Search Results - subject:"bid–ask spreads"

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Zhang, Qin; Wong, Jin Boon - In: The journal of futures markets 43 (2023) 2, pp. 141-167

Persistent link: https://www.econbiz.de/10014292990

Fatemi, Darius; Kim, Jang-chul; Mazumder, Sharif; Su, Qing - 2025

Persistent link: https://www.econbiz.de/10015371387

Kersting, Lee; Kim, Jang-chul; Su, Qing - In: The energy journal 46 (2025) 3, pp. 195-215

Persistent link: https://www.econbiz.de/10015412877

Chinloy, Peter; Jiang, Cheng; John, Kose - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16

rents. Idiosyncratic risks result from bid-ask spreads for prices and rents. Time series autocovariances generate a …

Persistent link: https://www.econbiz.de/10013382201

Kim, Jang-chul; Mazumder, Sharif; Su, Qing - In: Finance research letters 61 (2024), pp. 1-10

Persistent link: https://www.econbiz.de/10014491042

Fatemi, Darius; Kim, Jang-chul - In: Global finance journal 59 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014545155

Naik, Priyanka; Reddy, Y. V. - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 153-173

Persistent link: https://www.econbiz.de/10014511853

Arandjelović, Aleksandar; Kingston, Geoffrey H.; … - In: Journal of economic dynamics & control 157 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014495379

Eraker, Bjørn; Osterrieder, Daniela - In: Journal of financial econometrics 21 (2023) 5, pp. 1820-1851

Persistent link: https://www.econbiz.de/10014444758

Abudy, Menachem Meni; Shust, Efrat - In: Journal of economics & business 123 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014326213

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