The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects ☆
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.
The electronic trading systems and bid-ask spreads in the foreign exchange market
Trading activity and bid–ask spreads of individual equity options
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
A study on foreign exchange dealers' bid–ask spread quote behavior
Volatility clustering and the bid–ask spread: Exchange rate behavior in early Renaissance Florence
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
Payout policy, taxes, and the relation between returns and the bid–ask spread
Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU
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
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
Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
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
Price rounding and bid–ask spreads before and after the decimalization
Bid-ask spreads, informed investors, and the firm’s financial condition
Modeling the bid/ask spread: measuring the inventory-holding premium ☆
Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
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 ☆
An empirical examination of the impact of market microstructure changes on the determinants of option bid–ask spreads
The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
Time-varying bid–ask components of Nikkei 225 index futures on SIMEX
An empirical comparison of quoted and implied bid–ask spreads on futures contracts
Stock market closure and intraday stock index futures market volatility: “contagion”, bid–ask bias or both?
Share repurchase tender offers and bid–ask spreads
Order handling rules, tick size, and the intraday pattern of bid–ask spreads for Nasdaq stocks ☆
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 bid–ask spreads on the London Stock Exchange
Price functionals with bid–ask spreads: an axiomatic approach
Information conveyed by seasoned security offerings: evidence from components of the bid–ask spread