The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
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Time-varying bid–ask components of Nikkei 225 index futures on SIMEX
Asymmetric option price distribution and bid–ask quotes: consequences for implied volatility smiles ☆
The effect of decimalization on the components of the bid-ask spread
Informed trading and the bid–ask spread: evidence from an emerging market ☆
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
An empirical examination of the impact of market microstructure changes on the determinants of option bid–ask spreads
Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange
Bid-ask spreads, informed investors, and the firm’s financial condition
Price rounding and bid–ask spreads before and after the decimalization
Modeling the bid/ask spread: measuring the inventory-holding premium ☆
The relationship between bid–ask spreads and holding periods: The case of Chinese A and B shares
Bid/ask spreads in the foreign exchange market: An alternative interpretation
Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization
Relative performance of bid–ask spread estimators : Futures market evidence
Were bid–ask spreads in the FX market excessive during the Asian crisis?
Insider ownership, bid–ask spread, and stock splits: Evidence from the Stock Exchange of Thailand
Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Payout policy, taxes, and the relation between returns and the bid–ask spread
Informed trading and the consistent enforcement hypothesis: Evidence from bid–ask spreads in France and Britain
Characterizing bid–ask prices in the Brazilian equity market
Volatility clustering and the bid–ask spread: Exchange rate behavior in early Renaissance Florence
A study on foreign exchange dealers' bid–ask spread quote behavior
Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market
The electronic trading systems and bid-ask spreads in the foreign exchange market
Trading activity and bid–ask spreads of individual equity options
The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects ☆
The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads ☆
Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes
Order flow, bid–ask spread and trading density in foreign exchange markets
Dynamics of bid–ask spread return and volatility of the Chinese stock market
A maximum (non-extensive) entropy approach to equity options bid–ask spread
Bid-ask spread dynamics in foreign exchange markets
Short sales, margin purchases and bid–ask spreads
The impact of ECB macro-announcements on bid–ask spreads of European blue chips
Bid-ask spread, information asymmetry and acquisition of oil and gas assets