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~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of trading"
~subject:"Bid-ask spread"
~subject:"Theory"
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Bid-ask spread
Theory
Electronic trading
45
Elektronisches Handelssystem
45
Securities trading
21
Wertpapierhandel
21
Theorie
14
Börsenkurs
11
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11
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Blocher, Jesse
2
Cooper, Rick
2
Seddon, Jonathan
2
Van Vliet, Benjamin
2
Agatonovic, Milos
1
Aït-Sahalia, Yacine
1
Bacidore, Jeffrey M.
1
Bada, Oualid
1
Bae, Jungsun Sunny
1
Brunetti, Celso
1
Chen, Fei
1
Daigler, Robert T.
1
Diebold, Francis X.
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1
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Kissell, Robert
1
Kneip, Alois
1
Liebl, Dominik
1
Lorenz, Julian
1
Mangram, Myles E.
1
Martins, Carlos Jorge Lenczewski
1
Maurer, Kai-Oliver
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Mensinger, Tim
1
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1
Muthuswamy, Jayaram
1
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1
Palmer, John
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Schmidt, Anatoly B.
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Schäfer, Carsten
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Journal of econometrics
The journal of trading
Journal of financial markets
15
Journal of financial economics
14
Computational economics
11
Market microstructure and liquidity
10
Quantitative finance
9
Research in international business and finance
8
The review of financial studies
8
Finance research letters
7
Applied mathematical finance
6
Discussion paper / Centre for Economic Policy Research
6
Gabler Edition Wissenschaft
6
Journal of economic dynamics & control
6
Journal of international financial markets, institutions & money
6
Working papers
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Journal of banking & finance
5
Research paper series / Swiss Finance Institute
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The journal of futures markets
5
Working paper / National Bureau of Economic Research, Inc.
5
CFS working paper series
4
International review of economics & finance : IREF
4
Journal of mathematical finance
4
SAFE working paper
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The quarterly journal of finance
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3
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Finance and stochastics
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Financial innovation : FIN
3
Financial market structure and dynamics : proceedings of a conference held by the Bank of Canada, November 2001
3
International journal of theoretical and applied finance
3
International review of financial analysis
3
Journal of economic behavior & organization : JEBO
3
Journal of empirical finance
3
Journal of risk and financial management : JRFM
3
Les cahiers de recherche / HEC Paris
3
Management science : journal of the Institute for Operations Research and the Management Sciences
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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NBER Working Paper
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ECONIS (ZBW)
15
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1
-
10
of
15
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date (oldest first)
1
A wavelet method for panel models with jump discontinuities in the parameters
Bada, Oualid
;
Kneip, Alois
;
Liebl, Dominik
;
Mensinger, Tim
- In:
Journal of econometrics
226
(
2022
)
2
,
pp. 399-422
Persistent link: https://www.econbiz.de/10013461818
Saved in:
2
High frequency traders and the price process
Aït-Sahalia, Yacine
;
Brunetti, Celso
- In:
Journal of econometrics
217
(
2020
)
1
,
pp. 20-45
Persistent link: https://www.econbiz.de/10012482736
Saved in:
3
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
13
(
2018
)
4
,
pp. 119-128
Persistent link: https://www.econbiz.de/10012017521
Saved in:
4
Machine learning for algorithmic trading and trade schedule optimization
Kissell, Robert
;
Bae, Jungsun Sunny
- In:
The journal of trading
13
(
2018
)
4
,
pp. 138-147
Persistent link: https://www.econbiz.de/10012017548
Saved in:
5
DTER and DTTER as high-frequency trading efficiency ratios
Martins, Carlos Jorge Lenczewski
- In:
The journal of trading
12
(
2017
)
4
,
pp. 39-55
Persistent link: https://www.econbiz.de/10011876884
Saved in:
6
Phantom liquidity and high-frequency quoting
Blocher, Jesse
;
Cooper, Rick
;
Seddon, Jonathan
;
Van …
- In:
The journal of trading
11
(
2016
)
3
,
pp. 6-15
Persistent link: https://www.econbiz.de/10011697583
Saved in:
7
The effect of high-frequency market making on option market liquidity
Mishra, Suchi
;
Daigler, Robert T.
;
Holowczak, Richard
- In:
The journal of trading
11
(
2016
)
4
,
pp. 56-76
Persistent link: https://www.econbiz.de/10011697653
Saved in:
8
Effects of high-frequency trading in the multidealer spot foreign exchange
Schmidt, Anatoly B.
- In:
The journal of trading
10
(
2015
)
2
,
pp. 72-78
Persistent link: https://www.econbiz.de/10011293525
Saved in:
9
Balancing execution risk and trading cost in portfolio trading algorithms
Bacidore, Jeffrey M.
;
Wu, Di
;
Xu, Wenjie
- In:
The journal of trading
8
(
2013
)
4
,
pp. 37-43
Persistent link: https://www.econbiz.de/10010211738
Saved in:
10
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
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