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Bid-ask spread
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Journal of empirical finance
The journal of finance : the journal of the American Finance Association
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48
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35
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34
Finance research letters
33
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ECONIS (ZBW)
44
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1
Bitcoin unchained : determinants of cryptocurrency exchange liquidity
Brauneis, Alexander
;
Mestel, Roland
;
Riordan, Ryan
; …
- In:
Journal of empirical finance
69
(
2022
),
pp. 106-122
Persistent link: https://www.econbiz.de/10013478521
Saved in:
2
The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market
Wan, Xiaoyuan
- In:
Journal of empirical finance
55
(
2020
),
pp. 104-118
Persistent link: https://www.econbiz.de/10012175267
Saved in:
3
Information shares in a two-tier FX market
Piccotti, Louis R.
;
Shraiber, Bentsi
- In:
Journal of empirical finance
58
(
2020
),
pp. 19-35
Persistent link: https://www.econbiz.de/10012430449
Saved in:
4
Bid-ask spread estimator from high and low daily prices : practical implementation for corporate bonds
Nieto Domenech, Belen
- In:
Journal of empirical finance
48
(
2018
),
pp. 36-57
Persistent link: https://www.econbiz.de/10012109251
Saved in:
5
Informed trading in S&P index options? : evidence from the 2008 financial crisis
Li, Wei-Xuan
;
French, Joseph J.
;
Chen, Clara Chia-Sheng
- In:
Journal of empirical finance
42
(
2017
),
pp. 40-65
Persistent link: https://www.econbiz.de/10011808543
Saved in:
6
Adverse selection and the presence of informed trading
Chang, Sanders S.
;
Wang, F. Albert
- In:
Journal of empirical finance
33
(
2015
),
pp. 19-33
Persistent link: https://www.econbiz.de/10011556834
Saved in:
7
The impact of ECB macro-announcements on bid-ask spreads of European blue chips
Rühl, Tobias R.
;
Stein, Michael
- In:
Journal of empirical finance
31
(
2015
),
pp. 54-71
Persistent link: https://www.econbiz.de/10011489337
Saved in:
8
Informational role of market makers : the case of exchange traded CFDs
Lepone, Andrew
;
Yang, Young Jin
- In:
Journal of empirical finance
23
(
2013
),
pp. 84-92
Persistent link: https://www.econbiz.de/10010221775
Saved in:
9
The cost of short-selling liquid securities
Banerjee, Snehal
;
Graveline, Jeremy J.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 637-664
Persistent link: https://www.econbiz.de/10009730847
Saved in:
10
Liquidity cycles and make/take fees in electronic markets
Foucault, Thierry
;
Kadan, Ohad
;
Kandel, Eugene
- In:
The journal of finance : the journal of the American …
68
(
2013
)
1
,
pp. 299-341
Persistent link: https://www.econbiz.de/10009719750
Saved in:
11
A simple way to estimate bid-ask spreads from daily high and low prices
Corwin, Shane Anthony
;
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
2
,
pp. 719-759
Persistent link: https://www.econbiz.de/10009533992
Saved in:
12
Does information vault Niagara Falls? : cross-listed trading in New York and Toronto
Chen, Haiqiang
;
Sub Choi, Paul Moon
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 175-199
Persistent link: https://www.econbiz.de/10009615724
Saved in:
13
Small-cap equity mutual fund managers as liquidity providers
Shawky, Hany A.
;
Tian, Jianbo
- In:
Journal of empirical finance
18
(
2011
)
5
,
pp. 802-814
Persistent link: https://www.econbiz.de/10009492066
Saved in:
14
Regulatory uncertainty and market liquidity : the 2008 short sale ban's impact on equity option markets
Battalio, Robert H.
;
Schultz, Paul H.
- In:
The journal of finance : the journal of the American …
66
(
2011
)
6
,
pp. 2013-2053
Persistent link: https://www.econbiz.de/10009514111
Saved in:
15
Price discovery in illiquid markets : do financial asset prices rise faster than they fall?
Green, Richard C.
;
Li, Dan
;
Schürhoff, Norman
- In:
The journal of finance : the journal of the American …
65
(
2010
)
5
,
pp. 1669-1702
Persistent link: https://www.econbiz.de/10008668213
Saved in:
16
Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s
Benston, George J.
;
Wood, Robert A.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10003692963
Saved in:
17
Volatility clustering and the bid-ask spread : exchange rate behavior in early Renaissance Florence
Booth, G. Geoffrey
;
Gurun, Umit G.
- In:
Journal of empirical finance
15
(
2008
)
1
,
pp. 131-144
Persistent link: https://www.econbiz.de/10003693033
Saved in:
18
Finite sample accuracy and choice of sampling frequency in integrated volatility extimation
Nielsen, Morten Ørregaard
;
Frederiksen, Per
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 265-286
Persistent link: https://www.econbiz.de/10003699137
Saved in:
19
Determinants of bid and ask quotes and implications for the cost of trading
Zhang, Michael Yuanjie
;
Russell, Jeffrey R.
;
Tsay, Ruey S.
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 656-678
Persistent link: https://www.econbiz.de/10003759740
Saved in:
20
Corporate yield spreads and bond liquidity
Chen, Long
;
Lesmond, David A.
;
Wei, Jason
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10003425755
Saved in:
21
Liquidity or credit risk? : the determinants of very short-term corporate yield spreads
Covitz, Daniel M.
;
Downing, Chris
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2303-2328
Persistent link: https://www.econbiz.de/10003550026
Saved in:
22
The pricing discount for limited liquidity : evidence from SWX Swiss Exchange and the Nasdaq
Loderer, Claudio
;
Roth, Lukas
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 239-268
Persistent link: https://www.econbiz.de/10002685078
Saved in:
23
A comparison of centralized and fragmented markets with costly search
Yin, Xiangkang
- In:
The journal of finance : the journal of the American …
60
(
2005
)
3
,
pp. 1567-1590
Persistent link: https://www.econbiz.de/10002890973
Saved in:
24
An empirical analysis of the role of the trading intensity in information dissemination on the NYSE
Spierdijk, Laura
- In:
Journal of empirical finance
11
(
2004
)
2
,
pp. 163-184
Persistent link: https://www.econbiz.de/10001880919
Saved in:
25
The price adjustment and lead-lag relations between stock returns : microstructure evidence from the Taiwan stock market
Chiao, Chaoshin
;
Hung, Ken
;
Lee, Cheng F.
- In:
Journal of empirical finance
11
(
2004
)
5
,
pp. 709-731
Persistent link: https://www.econbiz.de/10002260905
Saved in:
26
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:
27
Investor protection and firm liquidity
Brockman, Paul
;
Chung, Dennis Y.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
2
,
pp. 921-937
Persistent link: https://www.econbiz.de/10001750617
Saved in:
28
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:
29
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:
30
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:
31
The components of the bid-ask spread in a limit-order market : evidence from the Tokyo Stock Exchange
Ahn, Hee-joon
;
Cai, Jun
;
Hamao, Yasushi
;
Ho, Richard Yan-ki
- In:
Journal of empirical finance
9
(
2002
)
4
,
pp. 399-430
Persistent link: https://www.econbiz.de/10001711953
Saved in:
32
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:
33
Expected option returns
Coval, Joshua
;
Shumway, Tyler
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 983-1009
Persistent link: https://www.econbiz.de/10001593017
Saved in:
34
Automated versus floor trading : an analysis of execution costs on the Paris and New York exchanges
Venkataraman, Kumar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1445-1485
Persistent link: https://www.econbiz.de/10001662241
Saved in:
35
Market liquidity and trading activity
Chordia, Tarun
;
Roll, Richard
;
Subrahmanyam, Avanidhar
- In:
The journal of finance : the journal of the American …
56
(
2001
)
2
,
pp. 501-530
Persistent link: https://www.econbiz.de/10001604100
Saved in:
36
True spreads and equilibrium prices
Ball, Clifford A.
;
Chordia, Tarun
- In:
The journal of finance : the journal of the American …
56
(
2001
)
5
,
pp. 1801-1835
Persistent link: https://www.econbiz.de/10001615430
Saved in:
37
Friction
Stoll, Hans R.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1479-1514
Persistent link: https://www.econbiz.de/10001505399
Saved in:
38
Order flow and liquidity around NYSE trading halts
Corwin, Shane Anthony
;
Lipson, Marc
- In:
The journal of finance : the journal of the American …
55
(
2000
)
4
,
pp. 1771-1801
Persistent link: https://www.econbiz.de/10001505432
Saved in:
39
Competition on the Nasdaq and the impact of recent market reforms
Weston, James P.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
6
,
pp. 2565-2598
Persistent link: https://www.econbiz.de/10001537337
Saved in:
40
Effects of market reform on the trading costs and depths of Nasdaq stocks
Barclay, Michael J.
;
Christie, William G.
;
Harris, …
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001355195
Saved in:
41
Pricing behavior in an off-hours computerized market
Coppejans, Mark
;
Domowitz, Ian
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 583-607
Persistent link: https://www.econbiz.de/10001505803
Saved in:
42
Liquidity provision and noise trading : evidence from the "investment dartboard" column
Greene, Jason T.
;
Smart, Scott B.
- In:
The journal of finance : the journal of the American …
54
(
1999
)
5
,
pp. 1885-1899
Persistent link: https://www.econbiz.de/10001430957
Saved in:
43
The dynamics of discrete bid and ask quotes
Hasbrouck, Joel
- In:
The journal of finance : the journal of the American …
54
(
1999
)
6
,
pp. 2109-2142
Persistent link: https://www.econbiz.de/10001496826
Saved in:
44
Do inventories matter in dealership markets? : Evidence from the London Stock Exchange
Hansch, Oliver
- In:
The journal of finance : the journal of the American …
53
(
1998
)
5
,
pp. 1623-1656
Persistent link: https://www.econbiz.de/10001248616
Saved in:
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