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10
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ECONIS (ZBW)
284
EconStor
8
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151
Investigating bid-ask spread components between the NYSE and the CBOE
Chiang, Min-hsien
;
Lin, Yun
- In:
Advances in quantitative analysis of finance and …
1
(
2004
),
pp. 85-110
Persistent link: https://www.econbiz.de/10002225824
Saved in:
152
Municipal marketability
Hong, Gwangheon
;
Warga, Arthur D.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 86-95
Persistent link: https://www.econbiz.de/10002421489
Saved in:
153
The interaction between opening call auctions and ongoing trade : evidence from the NYSE
Brooks, Raymond M.
;
Moulton, Jonathan
- In:
Review of financial economics : RFE
13
(
2004
)
4
,
pp. 341-356
Persistent link: https://www.econbiz.de/10002375437
Saved in:
154
Bid-ask spreads and institutional ownership
Fehle, Frank
- In:
Review of quantitative finance and accounting
22
(
2004
)
4
,
pp. 275-292
Persistent link: https://www.econbiz.de/10002145848
Saved in:
155
Impacts of trades in an error-correction model of quote prices
Engle, Robert F.
;
Patton, Andrew J.
- In:
Journal of financial markets
7
(
2004
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10001868857
Saved in:
156
The riskiness of REITs surrounding the october 1997 stock market decline
Glascock, John Leslie
;
Michayluk, David
;
Neuhauser, Karyn
- In:
The journal of real estate finance and economics
28
(
2004
)
4
,
pp. 339-354
Persistent link: https://www.econbiz.de/10002019167
Saved in:
157
Three structural empirical studies of games, advertising and market structure
Curran, John F.
-
2004
Persistent link: https://www.econbiz.de/10003776820
Saved in:
158
Three essays in microstructure of stock index futures markets
Kurov, Alexander
-
2004
Persistent link: https://www.econbiz.de/10003383706
Saved in:
159
Liquidity externalities and adverse selection : evidence from trading after hours
Barclay, Michael J.
;
Hendershott, Terrence
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 681-710
Persistent link: https://www.econbiz.de/10002013821
Saved in:
160
Stock splits : implications for investor trading costs
Gray, Stephen
;
Smith, Tom
;
Whaley, Robert E.
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 271-303
Persistent link: https://www.econbiz.de/10001752105
Saved in:
161
Issues in assessing trade execution costs
Bessembinder, Hendrik
- In:
Journal of financial markets
6
(
2003
)
3
,
pp. 233-257
Persistent link: https://www.econbiz.de/10001757893
Saved in:
162
Evaluation of the biases in execution cost estimation using trade and quote data
Peterson, Mark A.
;
Sirri, Erik R.
- In:
Journal of financial markets
6
(
2003
)
3
,
pp. 259-280
Persistent link: https://www.econbiz.de/10001757897
Saved in:
163
NYSE order flow, spreads, and information
Werner, Ingrid M.
- In:
Journal of financial markets
6
(
2003
)
3
,
pp. 309-335
Persistent link: https://www.econbiz.de/10001757904
Saved in:
164
Inferring the private information content of trades : a regime-switching approach
Nyholm, Ken
- In:
Journal of applied econometrics
18
(
2003
)
4
,
pp. 457-470
Persistent link: https://www.econbiz.de/10001779861
Saved in:
165
Optimal contract design : for whom?
Bollen, Nicolas P. B.
;
Smith, Tom
;
Whaley, Robert E.
- In:
The journal of futures markets
23
(
2002
)
8
,
pp. 719-750
Persistent link: https://www.econbiz.de/10001780618
Saved in:
166
Decimalization and market liquidity
Furfine, Craig H.
- In:
Economic perspectives
27
(
2003
)
4
,
pp. 2-12
Persistent link: https://www.econbiz.de/10001968196
Saved in:
167
Trader anonymity, price formation and liquidity
Theissen, Erik
- In:
European finance review : the official journal of the …
7
(
2003
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001741706
Saved in:
168
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:
169
What explains the bid-ask spread decline after Nasdaq reforms?
He, Yan
;
Wu, Chunchi
- In:
Financial markets, institutions & instruments
12
(
2003
)
5
,
pp. 347-376
Persistent link: https://www.econbiz.de/10001857313
Saved in:
170
Bid-ask spreads, information asymmetry, and abnormal investor sentiment : evidence from closed-end funds
Chen, Jeng-Hong
;
Jiang, Christine X.
;
Kim, Jang-Chul
; …
- In:
Review of quantitative finance and accounting
21
(
2003
)
4
,
pp. 303-321
Persistent link: https://www.econbiz.de/10001857666
Saved in:
171
The split of the S&P 500 contract : effects on liquidity and market dynamics
Karagozoglu, Ahmet K.
;
Martell, Terrence F.
;
Wang, …
- In:
Review of quantitative finance and accounting
21
(
2003
)
4
,
pp. 323-348
Persistent link: https://www.econbiz.de/10001857725
Saved in:
172
Liquidity costs : screen-based trading versus open outcry
Ulibarrí, Carlos A.
;
Schatzberg, John D.
- In:
Review of financial economics : RFE
12
(
2003
)
4
,
pp. 381-396
Persistent link: https://www.econbiz.de/10001857864
Saved in:
173
Trade execution costs and market quality after decimalization
Bessembinder, Hendrik
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 747-777
Persistent link: https://www.econbiz.de/10001859242
Saved in:
174
Errors in implied volatility estimation
Hentschel, Ludger
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 779-810
Persistent link: https://www.econbiz.de/10001859254
Saved in:
175
On inferring the direction of option trades
Savickas, Robert
;
Wilson, Arthur J.
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
4
,
pp. 881-902
Persistent link: https://www.econbiz.de/10001859328
Saved in:
176
Trading costs in three US bond markets
Chakravarty, Sugato
;
Sarkar, Asani
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 39-48
Persistent link: https://www.econbiz.de/10001782460
Saved in:
177
The effect of decimalization on the components of the bid-ask spread
Gibson, Scott
;
Singh, Rajdeep
;
Yerramilli, Vijay
- In:
Journal of financial intermediation
12
(
2003
)
2
,
pp. 121-148
Persistent link: https://www.econbiz.de/10001789491
Saved in:
178
Market structure and trader anonymity : an analysis of insider trading
Garfinkel, Jon A.
;
Nimalendran, Mahendrarajah
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 591-610
Persistent link: https://www.econbiz.de/10001794044
Saved in:
179
Is there really a when-issued premium?
Ezzell, John R.
;
Miles, James A.
;
Mulherin, John Harold
- In:
Journal of financial and quantitative analysis : JFQA
38
(
2003
)
3
,
pp. 611-634
Persistent link: https://www.econbiz.de/10001794046
Saved in:
180
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:
181
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:
182
Measuring treasury market liquidity
Fleming, Michael J.
- In:
Economic policy review
9
(
2003
)
3
,
pp. 83-108
Persistent link: https://www.econbiz.de/10001797140
Saved in:
183
The behavior of bid-ask spreads and volume in options markets during the competition for listings in 1999
Fontnouvelle, Patrick de
;
Fishe, Raymond P. H.
;
Harris, …
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2437-2464
Persistent link: https://www.econbiz.de/10001845795
Saved in:
184
Market maker quotation behavior and pretrade transparency
Simaan, Yusif E.
;
Weaver, Daniel G.
;
Whitcomb, David K.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
3
,
pp. 1247-1267
Persistent link: https://www.econbiz.de/10001762604
Saved in:
185
Directly measuring early exercise premiums using American and European S&P 500 Index options
Dueker, Michael
;
Miller, Thomas W.
- In:
The journal of futures markets
23
(
2002
)
3
,
pp. 287-313
Persistent link: https://www.econbiz.de/10001765120
Saved in:
186
How the equity market responds to unanticipated events
Brooks, Raymond M.
;
Patel, Ajay
;
Su, Tie
- In:
The journal of business : B
76
(
2003
)
1
,
pp. 109-133
Persistent link: https://www.econbiz.de/10001743601
Saved in:
187
Essays on the workings and uses of futures markets
Bryant, Henry L.
-
2003
Persistent link: https://www.econbiz.de/10003385104
Saved in:
188
Essays in liquidity
Moulton, Pamela C.
-
2003
Persistent link: https://www.econbiz.de/10003385440
Saved in:
189
Are larger treasury issues more liquid? : Evidence from bill reopenings
Fleming, Michael J.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001656398
Saved in:
190
Are larger treaury issues more liquid? : Evidence from bill reopenings
Fleming, Michael J.
- In:
Journal of money, credit and banking : JMCB
34
(
2002
)
3,2
,
pp. 707-735
Persistent link: https://www.econbiz.de/10001698054
Saved in:
191
Bid-ask spread, volatility, and volume in the corporate bond market
Kalimipalli, Madhu
;
Warga, Arthur D.
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 31-42
Persistent link: https://www.econbiz.de/10001701719
Saved in:
192
Information-based trading in dealer and auction markets : an analysis of exchange listings
Heidle, Hans G.
;
Huang, Roger D.
- In:
Journal of financial and quantitative analysis : JFQA
37
(
2002
)
3
,
pp. 391-424
Persistent link: https://www.econbiz.de/10001705068
Saved in:
193
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Fung, Joseph K. W.
(
contributor
); …
-
2002
Persistent link: https://www.econbiz.de/10001682399
Saved in:
194
Competition, market structure, and bid-ask spreads in stock option markets
Mayhew, Stewart
- In:
The journal of finance : the journal of the American …
57
(
2002
)
2
,
pp. 931-958
Persistent link: https://www.econbiz.de/10001684738
Saved in:
195
Decimal trading and market impact
Chakravarty, Sugato
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915143
Saved in:
196
Stock splits and liquidity : evidence from American depository receipts
Jiang, Christine X.
;
Kim, Jang-chul
- In:
Advances in investment analysis and portfolio …
9
(
2002
),
pp. 109-131
Persistent link: https://www.econbiz.de/10001695511
Saved in:
197
The effect of multiple listings on the bid-ask spread in option markets : the case of Montreal Exchange
Khoury, Nabil T.
;
Fischer, Klaus P.
- In:
The journal of futures markets
22
(
2002
)
10
,
pp. 939-957
Persistent link: https://www.econbiz.de/10001696753
Saved in:
198
Regression models for ordinal valued time series with application to high frequency financial data
Müller, Gernot
;
Czado, Claudia
-
2002
Persistent link: https://www.econbiz.de/10001744451
Saved in:
199
Bid-ask spreads and the liquidity of international bonds
Ap Gwilym, Owain
;
Trevino, Lourdes
;
Thomas, Stephen
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 82-91
Persistent link: https://www.econbiz.de/10001745246
Saved in:
200
Is liquidity priced in the corporate bond market? : A new approach
Fiori, Filippo S.
-
2002
Persistent link: https://www.econbiz.de/10003779956
Saved in:
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