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~isPartOf:"European financial management : the journal of the European Financial Management Association"
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Geld-Brief-Spanne"
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Search: subject_exact:"Bid-ask spread"
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Geld-Brief-Spanne
Bid-ask spread
23
Theorie
12
Theory
12
Securities trading
9
Wertpapierhandel
9
Market microstructure
7
Marktmikrostruktur
7
Börsenkurs
6
Share price
6
Liquidity
4
Liquidität
4
Transaction costs
4
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liquidity
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Option pricing theory
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Option trading
2
Optionsgeschäft
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Optionspreistheorie
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Stock market
2
Trading volume
2
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2
bid-ask spread
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Michielon, Matteo
2
Theissen, Erik
2
Abergel, Frédéric
1
Afful, Kofi B.
1
Angelidis, Timotheos
1
Ané, Thierry
1
Bakel, Sjoerd van
1
Benos, Alexandros Vassiliou
1
Blenman, Lloyd P.
1
Borovkova, Svetlana
1
Cera, Katharina
1
Chen, Jianguo
1
Cherny, Alexander
1
Chevalier, Etienne
1
Datar, Vinay T.
1
DeMatos, João Amaro
1
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1
DoRosário, João Sobral
1
Eeckhoudt, Louis R.
1
Favaretto, Eros
1
Gomber, Peter
1
Gresse, Carole
1
Hofmeister, Tyler
1
Jedidi, Aymen
1
John, Kose
1
Kasch-Haroutounian, Maria
1
Khedher, Asma
1
Khoury, Nabil T.
1
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1
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Ly Vath, Vathana
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Mateti, Ravi S.
1
Naik, Narayan Y.
1
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1
Ogden, Joseph P.
1
Perrakis, Stylianos
1
Roch, Alexandre
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European financial management : the journal of the European Financial Management Association
International journal of theoretical and applied finance
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 quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
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
Applied economics letters
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
9
The North American journal of economics and finance : a journal of financial economics studies
8
Applied financial economics
7
CFS working paper series
7
Emerging markets review
7
Journal of international money and finance
7
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
23
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date (oldest first)
1
Impact of MiFID II tick-size regime on equity markets : evidence from the LSE
Favaretto, Eros
;
Lepone, Andrew
;
Lepone, Grace
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 109-149
Persistent link: https://www.econbiz.de/10014253884
Saved in:
2
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
3
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
4
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
5
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
6
Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
Saved in:
7
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
8
The ex-dividend day behaviour of REITs : tax or market microstructure effects
John, Kose
;
Mateti, Ravi S.
;
Nguyen, Duong
;
Vasudevan, …
- In:
European financial management : the journal of the …
22
(
2016
)
3
,
pp. 341-366
Persistent link: https://www.econbiz.de/10011711706
Saved in:
9
The evolution of informed liquidity provision : evidence from an order-driven market
Wee, Marvin
;
Yang, Wenling
- In:
European financial management : the journal of the …
22
(
2016
)
5
,
pp. 882-915
Persistent link: https://www.econbiz.de/10011713172
Saved in:
10
Liquidity dynamics in an electronic open limit order book : an event study approach
Gomber, Peter
;
Schweickert, Uwe
;
Theissen, Erik
- In:
European financial management : the journal of the …
21
(
2015
)
1
,
pp. 52-78
Persistent link: https://www.econbiz.de/10010516705
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