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~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
~subject:"Adverse Selektion"
~subject:"Marktmikrostruktur"
~subject:"USA"
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Adverse Selektion
Marktmikrostruktur
USA
Bid-ask spread
16
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16
Securities trading
9
Wertpapierhandel
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bid-ask spread
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Chung, Kee H.
3
Baig, Ahmed
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Berkowitz, Jason
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DeLisle, Ronald Jared
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Dennis, Patrick
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Griffith, Todd
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The financial review : the official publication of the Eastern Finance Association
Journal of financial markets
30
Journal of financial economics
17
The journal of finance : the journal of the American Finance Association
17
Journal of international financial markets, institutions & money
16
The review of financial studies
16
Journal of empirical finance
14
Review of quantitative finance and accounting
14
Journal of banking & finance
13
Journal of financial and quantitative analysis : JFQA
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The journal of futures markets
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Pacific-Basin finance journal
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Finance research letters
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International review of financial analysis
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Market microstructure and liquidity
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Discussion paper / Centre for Economic Policy Research
7
Quantitative finance
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The European journal of finance
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Working paper
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International review of economics & finance : IREF
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Journal of financial intermediation
6
Management science : journal of the Institute for Operations Research and the Management Sciences
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NES working paper series : working paper
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Staff reports / Federal Reserve Bank of New York
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The journal of fixed income
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Working paper / National Bureau of Economic Research, Inc.
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CFS working paper series
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Economic modelling
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International journal of economics and finance
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International journal of financial engineering
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International journal of theoretical and applied finance
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Journal of business finance & accounting : JBFA
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Journal of economics and finance
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NBER working paper series
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The journal of real estate finance and economics
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Advances in investment analysis and portfolio management : a research annual
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1
COVID-19 intensity across U.S. states and the liquidity of U.S. equity markets
Baig, Ahmed
;
Berkowitz, Jason
;
DeLisle, Ronald Jared
; …
- In:
The financial review : the official publication of the …
58
(
2023
)
2
,
pp. 235-259
Persistent link: https://www.econbiz.de/10014305792
Saved in:
2
Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
The financial review : the official publication of the …
49
(
2014
)
3
,
pp. 435-460
Persistent link: https://www.econbiz.de/10010401381
Saved in:
3
Limit order book and commonality in liquidity
Kang, Wenjin
;
Zhang, Huiping
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10009717663
Saved in:
4
Nasdaq trading and trading costs : 1993 - 2002
Van Ness, Bonnie F.
;
Van Ness, Robert A.
;
Warr, Richard S.
- In:
The financial review : the official publication of the …
40
(
2005
)
3
,
pp. 281-304
Persistent link: https://www.econbiz.de/10003105026
Saved in:
5
Specialist risk attitudes and the bid-ask spread
Prucyk, Brian
- In:
The financial review : the official publication of the …
40
(
2005
)
2
,
pp. 223-255
Persistent link: https://www.econbiz.de/10002806933
Saved in:
6
Specialists, limit-order traders, and the components of the bid-ask spread
Chung, Kee H.
;
Ness, Bonnie F. van
;
Ness, Robert A. van
- In:
The financial review : the official publication of the …
39
(
2004
)
2
,
pp. 255-270
Persistent link: https://www.econbiz.de/10002041209
Saved in:
7
Stock splits and liquidity : the case of the Nasdaq-100 index tracking stock
Dennis, Patrick
- In:
The financial review : the official publication of the …
38
(
2003
)
3
,
pp. 415-433
Persistent link: https://www.econbiz.de/10001787283
Saved in:
8
Adverse-selection costs and the probability of information-based trading
Chung, Kee H.
;
Li, Mingsheng
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 257-272
Persistent link: https://www.econbiz.de/10001794880
Saved in:
9
Trade imbalances and inventory effects in long-term S&P 500 index options
Bharadwaj, Anu
;
Wiggins, James B.
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 293-309
Persistent link: https://www.econbiz.de/10001794884
Saved in:
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