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Search: subject_exact:"Bid-ask spread"
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Bid-ask spread
64
Geld-Brief-Spanne
64
Liquidity
26
Securities trading
26
Wertpapierhandel
26
Liquidität
23
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Finance research letters
Journal of financial economics
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12
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11
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10
International journal of theoretical and applied finance
8
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8
Working paper / National Bureau of Economic Research, Inc.
7
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6
Journal of international financial markets, institutions & money
6
The European journal of finance
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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5
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Size-adapted bond liquidity measures and their asset pricing implications
Reichenbacher, Michael
;
Schuster, Philipp
- In:
Journal of financial economics
146
(
2022
)
2
,
pp. 425-443
Persistent link: https://www.econbiz.de/10013482286
Saved in:
2
Bias in the effective bid-ask spread
Hagströmer, Björn
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 314-337
Persistent link: https://www.econbiz.de/10012650717
Saved in:
3
The term structure of liquidity provision
Conrad, Jennifer S.
;
Wahal, Sunil
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 239-259
Persistent link: https://www.econbiz.de/10012545428
Saved in:
4
Market making with convex quotes
Hwang, Hae-shin
;
Paan Jindapon
- In:
Finance research letters
37
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012484899
Saved in:
5
Commonality in ask-side vs. bid-side liquidity
Sensoy, Ahmet
- In:
Finance research letters
28
(
2019
),
pp. 198-207
Persistent link: https://www.econbiz.de/10012388306
Saved in:
6
Bid-ask spread and liquidity searching behaviour of informed investors in option markets
Bernales, Alejandro
;
Cañón, Carlos Iván
;
Verousis, Thanos
- In:
Finance research letters
25
(
2018
),
pp. 96-102
Persistent link: https://www.econbiz.de/10012003477
Saved in:
7
How does short selling affect liquidity in financial markets?
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Finance research letters
25
(
2018
),
pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
Saved in:
8
Stock repurchases and liquidity
Hillert, Alexander
;
Maug, Ernst
;
Obernberger, Stefan
- In:
Journal of financial economics
119
(
2016
)
1
,
pp. 186-209
Persistent link: https://www.econbiz.de/10011589751
Saved in:
9
The optimal pricing of a market maker in a heterogeneous agent economy
Guo, Bin
;
Zhang, Wei
;
Chen, Shu-Heng
;
Zhang, Yongjie
- In:
Finance research letters
14
(
2015
),
pp. 178-187
Persistent link: https://www.econbiz.de/10011552732
Saved in:
10
High frequency market microstructure
O'Hara, Maureen
- In:
Journal of financial economics
116
(
2015
)
2
,
pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
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