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subject:"Liquidity"
~isPartOf:"Journal of banking & finance"
~subject:"Marktmikrostruktur"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Bid-ask spread"
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Liquidity
Marktmikrostruktur
Optionsgeschäft
Bid-ask spread
35
Geld-Brief-Spanne
35
Theorie
11
Theory
11
Market liquidity
10
Marktliquidität
9
Market microstructure
8
Liquidität
7
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Chung, Kee H.
2
Kaserer, Christoph
2
Ahn, Hee-joon
1
Amaya, Diego
1
Ap Gwilym, Owain
1
Bartram, Söhnke M.
1
Cakici, Nusret
1
Cao, Charles Q.
1
Chen, Yu-lun
1
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1
Chuwonganant, Chairat
1
Clare, Andrew D.
1
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1
Filbien, Jean-Yves
1
Gau, Yin-feng
1
Griffith, Todd
1
Guillaume, Florence
1
Hautsch, Nikolaus
1
Hendershott, Terrence
1
Hess, Dieter
1
Jiang, Jing
1
Kim, Youngsoo
1
Leippold, Markus
1
Mizrach, Bruce Marshall
1
Okou, Cédric
1
Otsubo, Yoichi
1
Roch, Alexandre F.
1
Roseman, Brian
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Rösch, Chistoph G.
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1
Shang, Danjue
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Thomas, Stephen D.
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Wei, Jason
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Journal of banking & finance
Journal of financial markets
28
Finance research letters
24
Journal of financial economics
21
Journal of international financial markets, institutions & money
20
International review of financial analysis
14
Pacific-Basin finance journal
14
Journal of empirical finance
12
The journal of futures markets
11
Market microstructure and liquidity
10
Research in international business and finance
10
The European journal of finance
10
The financial review : the official publication of the Eastern Finance Association
8
International journal of economics and finance
7
International review of economics & finance : IREF
7
Quantitative finance
7
Review of quantitative finance and accounting
7
The review of financial studies
7
Discussion paper / Centre for Economic Policy Research
6
Economic modelling
6
International journal of theoretical and applied finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
NES working paper series : working paper
6
The journal of finance : the journal of the American Finance Association
6
Working paper / National Bureau of Economic Research, Inc.
6
Applied economics letters
5
European financial management : the journal of the European Financial Management Association
5
Global finance journal
5
International journal of financial engineering
5
Journal of economic dynamics & control
5
Journal of financial and quantitative analysis : JFQA
5
NBER working paper series
5
Staff reports / Federal Reserve Bank of New York
5
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
5
Asia-Pacific journal of financial studies
4
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
4
Emerging markets review
4
Journal of economics and finance
4
NBER Working Paper
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Liquidity and the cross-section of international stock returns
Cakici, Nusret
;
Zaremba, Adam
- In:
Journal of banking & finance
127
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012820574
Saved in:
2
The effects of an increase in equity tick size on stock and option transaction costs
Griffith, Todd
;
Roseman, Brian
;
Shang, Danjue
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012489027
Saved in:
3
Distilling liquidity costs from limit order books
Amaya, Diego
;
Filbien, Jean-Yves
;
Okou, Cédric
;
Roch, …
- In:
Journal of banking & finance
94
(
2018
),
pp. 16-34
Persistent link: https://www.econbiz.de/10011965700
Saved in:
4
Discrete-time option pricing with stochastic liquidity
Leippold, Markus
;
Schärer, Steven
- In:
Journal of banking & finance
75
(
2017
),
pp. 1-16
Persistent link: https://www.econbiz.de/10011742148
Saved in:
5
The LIX : a model-independent liquidity index
Guillaume, Florence
- In:
Journal of banking & finance
58
(
2015
),
pp. 214-231
Persistent link: https://www.econbiz.de/10011543981
Saved in:
6
The market microstructure of the European climate exchange
Mizrach, Bruce Marshall
;
Otsubo, Yoichi
- In:
Journal of banking & finance
39
(
2014
),
pp. 107-116
Persistent link: https://www.econbiz.de/10010340767
Saved in:
7
Asymmetric responses of ask and bid quotes to information in the foreign exchange market
Chen, Yu-lun
;
Gau, Yin-feng
- In:
Journal of banking & finance
38
(
2014
),
pp. 194-204
Persistent link: https://www.econbiz.de/10010340779
Saved in:
8
Reprint of: Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Chistoph G.
;
Kaserer, Christoph
- In:
Journal of banking & finance
45
(
2014
),
pp. 152-170
Persistent link: https://www.econbiz.de/10010466608
Saved in:
9
Liquidity provision and stock return predictability
Hendershott, Terrence
;
Seasholes, Mark S.
- In:
Journal of banking & finance
45
(
2014
),
pp. 140-151
Persistent link: https://www.econbiz.de/10010466615
Saved in:
10
Market liquidity in the financial crisis : the role of liquidity commonality and flight-to-quality
Rösch, Christoph G.
;
Kaserer, Christoph
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2284-2302
Persistent link: https://www.econbiz.de/10009760681
Saved in:
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