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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Bid-ask spread"
~subject:"United States"
~type:"article"
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Bid-ask spread
United States
Handelsvolumen der Börse
14
Trading volume
14
USA
9
Börsenkurs
7
Share price
7
Capital market returns
4
Kapitalmarktrendite
4
Government securities
3
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3
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9
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Babbel, David F.
1
Balduzzi, Pierluigi
1
Bamber, Linda S.
1
Barron, Orie E.
1
Byun, Suk Joon
1
Chordia, Tarun
1
Elton, Edwin J.
1
Goyal, Amit
1
Green, Tracy Clifton
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Harford, Jarrad
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Hayunga, Darren K.
1
He, Xiaojun
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Jegadeesh, Narasimhan
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Kaul, Aditya
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Lung, Peter P.
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Meyer, Mark F.
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Stober, Thomas L.
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1
Velu, Raja P.
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Journal of financial and quantitative analysis : JFQA
The journal of finance : the journal of the American Finance Association
32
The review of financial studies
30
The journal of futures markets
24
Journal of financial economics
21
Journal of financial markets
21
Journal of banking & finance
20
Review of quantitative finance and accounting
12
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
10
Journal of international financial markets, institutions & money
9
Applied financial economics
8
International review of financial analysis
8
Finance research letters
7
The journal of business : B
7
International review of economics & finance : IREF
6
Journal of financial intermediation
6
The European journal of finance
6
Journal of economics and finance
5
Journal of empirical finance
5
Applied economics letters
4
International journal of business
4
International journal of economics and finance
4
Journal of economic dynamics & control
4
Pacific-Basin finance journal
4
The accounting review : a publication of the American Accounting Association
4
The journal of financial research
4
The journal of the American Taxation Association : a publ. of the Tax Section of the American Accounting Association
4
International journal of finance & economics : IJFE
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
Managerial finance
3
Research in international business and finance
3
Review of Pacific Basin financial markets and policies
3
Review of financial economics : RFE
3
The journal of derivatives : the official publication of the International Association of Financial Engineers
3
The journal of structured finance
3
American journal of finance and accounting
2
Applied economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic policy review
2
Finance India : the quarterly journal of Indian Institute of Finance
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1
Buyers versus sellers : who initiates trades, and when?
Chordia, Tarun
;
Goyal, Amit
;
Jegadeesh, Narasimhan
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
5
,
pp. 1467-1490
Persistent link: https://www.econbiz.de/10011665130
Saved in:
2
Continuing overreaction and stock return predictability
Byun, Suk Joon
;
Lim, Sonya Seongyeon
;
Yun, Sang Hyun
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
6
,
pp. 2015-2046
Persistent link: https://www.econbiz.de/10011654753
Saved in:
3
Volume and volatility in a common-factor mixture of distributions model
He, Xiaojun
;
Velu, Raja P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
1
,
pp. 33-49
Persistent link: https://www.econbiz.de/10010407917
Saved in:
4
Trading in the options market around financial analysts' consensus revisions
Hayunga, Darren K.
;
Lung, Peter P.
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 725-747
Persistent link: https://www.econbiz.de/10010487740
Saved in:
5
Correlated order flow : pervasiveness, sources, and pricing effects
Harford, Jarrad
;
Kaul, Aditya
- In:
Journal of financial and quantitative analysis : JFQA
40
(
2005
)
1
,
pp. 29-55
Persistent link: https://www.econbiz.de/10002698986
Saved in:
6
The effect of transaction size on off-the-run treasury prices
Babbel, David F.
;
Merrill, Craig B.
;
Meyer, Mark F.
; …
- In:
Journal of financial and quantitative analysis : JFQA
39
(
2004
)
3
,
pp. 595-611
Persistent link: https://www.econbiz.de/10002233851
Saved in:
7
Economic news and bond prices : evidence from the US treasury market
Balduzzi, Pierluigi
;
Elton, Edwin J.
;
Green, Tracy Clifton
- In:
Journal of financial and quantitative analysis : JFQA
36
(
2001
)
4
,
pp. 523-543
Persistent link: https://www.econbiz.de/10001651573
Saved in:
8
Differential interpretations and trading volume
Bamber, Linda S.
;
Barron, Orie E.
;
Stober, Thomas L.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
3
,
pp. 369-386
Persistent link: https://www.econbiz.de/10001453440
Saved in:
9
A trading volume benchmark : theory and evidence
Tkac, Paula A.
- In:
Journal of financial and quantitative analysis : JFQA
34
(
1999
)
1
,
pp. 89-114
Persistent link: https://www.econbiz.de/10001436342
Saved in:
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