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subject:"Liquidity"
~isPartOf:"The journal of futures markets"
~subject:"Marktmikrostruktur"
~subject:"Optionsgeschäft"
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Search: subject_exact:"Bid-ask spread"
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Liquidity
Marktmikrostruktur
Optionsgeschäft
Bid-ask spread
34
Geld-Brief-Spanne
34
Index futures
10
Index-Futures
10
USA
9
United States
9
Derivat
8
Derivative
8
Handelsvolumen der Börse
7
Option trading
7
Trading volume
7
Electronic trading
4
Elektronisches Handelssystem
4
Großbritannien
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United Kingdom
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Volatility
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Volatilität
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Arbitrage
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Commodity derivative
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Estimation
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Hong Kong
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Hongkong
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Market microstructure
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Rohstoffderivat
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Schweden
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Schätzung
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Sweden
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1993-1994
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Adverse Selektion
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Adverse selection
2
Ankündigungseffekt
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Announcement effect
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Asymmetric information
2
Asymmetrische Information
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Bartram, Söhnke M.
1
Berchtold, Frederik
1
Cao, Charles Q.
1
Ding, David K.
1
Fehle, Frank
1
Fischer, Klaus P.
1
Galai, Dan
1
Hagströmer, Björn
1
Hansch, Oliver
1
Henricsson, Richard
1
Khoury, Nabil T.
1
Lepone, Andrew
1
Nordén, Lars
1
Nordén, Lars L.
1
Petrella, Giovanni
1
Ryu, Doo-jin
1
Ryu, Doojin
1
Shraiber, Bentsi
1
Shrider, David G.
1
Wang, Xiaoxin
1
Webb, Robert I.
1
Yang, Jin Young
1
Yu, Jinyoung
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The journal of futures markets
Journal of financial markets
28
Finance research letters
24
Journal of financial economics
21
Journal of international financial markets, institutions & money
20
Journal of banking & finance
17
International review of financial analysis
14
Pacific-Basin finance journal
14
Journal of empirical finance
12
Market microstructure and liquidity
10
Research in international business and finance
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The European journal of finance
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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
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NBER Working Paper
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Research paper series / Swiss Finance Institute
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ECONIS (ZBW)
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1
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
2
Components of the bid-ask spread and variance : a unified approach
Hagströmer, Björn
;
Henricsson, Richard
;
Nordén, Lars L.
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011568452
Saved in:
3
Bid-ask spreads and implied volatilities of key players in a FX options market
Galai, Dan
;
Shraiber, Bentsi
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 774-794
Persistent link: https://www.econbiz.de/10009779084
Saved in:
4
The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 660-682
Persistent link: https://www.econbiz.de/10010218792
Saved in:
5
Intraday price formation and bid-ask spread components : a new approach using a cross-market model
Ryu, Doo-jin
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1142-1169
Persistent link: https://www.econbiz.de/10009355728
Saved in:
6
The information content of an open limit-order book
Cao, Charles Q.
;
Hansch, Oliver
;
Wang, Xiaoxin
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 16-41
Persistent link: https://www.econbiz.de/10003826609
Saved in:
7
Does adverse selection affect bid-ask spreads for options?
Bartram, Söhnke M.
;
Fehle, Frank
;
Shrider, David G.
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 417-437
Persistent link: https://www.econbiz.de/10003699683
Saved in:
8
Option bid-ask spread and scalping risk : evidence from a covered warrants market
Petrella, Giovanni
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003356469
Saved in:
9
Information flows and option bid/ask spreads
Berchtold, Frederik
;
Nordén, Lars
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1147-1172
Persistent link: https://www.econbiz.de/10003244359
Saved in:
10
The effect of multiple listings on the bid-ask spread in option markets : the case of Montreal Exchange
Khoury, Nabil T.
;
Fischer, Klaus P.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001696753
Saved in:
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