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Year of publication
Subject
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Bid-ask spread 1,980 Geld-Brief-Spanne 1,937 Theorie 701 Theory 686 Wertpapierhandel 586 Liquidity 573 Securities trading 573 Liquidität 542 Börsenkurs 536 Share price 523 Market microstructure 466 Marktmikrostruktur 450 Market liquidity 377 Marktliquidität 377 Aktienmarkt 318 Stock market 306 USA 298 United States 290 Trading volume 245 Asymmetric information 243 Asymmetrische Information 243 Handelsvolumen der Börse 240 Schätzung 236 Transaction costs 230 Transaktionskosten 230 Estimation 229 Volatilität 229 Volatility 226 Börsenhandel 218 Stock exchange trading 218 Elektronisches Handelssystem 209 Electronic trading 208 bid-ask spread 155 Optionsgeschäft 125 Option trading 124 Adverse selection 116 Adverse Selektion 113 Börsenmakler 111 Stockbrokers 111 liquidity 103
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Online availability
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Free 754 Undetermined 596 CC license 21
Type of publication
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Article 1,408 Book / Working Paper 953 Other 9 Journal 1
Type of publication (narrower categories)
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Article in journal 1,193 Aufsatz in Zeitschrift 1,193 Working Paper 349 Graue Literatur 323 Non-commercial literature 323 Arbeitspapier 298 Hochschulschrift 58 Aufsatz im Buch 57 Book section 57 Thesis 47 Collection of articles written by one author 16 Sammlung 16 Article 15 research-article 10 Dissertation u.a. Prüfungsschriften 5 Aufsatzsammlung 2 Collection of articles of several authors 2 Conference paper 2 Guidebook 2 Konferenzbeitrag 2 Ratgeber 2 Sammelwerk 2 Amtsdruckschrift 1 Bibliografie enthalten 1 Bibliography included 1 Elektronischer Datenträger 1 Forschungsbericht 1 Government document 1
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Language
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English 2,058 Undetermined 229 German 67 French 5 Hungarian 3 Spanish 3 Polish 2 Czech 1 Lithuanian 1 Romanian 1 Slovak 1 Turkish 1
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Author
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Theissen, Erik 37 Hautsch, Nikolaus 26 Gregoriou, Andros 25 Chung, Kee H. 23 Frino, Alex 19 Madan, Dilip B. 19 Ap Gwilym, Owain 18 Lepone, Andrew 17 Fleming, Michael J. 16 Foucault, Thierry 16 Starr, Ross M. 16 Gehrig, Thomas 15 Wu, Chunchi 14 Biais, Bruno 13 Hendershott, Terrence 11 Kim, Jang-chul 11 Li, Zhiyong 11 Ryu, Doojin 11 Van Ness, Robert A. 11 Bessembinder, Hendrik 10 Chakravarty, Sugato 10 Ginglinger, Edith 10 Kyle, Albert S. 10 Nyholm, Ken 10 Rühl, Tobias R. 10 Sarkar, Asani 10 Shah, Samarth 10 Stein, Michael 10 Thomas, Stephen 10 Al-Yahyaee, Khamis Hamed 9 Chateauneuf, Alain 9 Haas, Marlene 9 Horst, Ulrich 9 Huang, Ruihong 9 Kandel, Eugene 9 Large, Jeremy 9 Moinas, Sophie 9 O'Hara, Maureen 9 Otsubo, Yoichi 9 Perrakis, Stylianos 9
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Institution
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National Bureau of Economic Research 13 Université Paris-Dauphine (Paris IX) 13 Department of Economics, University of California-San Diego (UCSD) 10 EconWPA 7 Université Paris-Dauphine 6 C.E.P.R. Discussion Papers 5 Department of Economics, Oxford University 5 HEC Paris (École des Hautes Études Commerciales) 5 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 5 Center for Financial Studies 4 Federal Reserve Bank of New York 3 HAL 3 Henley Business School, University of Reading 3 Institute for Research in the Behavioral, Economic, and Management Sciences 3 Krannert Graduate School of Management 3 Center for Economic Research <Tilburg> 2 Centre de Recherche en Économie Appliquée (CREA), Faculté de droit, d'économie et de finance 2 Centre for Economic Policy Research 2 Departamento de Fundamentos del Análisis Económico II, Facultad de Ciencias Económicas y Empresariales 2 Department of Agricultural and Consumer Economics, University of Illinois at Urbana-Champaign 2 Department of Economics, Boston University 2 Department of Economics, International Business School, Brandeis University 2 Department of Economics, Rutgers University-New Brunswick 2 Dipartimento di Economia, Metodi Quantitativi e Strategie d'Impresa (DEMS), Facoltà di Economia 2 Economics Group, Nuffield College, University of Oxford 2 European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ. 2 Faculdade de Economia, Universidade Nova de Lisboa 2 Finance Discipline Group, Business School 2 HWWA Institut für Wirtschaftsforschung 2 Luxembourg School of Finance, Faculté de droit, d'économie et de finance 2 Money Macro and Finance Research Group 2 Rheinisch-Westfälisches Institut für Wirtschaftsforschung (RWI) 2 School of Economics and Finance, Business School 2 School of Economics, University of Nottingham 2 Society for Computational Economics - SCE 2 Agricultural and Applied Economics Association - AAEA 1 Asian Development Bank 1 Asian Development Bank (ADB) 1 Banque de France 1 Bonn Graduate School of Economics 1
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Published in...
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Journal of financial markets 56 Finance research letters 38 The journal of futures markets 37 Journal of banking & finance 36 Journal of financial economics 36 Review of quantitative finance and accounting 29 International review of financial analysis 27 Journal of international financial markets, institutions & money 27 The review of financial studies 27 The journal of finance : the journal of the American Finance Association 25 Journal of empirical finance 22 Pacific-Basin finance journal 22 Quantitative finance 19 The European journal of finance 19 The financial review : the official publication of the Eastern Finance Association 19 International journal of theoretical and applied finance 17 International review of economics & finance : IREF 17 Journal of financial and quantitative analysis : JFQA 17 Market microstructure and liquidity 16 The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association 16 Working paper / National Bureau of Economic Research, Inc. 15 Discussion paper / Centre for Economic Policy Research 14 Research in international business and finance 14 Applied economics 13 Applied economics letters 13 Economics Papers from University Paris Dauphine 13 Management science : journal of the Institute for Operations Research and the Management Sciences 13 NBER working paper series 13 Global finance journal 12 Journal of economic dynamics & control 12 European financial management : the journal of the European Financial Management Association 11 NBER Working Paper 11 University of California at San Diego, Economics Working Paper Series 10 CFS working paper series 9 Emerging markets review 9 Journal of international money and finance 9 Journal of risk and financial management : JRFM 9 The journal of fixed income 9 Working paper 9 CFS Working Paper 8
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Source
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ECONIS (ZBW) 1,985 RePEc 270 EconStor 66 USB Cologne (EcoSocSci) 25 BASE 15 Other ZBW resources 10
Showing 1 - 10 of 2,371
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Trading costs v. indicative liquidity in the off-the-run treasury market
Sokolinskiy, Oleg - 2025
Persistent link: https://www.econbiz.de/10015438381
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Financial markets with hedging complements
Chateauneuf, Alain; Cornet, Bernard - 2025
Persistent link: https://www.econbiz.de/10015443164
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Unlocking liquidity : the role of market makers in Kuwait's emerging market
Alsabah, Khaled; Al-Thaqeb, Saud Asaad - In: Journal of emerging market finance 24 (2025) 2, pp. 145-169
Persistent link: https://www.econbiz.de/10015416958
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Makers and takers : the economics of the Kalshi prediction market
Bürgi, Constantin; Deng, Wanying; Whelan, Karl - 2025
Since 2021, Kalshi has operated as the only federally licensed prediction market in the United States. Using transaction-level data on over 300,000 contracts, we provide the first systematic evidence on its pricing. Kalshi's contract prices are informative and improve in accuracy as markets...
Persistent link: https://www.econbiz.de/10015456228
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Agreeing to disagree : the economics of betting exchanges
Whelan, Karl - 2025
Betting exchanges match people to take opposite sides of a bet. We present a model of a betting exchange in which participants disagree about outcome probabilities but are, on average, correct. Traders maximize subjective expected profits and equilibrium emerges from a simple matching process....
Persistent link: https://www.econbiz.de/10015484413
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The effect of the 2008-09 short selling sales ban on UK security equities in relation to market metrics of volatility, liquidity, and price discovery
Patel, Harihar; Guidi, Francesco - In: Research in international business and finance 70 (2024) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10015053314
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Do reported intangible assets create a better information environment?
Nittikorn Suwansin; Likitwongkajon, Napaporn; Pinprapa … - In: Global business and finance review 29 (2024) 4, pp. 55-69
) can improve the information environment, as represented by a narrower bid-ask spread in the capital market. Additionally …/methodology/approach: This study tests the association between reported intangible assets, intangible asset disclosure score, and bid-ask spread … reported that IIA and bid-ask spread have a positive relationship, whereas R&D and bid-ask spread have a negative relationship …
Persistent link: https://www.econbiz.de/10015056573
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Forgery, market liquidity, and demat trading : evidence from the national stock exchange in India
Aney, Madhav S.; Banerji, Sanjay - 2024
trading of stocks without the need to transfer paper share certificates (demat trading). We document a decrease in the bid-ask …
Persistent link: https://www.econbiz.de/10014536091
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The influence of oil price uncertainty on stock liquidity
Zhang, Qin; Wong, Jin Boon - In: The journal of futures markets 43 (2023) 2, pp. 141-167
Persistent link: https://www.econbiz.de/10014292990
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An empirical examination of asymmetry on exchange rate spread using the quantile autoregressive distributed lag (QARDL) model
Sahin, Goktug; Şahin, Afşin - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-25
In economics, some transactions are conducted by the bid rate, and some are conducted by the ask rate. The spread … purpose of this study was to analyze the effects of macroeconomic and financial variables on the USD/TL exchange rate bid-ask … bid-ask exchange rate spread can be controlled; therefore, it is our suggestion for policymakers to consider the extreme …
Persistent link: https://www.econbiz.de/10014289768
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