market makers’ trading behaviour
Ding, Mingfa
;
Suardi, Sandy
;
Xu, Caihong
;
Zhang, Dong
- In:
The European journal of finance
28
(
2022
)
16
,
pp. 1621-1641
Persistent link: https://www.econbiz.de/10013532254
Saved in:
3
Hawkes model specification for limit order books
Kirchner, Matthias
;
Vetter, Silvan
- In:
The European journal of finance
28
(
2022
)
7
,
pp. 642-662
Persistent link: https://www.econbiz.de/10013373306
Saved in:
4
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:
5
The effect of issuer leverage on issuer bid and ask quotes for structured retail products
Petry, Stefan
- In:
The European journal of finance
27
(
2021
)
11
,
pp. 1073-1097
Persistent link: https://www.econbiz.de/10012609262
Saved in:
6
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
7
More shareholders, higher liquidity? : evidence from an emerging stock market
Chia, Yee-Ee
;
Lim, Kian-Ping
;
Goh, Kim-leng
- In:
Emerging markets review
44
(
2020
),
pp. 1-27
Persistent link: https://www.econbiz.de/10012414710
Saved in:
8
American and exotic options in a market with frictions
Junike, Gero
;
Arratia, Argimiro
;
Cabaña, Alejandra
; …
- In:
The European journal of finance
26
(
2020
)
2/3
,
pp. 179-199
Persistent link: https://www.econbiz.de/10012207193
Saved in:
9
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:
10
Flight-to-liquidity : evidence from China's stock market
Li, Shaoyu
;
Zhang, Teng
;
Li, Yingxiang
- In:
Emerging markets review
38
(
2019
),
pp. 159-181
Persistent link: https://www.econbiz.de/10012312708
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