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subject:"Stock market"
~isPartOf:"Journal of economic dynamics & control"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Corporate liquidity"
~subject:"Geld-Brief-Spanne"
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Search: subject_exact:"Geld-Brief-Spanne"
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Stock market
Corporate liquidity
Geld-Brief-Spanne
Bid-ask spread
25
USA
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United States
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Securities trading
8
Wertpapierhandel
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Liquidity
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1984-2008
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Bessembinder, Hendrik
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Journal of economic dynamics & control
Journal of financial and quantitative analysis : JFQA
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
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Pacific-Basin finance journal
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International review of economics & finance : IREF
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The European journal of finance
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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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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
14
NBER working paper series
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Research in international business and finance
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International journal of theoretical and applied 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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Global finance journal
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Market microstructure and liquidity
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International journal of economics and finance
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CFS working paper series
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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
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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)
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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
Does the bid-ask spread affect trading in exchange operated dark pools? : evidence from a natural experiment
Huu Nhan Duong
;
Kalev, Petko S.
;
Tian, Xiao Jason
- In:
Journal of economic dynamics & control
139
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013464908
Saved in:
4
What drives intraday reversal? : illiquidity or liquidity oversupply?
Kang, Junqing
;
Lin, Shen
;
Xiong, Xiong
- In:
Journal of economic dynamics & control
136
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013393677
Saved in:
5
Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading
Takayama, Shino
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-34
Persistent link: https://www.econbiz.de/10012666959
Saved in:
6
Optimal execution with regime-switching market resilience
Siu, Chi Chung
;
Guo, Ivan
;
Zhu, Song-Ping
;
Elliott, …
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 17-40
Persistent link: https://www.econbiz.de/10012131017
Saved in:
7
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
Saved in:
8
The impact of reduced pre-trade transparency regimes on market quality
Kovaleva, Polina
;
Iori, Giulia
- In:
Journal of economic dynamics & control
57
(
2015
),
pp. 145-162
Persistent link: https://www.econbiz.de/10011574605
Saved in:
9
Resiliency of the limit order book
Lo, Danny K.
;
Hall, Anthony D.
- In:
Journal of economic dynamics & control
61
(
2015
),
pp. 222-244
Persistent link: https://www.econbiz.de/10011589534
Saved in:
10
Algorithmic trading and the market for liquidity
Hendershott, Terrence
;
Riordan, Ryan
- In:
Journal of financial and quantitative analysis : JFQA
48
(
2013
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10010255218
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