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Year of publication
Subject
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Bid-ask spread 1,947 Geld-Brief-Spanne 1,904 Theorie 678 Theory 664 Wertpapierhandel 570 Securities trading 557 Liquidity 547 Liquidität 526 Börsenkurs 518 Share price 505 Market microstructure 446 Marktmikrostruktur 439 Marktliquidität 368 Market liquidity 366 Aktienmarkt 309 Stock market 300 USA 295 United States 287 Trading volume 241 Handelsvolumen der Börse 237 Asymmetrische Information 234 Schätzung 234 Asymmetric information 231 Estimation 227 Transaktionskosten 225 Volatilität 225 Transaction costs 223 Volatility 222 Börsenhandel 213 Stock exchange trading 213 Elektronisches Handelssystem 204 Electronic trading 203 bid-ask spread 152 Optionsgeschäft 122 Option trading 121 Adverse selection 114 Adverse Selektion 112 Börsenmakler 107 Stockbrokers 107 Derivat 96
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Online availability
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Free 663 Undetermined 516 CC license 19
Type of publication
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Article 1,290 Book / Working Paper 827 Other 5
Type of publication (narrower categories)
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Article in journal 1,144 Aufsatz in Zeitschrift 1,144 Working Paper 322 Graue Literatur 307 Non-commercial literature 307 Arbeitspapier 284 Aufsatz im Buch 56 Book section 56 Hochschulschrift 54 Thesis 43 Collection of articles written by one author 16 Sammlung 16 Article 11 research-article 7 Collection of articles of several authors 2 Conference paper 2 Guidebook 2 Konferenzbeitrag 2 Ratgeber 2 Sammelwerk 2 Amtsdruckschrift 1 Aufsatzsammlung 1 Elektronischer Datenträger 1 Forschungsbericht 1 Government document 1
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Language
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English 1,946 Undetermined 115 German 47 French 5 Hungarian 3 Spanish 3 Polish 2 Czech 1 Turkish 1
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Author
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Theissen, Erik 35 Hautsch, Nikolaus 25 Chung, Kee H. 22 Ap Gwilym, Owain 18 Frino, Alex 17 Gregoriou, Andros 17 Fleming, Michael J. 16 Lepone, Andrew 16 Foucault, Thierry 15 Gehrig, Thomas 14 Biais, Bruno 13 Wu, Chunchi 13 Madan, Dilip B. 12 Starr, Ross M. 12 Li, Zhiyong 11 Ryu, Doojin 11 Van Ness, Robert A. 11 Bessembinder, Hendrik 10 Chakravarty, Sugato 10 Ginglinger, Edith 10 Hendershott, Terrence 10 Kyle, Albert S. 10 Nyholm, Ken 10 Sarkar, Asani 10 Huang, Ruihong 9 Kandel, Eugene 9 Large, Jeremy 9 O'Hara, Maureen 9 Perrakis, Stylianos 9 Shah, Samarth 9 Thomas, Stephen 9 Wood, Robert A. 9 Al-Yahyaee, Khamis Hamed 8 Chateauneuf, Alain 8 Haas, Marlene 8 Horst, Ulrich 8 Kim, Jang-chul 8 Lagos, Ricardo 8 Lesmond, David A. 8 Obižaeva, Anna 8
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Institution
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National Bureau of Economic Research 13 Université Paris-Dauphine (Paris IX) 9 Université Paris-Dauphine 4 C.E.P.R. Discussion Papers 3 Department of Economics, University of California-San Diego (UCSD) 3 EconWPA 3 Federal Reserve Bank of New York 3 HAL 3 HEC Paris (École des Hautes Études Commerciales) 3 Institute for Research in the Behavioral, Economic, and Management Sciences 3 Krannert Graduate School of Management 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 Center for Economic Research <Tilburg> 2 Center for Financial Studies 2 Centre for Economic Policy Research 2 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 2 Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign 2 Department of Economics, Boston University 2 Department of Economics, Oxford University 2 Department of Economics, Rutgers University-New Brunswick 2 European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. 2 Faculdade de Economia, Universidade Nova de Lisboa 2 HWWA Institut für Wirtschaftsforschung 2 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 2 School of Economics, University of Nottingham 2 Society for Computational Economics - SCE 2 Banque de France 1 Bonn Graduate School of Economics 1 Center for Economic Research and Graduate Education and Economics Institute (CERGE-EI) 1 Center for Economics and Development Studies, Fakultas Ekonomi 1 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 1 Centre for Analytical Finance <Århus> 1 Christian-Albrechts-Universität zu Kiel 1 Copenhagen Business School 1 Cowles Foundation for Research in Economics, Yale University 1 Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance 1 Departemen Manajemen dan Bisnis, Fakultas Ekonomi 1 Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS) 1 Department of Economics, International Business School, Brandeis University 1 Department of Economics, University of Crete 1
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Published in...
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Journal of financial markets 55 Finance research letters 38 The journal of futures markets 37 Journal of financial economics 36 Journal of banking & finance 35 Review of quantitative finance and accounting 29 International review of financial analysis 26 Journal of international financial markets, institutions & money 26 The review of financial studies 26 The journal of finance : the journal of the American Finance Association 24 Pacific-Basin finance journal 22 Journal of empirical finance 20 The European journal of finance 19 The financial review : the official publication of the Eastern Finance Association 19 International review of economics & finance : IREF 17 Journal of financial and quantitative analysis : JFQA 17 Market microstructure and liquidity 16 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 16 Quantitative finance 15 Working paper / National Bureau of Economic Research, Inc. 15 Discussion paper / Centre for Economic Policy Research 14 International journal of theoretical and applied finance 14 NBER working paper series 13 Research in international business and finance 13 Applied economics 12 Global finance journal 12 Journal of economic dynamics & control 12 Applied economics letters 11 European financial management : the journal of the European Financial Management Association 11 NBER Working Paper 11 Management science : journal of the Institute for Operations Research and the Management Sciences 10 CFS working paper series 9 Economics Papers from University Paris Dauphine 9 Journal of international money and finance 9 The journal of fixed income 9 Working paper 9 Emerging markets review 8 International journal of economics and finance 8 Journal of financial intermediation 8 Mathematical finance : an international journal of mathematics, statistics and financial theory 8
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Source
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ECONIS (ZBW) 1,913 RePEc 145 EconStor 49 BASE 8 Other ZBW resources 7
Showing 1 - 50 of 2,122
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Do reported intangible assets create a better information environment?
Nittikorn Suwansin; Likitwongkajon, Napaporn; Pinprapa … - In: Global business and finance review 29 (2024) 4, pp. 55-69
Purpose: This study investigates whether the identifiable intangible assets (IIA), goodwill (GW), and research and development expense (R&D) reported in the financial statements and annual reports of firms on the Stock Exchange of Thailand (SET) can improve the information environment, as...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015056573
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Climate change disclosure and the information environment in the initial public offering market
Chen, Jerry W.; Khoo, Eunice S.; Peng, Zihang - In: Accounting and finance 63 (2023), pp. 907-952
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014301597
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The impact of disturbances on the us stock market’s spread and investor sentiment through the perspective of risk management
Zwak-Cantoriu, Maria-Cristina; Anghel, Lucian Claudiu; … - In: Management dynamics in the knowledge economy 11 (2023) 1/39, pp. 84-99
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014266037
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An empirical examination of asymmetry on exchange rate spread using the quantile autoregressive distributed lag (QARDL) model
Sahin, Goktug; Şahin, Afşin - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
In economics, some transactions are conducted by the bid rate, and some are conducted by the ask rate. The spread between these two rates creates an essential cost and inefficiency for the economy. Taking these problems into account, the purpose of this study was to analyze the effects of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014289768
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Does information asymmetry predict audit fees?
Frino, Alex; Palumbo, Riccardo; Rosati, Pierangelo - In: Accounting and finance 63 (2023) 2, pp. 2597-2619
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014302110
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Is liquidity provision informative? : evidence from agricultural futures markets
Ma, Richie R.; Serra, Teresa - In: American journal of agricultural economics 107 (2025) 1, pp. 125-151
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015166730
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Order types and natural price change : model and empirical study of the Chinese market
Liu, Siyu; Zhao, Chaoyi; Wu, Lan - In: International journal of financial engineering 9 (2022) 4, pp. 1-32
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014234454
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Credit rating agencies, information asymmetry and US bond liquidity
Lovo, Stefano M.; Raimbourg, Philippe; Salvadè, Federica - 2022
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014479911
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Do reported intangible assets create a better information environment?
Likitwongkajon, Napaporn - In: Global Business & Finance Review (GBFR) 29 (2024) 4, pp. 55-69
Purpose: This study investigates whether the identifiable intangible assets (IIA), goodwill (GW), and research and development expense (R&D) reported in the financial statements and annual reports of firms on the Stock Exchange of Thailand (SET) can improve the information environment, as...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015098904
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Neural network empowered liquidity pricing in a two-price economy under conic finance settings
Michielon, Matteo; Franquinho, Diogo; Gentile, Alessandro; … - In: Quantitative finance 24 (2024) 8, pp. 1129-1156
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196874
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Microstructure of the Chinese stock market : a historical review
Peng, Zhe; Xiong, Kainan; Yang, Yahui - In: Pacific-Basin finance journal 88 (2024), pp. 1-34
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015324595
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Research unbundling and market liquidity : evidence from MiFID II
Fu, Anqi; Jenkinson, Tim; Newton, David P.; Xie, Ru - In: European financial management : the journal of the … 30 (2024) 4, pp. 1759-1786
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015141957
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Endogenous market choice, listing regulations, and IPO spread : evidence from the London Stock Exchange
Hoque, Hafiz; Doukas, John A. - In: International journal of finance & economics : IJFE 29 (2024) 2, pp. 2360-2380
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014533423
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Arbitrage opportunities and efficiency tests in crypto derivatives
Alexander, Carol; Chen, Xi; Deng, Jun; Wang, Tianyi - In: Journal of financial markets 71 (2024), pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015178403
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Accruals anomalies could be explained by the adverse selection risk induced by the information structure : the case of the Japanese securities market
Isoyama, Hiroaki - In: Cogent economics & finance 12 (2024) 1, pp. 1-40
Accruals are regarded as investments in working capital and are an integral component in the growth process of firms. By assuming asymmetry of information among investors when predicting the returns on such investments, investors are exposed to adverse selection problems. Consequently, in market...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015386919
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Decentralised dealers? : examining liquidity provision in decentralised exchanges
Aquilina, Matteo; Foley, Sean; Gambacorta, Leonardo; … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015148006
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Inventory, market making, and liquidity in OTC markets
Cohen, Assa; Kargar, Mahyar; Lester, Benjamin; Weill, … - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015340198
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Sukuk liquidity and creditworthiness during COVID-19
Gubareva, Mariya; Sokolova, Tatiana V.; Umar, Zaghum; … - In: The quarterly review of economics and finance 94 (2024), pp. 88-92
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014494657
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Freedom of choice impact on country-specific liquidity commonality
Jain, Pawan; Mekhaimer, Mohamed; Spahr, Ronald W.; … - In: Review of quantitative finance and accounting 63 (2024) 1, pp. 265-309
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014546451
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An MA-MRR model for transaction-level analysis of high-frequency trading processes
Zhang, Qiang; Lu, Zu-di; Liu, Shancun; Yang, Haijun; … - In: Journal of management science and engineering 9 (2024) 1, pp. 53-61
The transaction-level analysis of security price changes by Madhavan, Richardson, and Roomans (1997, hereafter MRR) is a useful framework for financial analysis. The first-order Markov property of trading indicator variables is a critical assumption in the MRR model, which contradicts the...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014504715
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Forgery, market liquidity, and demat trading : evidence from the national stock exchange in India
Aney, Madhav S.; Banerji, Sanjay - 2024
We analyse the impact of the introduction of a new technology on the National Stock Exchange in India that allowed trading of stocks without the need to transfer paper share certificates (demat trading). We document a decrease in the bid-ask spread and an increase in trading volume following its...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014536091
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Futures trading costs and market microstructure invariance : identifying bet activity
Hou, Ai Jun; Nordén, Lars L.; Xu, Caihong - In: The journal of futures markets 44 (2024) 6, pp. 901-922
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014536704
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Optimal liquidation using extended trading close for multiple trading days
Zhu, Janchang; Zhang, Leilei; Sun, Xuchu - In: Financial innovation : FIN 10 (2024), pp. 1-33
The extended trading close (ETC) provides institutional investors an opportunity to trade at the closing price after the regular trading session (RTS) and disclosing the order imbalances to other market participants. ETCs exist in the Nasdaq, the SSE STAR, the SZSE ChiNext and the TWSE. To help...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014541683
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Limit order book dynamics and order size modelling using Compound Hawkes Process
Jain, Konark; Firoozye, Nikan B.; Kochems, Jonathan; … - In: Finance research letters 69 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015080930
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The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery
Patel, Harihar; Guidi, Francesco - In: Research in international business and finance 70 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015053314
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Optimal trade execution in cryptocurrency markets
Bundi, Nils; Wei, Ching-Lin; Khashanah, Khaldoun - In: Digital finance : smart data analytics, investment … 6 (2024) 2, pp. 283-318
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014584489
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The determinants of limit order cancellations
Dahlström, Petter; Hagströmer, Björn; Nordén, Lars L. - In: The financial review : the official publication of the … 59 (2024) 1, pp. 181-201
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014483152
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Picking a thorny rose : optimal trading with spread-based return predictability
Feng, Linjun; Li, Ya; Xu, Jing - In: European financial management : the journal of the … 30 (2024) 4, pp. 2343-2375
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015142018
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Tick size, competition for liquidity provision, and price discovery : evidence from the u.s. treasury market
Fleming, Michael J.; Nguyen, Giang H.; Ruela, Francisco - In: Management science : journal of the Institute for … 70 (2024) 1, pp. 332-354
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014470002
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The relation between intraday limit order book depth and spread
Aidov, Alexandre; Lobanova, Olesya - In: International Journal of Financial Studies : open … 9 (2021) 4, pp. 1-13
Prior studies that examine the relation between market depth and bid-ask spread are often limited to the first level of the limit order book. However, the full limit order book provides important information beyond the first level about the depth and spread, which affects the trading decisions...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10012698289
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A comprehensive study on bid-ask spread and its determinants in India
Pan, Aritra; Misra, Arun Kumar - In: Cogent economics & finance 9 (2021) 1, pp. 1-23
Determinants of bid-ask spread have been explored significantly for low-frequency datasets in many developed markets. Researchers have identified share price, traded volume, market-capitalization, return volatility, and number of trades as the prime spread drivers. However, the validity of these...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10013183849
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An empirical examination of asymmetry on exchange rate spread using the quantile autoregressive distributed lag (QARDL) model
Sahin, Goktug; Şahin, Afşin - In: Journal of Risk and Financial Management 16 (2023) 1, pp. 1-25
In economics, some transactions are conducted by the bid rate, and some are conducted by the ask rate. The spread between these two rates creates an essential cost and inefficiency for the economy. Taking these problems into account, the purpose of this study was to analyze the effects of...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014332813
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Dealer capacity and US treasury market functionality
Duffie, Darrell; Fleming, Michael J.; Keane, Frank; … - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014414405
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When do low-frequency measures really measure effective spreads? : evidence from equity and foreign exchange markets
Jahan-Parvar, Mohammad R.; Zikes, Filip - In: The review of financial studies 36 (2023) 10, pp. 4190-4232
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014392048
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Tick size, liquid stocks and market quality : evidence from a natural experiment in a unique setting
Gülay, Güzhan; Ersan, Yaşar - In: Borsa Istanbul Review 23 (2023) 5, pp. 1037-1057
We study the causal impacts of a tick size reduction policy in highly liquid stocks, exploiting a unique experiment in Borsa Istanbul leading to substantial exogenous variation in the tick size. Adapting a differences-in-differences strategy with a novel limit order and trade book data with...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014383529
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Funding liquidity and stocks' market liquidity : structural estimation from high-frequency data
Aielli, Gian Piero; Pirino, Davide - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014446493
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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, ebvufind01.dmz1.zbw.eu/10014322443
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Optimal tick size
Graziani, Giuliano; Rindi, Barbara - 2023 - This version: January 29, 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014248316
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When Does the Tick Size Help or Harm Market Quality? Evidence from the Tick Size Pilot
Barardehi, Yashar H.; Dixon, Peter; Liu, Qiyu; Lohr, Ariel - 2023
Tick sizes provide a market quality tradeoff between pricing fidelity and undercutting - suggesting that the same tick size change may affect narrow and wide-spread stocks differently. Using comprehensive depth-of-book data we study the imposition and conclusion of the Tick Size Pilot (TSP)...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014258548
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The influence of oil price uncertainty on stock liquidity
Zhang, Qin; Wong, Jin Boon - In: The journal of futures markets 43 (2023) 2, pp. 141-167
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014292990
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The effects of volatility on liquidity in the treasury market
Meldrum, Andrew; Sokolinskiy, Oleg - 2023
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014284237
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Impact of MiFID II tick-size regime on equity markets : evidence from the LSE
Favaretto, Eros; Lepone, Andrew; Lepone, Grace - In: European financial management : the journal of the … 29 (2023) 1, pp. 109-149
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253884
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Investigating Stock Market Liquidity : Evidence from Zimbabwe Stock Exchange
Bonga, Wellington Garikai; Chimwai, Ledwin; Choga, Ireen - 2023
The absence of liquidity in the stock market causes uneasiness in the market. Proper trading strategies are devised when liquidity is present making the magnitude of returns determinable. The study investigated stock market liquidity levels for the Zimbabwe Stock Exchange during the pre-Covid...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014255145
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Does Better Liquidity for Large Orders Attract Institutional Investors and Analysts?Evidence from the Tick Size Pilot Program
Deng, Mengdie; Lin, Tse-Chun; Zhou, Jiayu - 2023
Based on SEC’s Tick Size Pilot Program, we hypothesize and find that the improved liquidity for large orders disproportionately reduces the execution cost of institutional investors and thus increases their ownership of the treated firms with a larger tick size during the pilot program. The...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014257403
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Modeling the Bid and Ask Prices of Options
Madan, Dilip B.; Schoutens, Wim; Wang, King - 2023
Comonotone additivity for two price economy bid and ask prices motivates combining bid prices for call options with the ask prices for puts and the converse to construct two densities (termed lower and upper) reflected by these prices. The two densities scaled to a unit mean are here linked by...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014351371
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Market Liquidity and Competition among Designated Market Makers
Bellia, Mario; Pelizzon, Loriana; Subrahmanyam, Marti G.; … - 2023
Do competition and incentives offered to designated market makers (DMMs) improve market liquidity? We employ data from NYSE Euronext Paris to show that exogenous changes in contract design lead to significant decreases in quoted and effective spreads. In particular, market liquidity increases...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014351548
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Modeling bid and ask price dynamics with an extended hawkes process and its empirical applications for high-frequency stock market data
Lee, Kyungsub; Seo, Byoung Ki - In: Journal of financial econometrics 21 (2023) 4, pp. 1099-1142
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014391445
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The effect of comprehensiveness levels and assurance quality of sustainability reports and investor protection levels on information asymmetry
Safitri, Annisa; Wardhani, Ratna - In: International journal of trade and global markets 17 (2023) 3/4, pp. 270-279
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014313070
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A tale of two contracts : examining the behavior of bid-ask spreads of corn futures in China
Li, Miao; Xiong, Tao; Li, Ziran - In: The journal of futures markets 43 (2023) 6, pp. 792-806
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014293232
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A span of continuous trades and liquidity dynamics in foreign exchange markets
Chien, Chih-Chung; Chen, Shikuan; Chang, Ming-Jen - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 144-168
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014253161
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