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subject:"Theorie"
~isPartOf:"Journal of banking & finance"
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Search: subject_exact:"Geld-Briefkurs-Spanne"
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Theorie
Bid-ask spread
35
Geld-Brief-Spanne
35
Theory
11
Market liquidity
10
Marktliquidität
9
Market microstructure
8
Marktmikrostruktur
8
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7
Liquidität
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Handelsvolumen der Börse
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Asymmetric information
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Betriebliche Liquidität
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Volatilität
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Ankündigungseffekt
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Kaserer, Christoph
2
Ahn, Hee-joon
1
Amaya, Diego
1
Bacidore, Jeffrey M.
1
Cao, Charles Q.
1
Chen, Peter
1
Chen, Yu-lun
1
Cho̕e, Hyuk
1
Filbien, Jean-Yves
1
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1
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1
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1
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1
Hess, Dieter
1
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1
Okou, Cédric
1
Roch, Alexandre F.
1
Rösch, Chistoph G.
1
Rösch, Christoph G.
1
Taylor, Nicholas
1
Veredas, David
1
Wu, Chunchi
1
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1
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Journal of banking & finance
Journal of financial economics
13
Journal of financial markets
12
The review of financial studies
10
International journal of theoretical and applied finance
8
Quantitative finance
8
Working paper / National Bureau of Economic Research, Inc.
7
Discussion paper / Centre for Economic Policy Research
6
Journal of international financial markets, institutions & money
6
The European journal of finance
6
Finance research letters
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Market microstructure and liquidity
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
NBER working paper series
5
Review of quantitative finance and accounting
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
European financial management : the journal of the European Financial Management Association
4
NES working paper series : working paper
4
Research in international business and finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of trading
4
Working paper
4
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
4
Applied economics
3
CFS working paper series
3
Federal Reserve Bank of Cleveland working paper series
3
Finance and stochastics
3
Gabler Edition Wissenschaft
3
International journal of financial engineering
3
International review of economics & finance : IREF
3
International review of financial analysis
3
Journal of economic theory
3
Journal of forecasting
3
Les cahiers de recherche / HEC Paris
3
NBER Working Paper
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Research paper series / Swiss Finance Institute
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SFB 649 discussion paper
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1
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:
2
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:
3
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:
4
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:
5
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:
6
The impact of macroeconomic news on quote adjustments, noise, and informational volatility
Hautsch, Nikolaus
;
Hess, Dieter
;
Veredas, David
- In:
Journal of banking & finance
35
(
2011
)
10
,
pp. 2733-2746
Persistent link: https://www.econbiz.de/10009273874
Saved in:
7
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
8
Payout policy, taxes, and the relation between returns and the bid-ask spread
Gottesman, Aron A.
;
Jacoby, Gady
- In:
Journal of banking & finance
30
(
2006
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003285593
Saved in:
9
The economic and statistical significance of spread forecasts : evidence from the London Stock Exchange
Taylor, Nicholas
- In:
Journal of banking & finance
26
(
2002
)
4
,
pp. 795-818
Persistent link: https://www.econbiz.de/10001656950
Saved in:
10
Decimalization, adverse selection, and market maker rents
Bacidore, Jeffrey M.
- In:
Journal of banking & finance
25
(
2001
)
5
,
pp. 829-855
Persistent link: https://www.econbiz.de/10001570894
Saved in:
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