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Bid-ask spread
32
Geld-Brief-Spanne
32
Market microstructure
15
Marktmikrostruktur
15
Securities trading
15
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15
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International journal of theoretical and applied finance
Pacific-Basin finance journal
Journal of financial markets
48
Journal of banking & finance
35
The journal of futures markets
34
Finance research letters
33
Journal of financial economics
31
Journal of international financial markets, institutions & money
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ECONIS (ZBW)
32
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1
High-frequency traders' evolving role as market makers
Banerjee, Anirban
;
Roy, Prince
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463519
Saved in:
2
Dealership versus continuous auction : evidence from the JASDAQ market
Iwatsubo, Kentaro
;
Rhee, S. Ghon
;
Zhang, Ye Zhou
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463665
Saved in:
3
Order submission, information asymmetry, and tick size
Zhu, Hongyu
;
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013389193
Saved in:
4
Passive investors and concentration of intraday liquidity : evidence from the Tokyo Stock Exchange
Kitajima, Kiichi
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013389468
Saved in:
5
From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations
Michielon, Matteo
;
Khedher, Asma
;
Spreij, Peter
- In:
International journal of theoretical and applied finance
24
(
2021
)
3
,
pp. 1-22
Persistent link: https://www.econbiz.de/10012652634
Saved in:
6
Limit order submission risks, order choice, and tick size
Yamamoto, Ryuichi
- In:
Pacific-Basin finance journal
59
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012231313
Saved in:
7
Conic CVA and DVA for option portfolios
Bakel, Sjoerd van
;
Borovkova, Svetlana
;
Michielon, Matteo
- In:
International journal of theoretical and applied finance
23
(
2020
)
5
,
pp. 1-30
Persistent link: https://www.econbiz.de/10012496518
Saved in:
8
General semi-Markov model for limit order books
Sviščuk, Anatolij
;
Hofmeister, Tyler
;
Cera, Katharina
; …
- In:
International journal of theoretical and applied finance
20
(
2017
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011686928
Saved in:
9
The effect of algorithmic trading on market liquidity : evidence around earnings announcements on Borsa Italiana
Frino, Alex
;
Mollica, Vito
;
Monaco, Eleonora
;
Palumbo, …
- In:
Pacific-Basin finance journal
45
(
2017
),
pp. 82-90
Persistent link: https://www.econbiz.de/10011800818
Saved in:
10
Stationary distribution of the volume at the best quote in a poisson order book model
Toke, Ioane Muni
- In:
International journal of theoretical and applied finance
20
(
2017
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011734357
Saved in:
11
Optimal execution cost for liquidation through a limit order market
Chevalier, Etienne
;
Ly Vath, Vathana
;
Scotti, Simone
; …
- In:
International journal of theoretical and applied finance
19
(
2016
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011453884
Saved in:
12
Determinants and information content of intraday bid-ask spreads : evidence from Chinese commodity futures markets
Liu, Qingfu
;
Hua, Renhai
;
An, Yunbi
- In:
Pacific-Basin finance journal
38
(
2016
),
pp. 135-148
Persistent link: https://www.econbiz.de/10011669080
Saved in:
13
Limit order book transparency and order aggressiveness at the closing call : lessons from the TWSE 2012 new information disclosure mechanism
Tseng, Yi-Heng
;
Chen, Shu-Heng
- In:
Pacific-Basin finance journal
35
(
2015
)
1
,
pp. 241-272
Persistent link: https://www.econbiz.de/10011538265
Saved in:
14
Commonality in liquidity, liquidity distribution, and financial crisis : evidence from country ETFs
Lee, Hsiu-Chuan
;
Tseng, Yung-Ching
;
Yang, Chung-Jen
- In:
Pacific-Basin finance journal
29
(
2014
),
pp. 35-58
Persistent link: https://www.econbiz.de/10010494004
Saved in:
15
A mathematical approach to order book modeling
Abergel, Frédéric
;
Jedidi, Aymen
- In:
International journal of theoretical and applied finance
16
(
2013
)
5
,
pp. 1-40
Persistent link: https://www.econbiz.de/10009784056
Saved in:
16
Short sales, margin purchases and bid-ask spreads
Zhao, Yan
;
Cheng, Lee-young
;
Chang, Chong-chuo
;
Ni, Cih-ying
- In:
Pacific-Basin finance journal
24
(
2013
),
pp. 199-220
Persistent link: https://www.econbiz.de/10010346775
Saved in:
17
Markets as a counterparty : an introduction to conic finance
Madan, Dilip B.
;
Cherny, Alexander
- In:
International journal of theoretical and applied finance
13
(
2010
)
8
,
pp. 1149-1177
Persistent link: https://www.econbiz.de/10008906182
Saved in:
18
A study on foreign exchange dealers' bid-ask spread quote behavior
Hua, Mingshu
- In:
Pacific-Basin finance journal
17
(
2009
)
4
,
pp. 506-523
Persistent link: https://www.econbiz.de/10003855884
Saved in:
19
Special section: Asia-Pacific market microstructure
Comerton-Forde, Carole
(
contributor
)
- In:
Pacific-Basin finance journal
17
(
2009
)
5
,
pp. 525-564
Persistent link: https://www.econbiz.de/10003895305
Saved in:
20
A note on price limit performance : the case of illiquid stocks
Chen, Gong-meng
;
Kim, Kenneth A.
;
Rui, Oliver Meng
- In:
Pacific-Basin finance journal
13
(
2005
)
1
,
pp. 81-92
Persistent link: https://www.econbiz.de/10002536510
Saved in:
21
Bid-ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Frino, Alex
;
Jarnecic, Elvis
;
Johnstone, David
;
Lepone, …
- In:
Pacific-Basin finance journal
13
(
2005
)
3
,
pp. 247-262
Persistent link: https://www.econbiz.de/10002908544
Saved in:
22
Equilibrium conditions of forward exchange market expressed in a simple geometric structure
Chen, Jianguo
;
Blenman, Lloyd P.
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 915-932
Persistent link: https://www.econbiz.de/10003206534
Saved in:
23
Bid/ask spreads in the foreign exchange market : an alternative interpretation
Poskitt, Russell
- In:
Pacific-Basin finance journal
13
(
2005
)
5
,
pp. 562-583
Persistent link: https://www.econbiz.de/10003176653
Saved in:
24
The impact of tick size in intraday stock price behavior : evidence from the Taiwan Stock Exchange
Ke, Mei-chu
;
Jiang, Ching-hai
;
Huang, Yen-sheng
- In:
Pacific-Basin finance journal
12
(
2004
)
1
,
pp. 19-39
Persistent link: https://www.econbiz.de/10001867132
Saved in:
25
An explanation of non-equilibrium currency bid-ask spreads
Afful, Kofi B.
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 531-540
Persistent link: https://www.econbiz.de/10002171462
Saved in:
26
Time-varying bid-ask components of Nikkei 225 index futures on SIMEX
Kim, In-joon
;
Ko, Kwangsoo
;
Noh, Seok Kyun
- In:
Pacific-Basin finance journal
10
(
2002
)
2
,
pp. 183-200
Persistent link: https://www.econbiz.de/10001658845
Saved in:
27
Market power and feedback effects from hedging derivatives
DeMatos, João Amaro
;
DoRosário, João Sobral
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 845-875
Persistent link: https://www.econbiz.de/10001763195
Saved in:
28
Understanding bid-ask spreads of derivatives under uncertain volatility and transaction costs
Ané, Thierry
;
Lacoste, Vincent
- In:
International journal of theoretical and applied finance
4
(
2001
)
3
,
pp. 467-489
Persistent link: https://www.econbiz.de/10001584363
Saved in:
29
Stock market closure and intraday stock index futures market volatility : 'contagion', bid-ask bias or both?
Fong, Kingsley
;
Frino, Alex
- In:
Pacific-Basin finance journal
9
(
2001
)
3
,
pp. 219-232
Persistent link: https://www.econbiz.de/10001585394
Saved in:
30
Informed traders and their market preference : empirical evidence from prices and volumes of options and stock
Turkington, Joshua
;
Walsh, David M.
- In:
Pacific-Basin finance journal
8
(
2000
)
5
,
pp. 559-585
Persistent link: https://www.econbiz.de/10001522347
Saved in:
31
Incoporating price-relevant information between quotes and trades : a new measure of the effective bid-ask spread
Kim, Sung-hun
;
Ogden, Joseph P.
- In:
International journal of theoretical and applied finance
2
(
1999
)
2
,
pp. 179-200
Persistent link: https://www.econbiz.de/10001394249
Saved in:
32
The intraday patterns of the spread and depth in a market without market makers : the Stock Exchange of Hong Kong
Ahn, Hee-joon
;
Cheung, Stephen Y. L.
- In:
Pacific-Basin finance journal
7
(
1999
)
5
,
pp. 539-556
Persistent link: https://www.econbiz.de/10001450544
Saved in:
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