Characterizing bid–ask prices in the Brazilian equity market
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Bid-ask dynamic pricing in financial markets with transaction costs and liquidity risk
Bid-ask spread dynamics in foreign exchange markets
Order flow, bid–ask spread and trading density in foreign exchange markets
The electronic trading systems and bid-ask spreads in the foreign exchange market
A study on foreign exchange dealers' bid–ask spread quote behavior
The role of private information in return volatility, bid–ask spreads and price levels in the foreign exchange market
Microstructure effects, bid–ask spreads and volatility in the spot foreign exchange market pre and post-EMU
Relative performance of bid–ask spread estimators : Futures market evidence
Dynamics of bid–ask spread return and volatility of the Chinese stock market
Effective securities in arbitrage-free markets with bid–ask spreads at liquidation: a linear programming characterization
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
The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads ☆
An empirical comparison of quoted and implied bid–ask spreads on futures contracts
Volatility clustering and the bid–ask spread: Exchange rate behavior in early Renaissance Florence
Price functionals with bid–ask spreads: an axiomatic approach
Modeling the bid/ask spread: measuring the inventory-holding premium ☆
Bid-ask spread, information asymmetry and acquisition of oil and gas assets
Bid–ask bounce and the measurement of price behavior around block trades on the Australian Stock Exchange
An empirical examination of the impact of market microstructure changes on the determinants of option bid–ask spreads
Price rounding and bid–ask spreads before and after the decimalization
Trading activity and bid–ask spreads of individual equity options
Insider ownership, bid–ask spread, and stock splits: Evidence from the Stock Exchange of Thailand
The relationship between bid–ask spreads and holding periods: The case of Chinese A and B shares
Bid-ask spreads, informed investors, and the firm’s financial condition
Time-varying bid–ask components of Nikkei 225 index futures on SIMEX
Early unwinding of options-futures arbitrage with bid/ask quotations and transaction prices
Informed trading and the bid–ask spread: evidence from an emerging market ☆
The components of the bid–ask spread in a limit-order market: evidence from the Tokyo Stock Exchange
Estimating the profit markup component of the bid-ask spread: evidence from the London Stock Exchange
Stock market closure and intraday stock index futures market volatility: “contagion”, bid–ask bias or both?
A maximum (non-extensive) entropy approach to equity options bid–ask spread
The effect of decimalization on the components of the bid-ask spread
Currency bid-ask spread dynamics and the Asian crisis: Evidence across currency regimes
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
The impact of ECB macro-announcements on bid–ask spreads of European blue chips
Were bid–ask spreads in the FX market excessive during the Asian crisis?
Bid/ask spreads in the foreign exchange market: An alternative interpretation
Share repurchase tender offers and bid–ask spreads
The role of trading intensity estimating the implicit bid–ask spread and determining transitory effects ☆
Order handling rules, tick size, and the intraday pattern of bid–ask spreads for Nasdaq stocks ☆
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
Structural change and the bid-ask spread: evidence from the Johannesburg Stock Exchange (JSE)
Short sales, margin purchases and bid–ask spreads
Asymmetric option price distribution and bid–ask quotes: consequences for implied volatility smiles ☆
Competing market makers, liquidity provision, and bid–ask spreads ☆
Investor sentiment and evaporating liquidity during the financial crisis
Do enterpriseâbank relationships improve market quality? Evidence from Taiwan
Global price discovery in the Australian dollar market and its determinants
Investor sentiment and price discovery: Evidence from the pricing dynamics between the futures and spot markets
Estimation of spot volatility with superposed noisy data
The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy
Do foreign institutional traders have private information for the market index? The aspect of market microstructure
Labor unions and information asymmetry among investors
Empirical analysis of the international public covered bond market
Financial market structures revealed by pricing rules: Efficient complete markets are prevalent
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
Initial public offerings on the UK when-issued market
The effect of data breach announcements beyond the stock price: Empirical evidence on market activity
Market maker competition and price efficiency: Evidence from China
Market volatility and stock returns: The role of liquidity providers
Foreign equity flows: Boon or bane to the liquidity of Malaysian stock market?
Market risk-based capital requirements, trading activity, and bank risk
The economic consequences associated with integrated report quality: Capital market and real effects