An examination of the forward prediction error of U.S. dollar exchange rates and how they are related to bid-ask spreads, purchasing power parity disequilibria, and forward premium asymmetry
در صورتی که مقاله لاتین مورد نظر شما تا کنون به زبان فارسی ترجمه نشده باشد، واحد ترجمه پایگاه ISI Articles با همکاری تنی چند از اساتید و مترجمان با سابقه، آمادگی دارد آن را در اسرع وقت و با کیفیت مطلوب برای شما ترجمه نماید.
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Is high-frequency trading tiering the financial markets?
Market risk-based capital requirements, trading activity, and bank risk
Limited liability and share transferability: An analysis of California firms, 19201940
Do voluntary disclosures of bad news improve liquidity?
High frequency trading and the 2008 short-sale ban
How fundamental is the one-period trinomial model to European option pricing bounds. A new methodological approach
Portfolio management using realized covariances: Evidence from Brazil
Social trust and the liquidity of cross-listed securities
An application of extreme value theory in estimating liquidity risk
When does the peer information environment matter?
A one-level limit order book model with memory and variable spread
Market maker competition and price efficiency: Evidence from China
What drives the liquidity of sovereign bonds when markets are under stress? An assessment of the new Basel 3 rules on bank liquid assets
The impact of latency sensitive trading on high frequency arbitrage opportunities
On the limit order behaviour of retail and non-retail investors
Company responses to exchange queries in real time
The economic consequences associated with integrated report quality: Capital market and real effects
Information leakage in family firms: Evidence from short selling around insider sales
The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy
Earnings announcements and quoted bid-ask spreads of U.S. Bank Holding Companies
Pseudo market-makers, market quality and the minimum tick size
Pre-trade transparency in over-the-counter bond markets
The effect of data breach announcements beyond the stock price: Empirical evidence on market activity
Liquidity basis between credit default swaps and corporate bonds markets
A continuous and efficient fundamental price on the discrete order book grid
Pricing and hedging GDP-linked bonds in incomplete markets
Picking up the pennies in front of the bulldozer: The profitability of gilt based trading strategies
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
Labor unions and information asymmetry among investors
Information uncertainty and target valuation in mergers and acquisitions
The impact of tick-size reductions in foreign currency futures markets
Sequence classification of the limit order book using recurrent neural networks
An analysis of liquidity skewness for European sovereign bond markets
Disentangling the relationship between liquidity and returns in Latin America
Income smoothing may result in increased perceived riskiness: Evidence from bid-ask spreads around loss announcements
Market volatility and stock returns: The role of liquidity providers
The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality
Do enterpriseâbank relationships improve market quality? Evidence from Taiwan
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
Do foreign institutional traders have private information for the market index? The aspect of market microstructure
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
The impact of ownership concentration and analyst coverage on market liquidity: Comparative evidence from an auction and a specialist market
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Estimation of spot volatility with superposed noisy data
Initial public offerings on the UK when-issued market
Investor sentiment and evaporating liquidity during the financial crisis
Global price discovery in the Australian dollar market and its determinants
Empirical analysis of the international public covered bond market
Inconsistencies in bond market quotes: Is it the wrong model or the wrong data?
Price functionals with bid–ask spreads: an axiomatic approach
The components of bid–ask spreads on the London Stock Exchange
Information conveyed by seasoned security offerings: evidence from components of the bid–ask spread
Order handling rules, tick size, and the intraday pattern of bid–ask spreads for Nasdaq stocks ☆
Share repurchase tender offers and bid–ask spreads
Stock market closure and intraday stock index futures market volatility: “contagion”, bid–ask bias or both?
Structural change and the bid-ask spread: evidence from the Johannesburg Stock Exchange (JSE)
Competing market makers, liquidity provision, and bid–ask spreads ☆
The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange