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Bid-ask spread
56
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56
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International review of economics & finance : IREF
International review of financial analysis
Market microstructure and liquidity
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
34
Finance research letters
33
Journal of financial economics
32
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1
The optimal strategies of competitive high-frequency traders and effects on market liquidity
Ge, Hengshun
;
Yang, Haijun
;
Doukas, John A.
- In:
International review of economics & finance : IREF
91
(
2024
),
pp. 653-679
Persistent link: https://www.econbiz.de/10014492246
Saved in:
2
Realized volatility, price informativeness, and tick size : a market microstructure approach
Xiao, Xijuan
;
Yamamoto, Ryuichi
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 410-426
Persistent link: https://www.econbiz.de/10014446466
Saved in:
3
Media coverage and stock liquidity : evidence from China
Huang, Can
;
Huang, Hung-Yi
;
Ho, Kung-Cheng
- In:
International review of economics & finance : IREF
89
(
2024
)
1
,
pp. 665-682
Persistent link: https://www.econbiz.de/10014446514
Saved in:
4
Effect of corporate disclosure and press media on market liquidity : evidence from Japan
Aman, Hiroyuki
;
Moriyasu, Hiroshi
- In:
International review of financial analysis
82
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013431127
Saved in:
5
Retail investor attention and the limit order book : intraday analysis of attention-based trading
Meshcheryakov, Artem
;
Winters, Drew B.
- In:
International review of financial analysis
81
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013411594
Saved in:
6
Limit order book (LOB) shape modeling in presence of heterogeneously informed market participants
Drame, Mouhamad
- In:
Market microstructure and liquidity
5
(
2019
)
1/4
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012820075
Saved in:
7
Day-of-the-week effect and spread determinants : some international evidence from equity markets
Gillas, Konstantinos Gkillas
;
Vortelinos, Dimitrios I.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 268-288
Persistent link: https://www.econbiz.de/10012627781
Saved in:
8
Short-selling, margin-trading, and stock liquidity : evidence from the Chinese stock markets
Ye, Qing
;
Zhou, Shengjie
;
Zhang, Jie
- In:
International review of financial analysis
71
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012437108
Saved in:
9
Liquidity commonality and high frequency trading: evidence from the French stock market
Anagnostidis, Panagiotis
;
Fontaine, Patrice
- In:
International review of financial analysis
69
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012317380
Saved in:
10
Factor return forecasting using cashflow spreads
Dai, Yiqing
;
Haque, Tariq
;
Zurbruegg, Ralf
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 917-931
Persistent link: https://www.econbiz.de/10012487459
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