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Bid-ask spread
34
Geld-Brief-Spanne
34
Index futures
10
Index-Futures
10
USA
9
United States
9
Derivat
8
Derivative
8
Handelsvolumen der Börse
7
Option trading
7
Optionsgeschäft
7
Trading volume
7
Electronic trading
4
Elektronisches Handelssystem
4
Großbritannien
4
United Kingdom
4
Volatility
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Volatilität
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Arbitrage
3
Commodity derivative
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Estimation
3
Hong Kong
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Hongkong
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Market microstructure
3
Marktmikrostruktur
3
Rohstoffderivat
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Schweden
3
Schätzung
3
Securities trading
3
Sweden
3
Wertpapierhandel
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1993-1994
2
Adverse Selektion
2
Adverse selection
2
Ankündigungseffekt
2
Announcement effect
2
Asymmetric information
2
Asymmetrische Information
2
Australia
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Australien
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Frino, Alex
3
Ap Gwilym, Owain
2
Ding, David K.
2
Lepone, Andrew
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Nordén, Lars
2
Thomas, Stephen D.
2
Aidov, Alexandre
1
Aitken, Michael J.
1
Alañón Pardo, Ángel
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Alkebäck, Per
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Bae, Kee-hong
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Balbás de la Corte, Alejandro
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Bartram, Söhnke M.
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Berchtold, Frederik
1
Bollen, Nicolas P. B.
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Chan, Kalok
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Charoenwong, Charlie
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Cheng, Kevin H. K.
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Cheung, Stephen Y. L.
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Clare, Andrew D.
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Cummings, James Richard
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Dark, Jonathan
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The journal of futures markets
Journal of financial markets
48
Journal of banking & finance
35
Finance research letters
33
Journal of financial economics
31
Journal of international financial markets, institutions & money
31
International review of financial analysis
28
Review of quantitative finance and accounting
26
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
24
Journal of empirical finance
20
Pacific-Basin finance journal
20
International review of economics & finance : IREF
17
The European journal of finance
17
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Journal of financial and quantitative analysis : JFQA
16
The financial review : the official publication of the Eastern Finance Association
16
Working paper / National Bureau of Economic Research, Inc.
15
Discussion paper / Centre for Economic Policy Research
14
NBER working paper series
14
International journal of theoretical and applied finance
12
Research in international business and finance
12
Applied economics letters
11
European financial management : the journal of the European Financial Management Association
11
Market microstructure and liquidity
11
Applied economics
10
Global finance journal
10
NBER Working Paper
10
International journal of economics and finance
9
Journal of economic dynamics & control
9
Journal of financial intermediation
9
Quantitative finance
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Working paper
9
CFS working paper series
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Economic modelling
8
The North American journal of economics and finance : a journal of financial economics studies
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Applied financial economics
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Emerging markets review
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Journal of international money and finance
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
34
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1
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
Saved in:
2
A tale of two contracts : examining the behavior of bid-ask spreads of corn futures in China
Li, Miao
;
Xiong, Tao
;
Li, Ziran
- In:
The journal of futures markets
43
(
2023
)
6
,
pp. 792-806
Persistent link: https://www.econbiz.de/10014293232
Saved in:
3
Who pays the liquidity cost? : central bank announcements and adverse selection
Ryu, Doojin
;
Webb, Robert I.
;
Yu, Jinyoung
- In:
The journal of futures markets
43
(
2023
)
7
,
pp. 904-924
Persistent link: https://www.econbiz.de/10014293266
Saved in:
4
Components of the bid-ask spread and variance : a unified approach
Hagströmer, Björn
;
Henricsson, Richard
;
Nordén, Lars L.
- In:
The journal of futures markets
36
(
2016
)
6
,
pp. 545-563
Persistent link: https://www.econbiz.de/10011568452
Saved in:
5
Depth characteristics for the electronic futures limit order book
Aidov, Alexandre
;
Daigler, Robert T.
- In:
The journal of futures markets
35
(
2015
)
6
,
pp. 542-560
Persistent link: https://www.econbiz.de/10011405409
Saved in:
6
Bid-ask spreads and implied volatilities of key players in a FX options market
Galai, Dan
;
Shraiber, Bentsi
- In:
The journal of futures markets
33
(
2013
)
8
,
pp. 774-794
Persistent link: https://www.econbiz.de/10009779084
Saved in:
7
The impact of a pro-rata algorithm on liquidity : evidence from the NYSE LIFFE
Lepone, Andrew
;
Yang, Jin Young
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 660-682
Persistent link: https://www.econbiz.de/10010218792
Saved in:
8
Intraday price formation and bid-ask spread components : a new approach using a cross-market model
Ryu, Doo-jin
- In:
The journal of futures markets
31
(
2011
)
12
,
pp. 1142-1169
Persistent link: https://www.econbiz.de/10009355728
Saved in:
9
Further analysis of the speed of response to large trades in interest rate futures
Cummings, James Richard
;
Frino, Alex
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 705-724
Persistent link: https://www.econbiz.de/10003985081
Saved in:
10
Exchange traded contracts for difference : design, pricing, and effects
Brown, Christine
;
Dark, Jonathan
;
Davis, Kevin T.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1108-1149
Persistent link: https://www.econbiz.de/10008901293
Saved in:
11
The information content of an open limit-order book
Cao, Charles Q.
;
Hansch, Oliver
;
Wang, Xiaoxin
- In:
The journal of futures markets
29
(
2009
)
1
,
pp. 16-41
Persistent link: https://www.econbiz.de/10003826609
Saved in:
12
Intraday behavior of market depth in a competitive dealer market : a note
Frino, Alex
;
Lepone, Andrew
;
Wearin, Grant
- In:
The journal of futures markets
28
(
2008
)
3
,
pp. 294-307
Persistent link: https://www.econbiz.de/10003699393
Saved in:
13
Does adverse selection affect bid-ask spreads for options?
Bartram, Söhnke M.
;
Fehle, Frank
;
Shrider, David G.
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 417-437
Persistent link: https://www.econbiz.de/10003699683
Saved in:
14
Pricing and hedging illiquid energy derivatives : an application to the JCC index
Scarpa, Elisa
;
Manera, Matteo
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 464-487
Persistent link: https://www.econbiz.de/10003699701
Saved in:
15
Central bank communications and equity ETFs
Wang, Tao
;
Yang, Jian
;
Wu, Jingtao
- In:
The journal of futures markets
26
(
2006
)
10
,
pp. 959-995
Persistent link: https://www.econbiz.de/10003391973
Saved in:
16
Does an index futures split enhance trading activity and hedging effectiveness of the futures contract?
Nordén, Lars
- In:
The journal of futures markets
26
(
2006
)
12
,
pp. 1169-1194
Persistent link: https://www.econbiz.de/10003392009
Saved in:
17
Option bid-ask spread and scalping risk : evidence from a covered warrants market
Petrella, Giovanni
- In:
The journal of futures markets
26
(
2006
)
9
,
pp. 843-867
Persistent link: https://www.econbiz.de/10003356469
Saved in:
18
Fractional versus decimal pricing : evidence from the UK long gilt futures market
Ap Gwilym, Owain
;
McManus, Ian
;
Thomas, Stephen D.
- In:
The journal of futures markets
25
(
2005
)
5
,
pp. 419-442
Persistent link: https://www.econbiz.de/10002811523
Saved in:
19
How electronic trading affects bid-ask spreads and arbitrage efficiency between index futures and options
Cheng, Kevin H. K.
;
Fung, Joseph K. W.
;
Tse, Yiuman
- In:
The journal of futures markets
25
(
2005
)
4
,
pp. 375-398
Persistent link: https://www.econbiz.de/10002647868
Saved in:
20
Is it time to reduce the minimum tick sizes of the E-mini futures?
Kurov, Alexander
;
Zabotina, Tatyana V.
- In:
The journal of futures markets
25
(
2005
)
1
,
pp. 79-104
Persistent link: https://www.econbiz.de/10002528194
Saved in:
21
Information flows and option bid/ask spreads
Berchtold, Frederik
;
Nordén, Lars
- In:
The journal of futures markets
25
(
2005
)
12
,
pp. 1147-1172
Persistent link: https://www.econbiz.de/10003244359
Saved in:
22
The impact of electronic trading on bid-ask spreads : evidence from futures markets in Hong Kong, London, and Sydney
Aitken, Michael J.
;
Frino, Alex
;
Hill, Amelia M.
; …
- In:
The journal of futures markets
24
(
2004
)
7
,
pp. 675-696
Persistent link: https://www.econbiz.de/10002108815
Saved in:
23
The components of bid-ask spread and their determinants : TAIFEX versus SGX-DT
Huang, Yu chuan
- In:
The journal of futures markets
24
(
2004
)
9
,
pp. 835-860
Persistent link: https://www.econbiz.de/10002145953
Saved in:
24
Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts
Ding, David K.
;
Charoenwong, Charlie
- In:
The journal of futures markets
23
(
2002
)
5
,
pp. 455-486
Persistent link: https://www.econbiz.de/10001769700
Saved in:
25
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:
26
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:
27
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:
28
Integration and arbitrage in the Spanish financial markets : an empirical approach
Balbás de la Corte, Alejandro
;
Rodríguez Longarela, Iñaki
- In:
The journal of futures markets
20
(
2000
)
4
,
pp. 321-344
Persistent link: https://www.econbiz.de/10001485217
Saved in:
29
Trading volume, bid-ask spread, and price volatility in futures markets
Wang, George H. K.
;
Yau, Jot
- In:
The journal of futures markets
20
(
2000
)
10
,
pp. 943-970
Persistent link: https://www.econbiz.de/10001530842
Saved in:
30
An empirical examination of the SIMEX Nikkei 225 futures contract around the Kobé earthquake and the Barings Bank collapse
Walsh, David M.
;
Quek, Jinwei
- In:
The journal of futures markets
19
(
1999
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001377130
Saved in:
31
The determinants of bid-ask spreads in the foreign exchange futures market : a microstructure analysis
Ding, David K.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 307-324
Persistent link: https://www.econbiz.de/10001377955
Saved in:
32
The profitability of index futures arbitrage : evidence from bid-ask quotes
Bae, Kee-hong
- In:
The journal of futures markets
18
(
1998
)
7
,
pp. 743-763
Persistent link: https://www.econbiz.de/10001249189
Saved in:
33
The bid-ask spread in stock index options : an ordered probit analysis
Ap Gwilym, Owain
- In:
The journal of futures markets
18
(
1998
)
4
,
pp. 467-485
Persistent link: https://www.econbiz.de/10001242637
Saved in:
34
The impact of warrant introductions on the underlying stocks, with a comparison to stock options
Alkebäck, Per
- In:
The journal of futures markets
18
(
1998
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001242652
Saved in:
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