//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"International journal of theoretical and applied finance"
~language:"eng"
~subject:"Theorie"
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Bid-ask spread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Bid-ask spread
12
Geld-Brief-Spanne
12
Theory
8
Securities trading
5
Wertpapierhandel
5
Market microstructure
4
Marktmikrostruktur
4
Börsenkurs
3
Derivat
3
Derivative
3
Limit order book
3
Share price
3
Hedging
2
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
Transaction costs
2
Transaktionskosten
2
Volatility
2
Volatilität
2
bid-ask spread
2
liquidity
2
1993
1
Agent-based modeling
1
Agentenbasierte Modellierung
1
Arbitrage
1
Black model
1
Bourse
1
Börse
1
CAPM
1
CVA
1
Choquet integral
1
Conic finance
1
Credit derivative
1
Credit risk
1
Currency derivative
1
DVA
1
Devisenmarkt
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
Author
All
Abergel, Frédéric
1
Afful, Kofi B.
1
Ané, Thierry
1
Cera, Katharina
1
Cherny, Alexander
1
Chevalier, Etienne
1
DeMatos, João Amaro
1
DoRosário, João Sobral
1
Hofmeister, Tyler
1
Jedidi, Aymen
1
Khedher, Asma
1
Lacoste, Vincent
1
Ly Vath, Vathana
1
Madan, Dilip B.
1
Michielon, Matteo
1
Roch, Alexandre
1
Schmidt, Julia
1
Scotti, Simone
1
Spreij, Peter
1
Sviščuk, Anatolij
1
more ...
less ...
Published in...
All
International journal of theoretical and applied finance
Journal of financial economics
13
Journal of financial markets
12
Journal of banking & finance
11
The review of financial studies
10
Quantitative finance
8
Journal of international financial markets, institutions & money
6
Review of quantitative finance and accounting
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
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
European financial management : the journal of the European Financial Management Association
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
Applied economics
3
Economic modelling
3
Finance and stochastics
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
Applied economics letters
2
Computational economics
2
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Finance : revue de l'Association Française de Finance
2
Handbook of experimental economics results ; Vol. 1
2
International journal of finance & economics : IJFE
2
Journal of applied econometrics
2
Journal of financial intermediation
2
Journal of mathematical economics
2
Journal of risk and financial management : JRFM
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
Saved in:
6
An explanation of non-equilibrium currency bid-ask spreads
Afful, Kofi B.
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 531-540
Persistent link: https://www.econbiz.de/10002171462
Saved in:
7
Market power and feedback effects from hedging derivatives
DeMatos, João Amaro
;
DoRosário, João Sobral
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 845-875
Persistent link: https://www.econbiz.de/10001763195
Saved in:
8
Understanding bid-ask spreads of derivatives under uncertain volatility and transaction costs
Ané, Thierry
;
Lacoste, Vincent
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 467-489
Persistent link: https://www.econbiz.de/10001584363
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->