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isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Geld-Brief-Spanne"
~subject:"Liquidity"
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Geld-Brief-Spanne
Liquidity
Bid-ask spread
33
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Bessembinder, Hendrik
2
Braga-Alves, Marcus V.
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Huang, Roger D.
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Agrawal, Vipin
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Ammer, Mohammed Abdullah
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Asçioglu, Asli
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Balduzzi, Pierluigi
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Journal of financial and quantitative analysis : JFQA
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
35
Finance research letters
34
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
28
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
17
The European journal of finance
17
The financial review : the official publication of the Eastern Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
14
Research in international business and finance
14
International journal of theoretical and applied finance
12
Applied economics letters
11
European financial management : the journal of the European Financial Management Association
11
Global finance journal
11
Market microstructure and liquidity
11
Applied economics
10
NBER Working Paper
10
Economic modelling
9
International journal of economics and finance
9
Journal of economic dynamics & control
9
Journal of financial intermediation
9
Quantitative finance
9
Working paper
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CFS working paper series
8
The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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Emerging markets review
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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)
33
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1
Fragmentation and strategic market-making
Daures-Lescourret, Laurence
;
Moinas, Sophie
- In:
Journal of financial and quantitative analysis : JFQA
58
(
2023
)
4
,
pp. 1675-1700
Persistent link: https://www.econbiz.de/10014309555
Saved in:
2
An American call is worth more than a European call : the value of American exercise when the market is not perfectly liquid
Figlewski, Stephen
- In:
Journal of financial and quantitative analysis : JFQA
57
(
2022
)
3
,
pp. 1023-1057
Persistent link: https://www.econbiz.de/10013187327
Saved in:
3
The impact of order flow on event study returns : new evidence from zero-leverage firms
Zhang, Sijia
;
Gregoriou, Andros
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 627-634
Persistent link: https://www.econbiz.de/10012655584
Saved in:
4
The COVID-19 pandemic and stock liquidity : evidence from S&P 500
Chebbi, Kaouther
;
Ammer, Mohammed Abdullah
;
Hameed, Affan
- In:
The quarterly review of economics and finance : journal …
81
(
2021
),
pp. 134-142
Persistent link: https://www.econbiz.de/10012656271
Saved in:
5
Price stabilization, short selling, and IPO secondary market liquidity
Boulton, Thomas J.
;
Braga-Alves, Marcus V.
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 278-291
Persistent link: https://www.econbiz.de/10012417677
Saved in:
6
Political risk and the equity trading costs of cross-listed firms
Braga-Alves, Marcus V.
- In:
The quarterly review of economics and finance : journal …
69
(
2018
),
pp. 232-244
Persistent link: https://www.econbiz.de/10012035014
Saved in:
7
The evolution of market share among the U.S. options market platforms
Asçioglu, Asli
;
Holowczak, Richard
;
Louton, David
; …
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 196-214
Persistent link: https://www.econbiz.de/10011792308
Saved in:
8
Analysis of ETF bid-ask spread components
Ivanov, Stoyu I.
- In:
The quarterly review of economics and finance : journal …
61
(
2016
),
pp. 249-259
Persistent link: https://www.econbiz.de/10011627536
Saved in:
9
Bid-ask spreads, deviations from PPP and the forward prediction error : the case of the British pound and the euro
Grossmann, Axel
;
Simpson, Marc W.
- In:
The quarterly review of economics and finance : journal …
55
(
2015
),
pp. 124-139
Persistent link: https://www.econbiz.de/10011334657
Saved in:
10
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility around the world
Han, Yufeng
;
Hu, Ting
;
Lesmond, David A.
- In:
Journal of financial and quantitative analysis : JFQA
50
(
2015
)
6
,
pp. 1269-1292
Persistent link: https://www.econbiz.de/10011479098
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