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You searched for subject:(Bid ask spread). Showing records 1 – 30 of 38 total matches.

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University of Illinois – Urbana-Champaign

1. Shang, Quanbiao. The components of the bid-ask spread: evidence from the corn futures market.

Degree: MS, Agricultural & Applied Econ, 2016, University of Illinois – Urbana-Champaign

 Using the Best Bid Offer data from the CME, this thesis decomposes the Bid-Ask Spread (BAS) in the Chicago Board of Trade (CBOT) corn futures… (more)

Subjects/Keywords: Bid-ask spread components; market microstructure

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Shang, Q. (2016). The components of the bid-ask spread: evidence from the corn futures market. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/90838

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shang, Quanbiao. “The components of the bid-ask spread: evidence from the corn futures market.” 2016. Thesis, University of Illinois – Urbana-Champaign. Accessed January 21, 2020. http://hdl.handle.net/2142/90838.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shang, Quanbiao. “The components of the bid-ask spread: evidence from the corn futures market.” 2016. Web. 21 Jan 2020.

Vancouver:

Shang Q. The components of the bid-ask spread: evidence from the corn futures market. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2016. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/2142/90838.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shang Q. The components of the bid-ask spread: evidence from the corn futures market. [Thesis]. University of Illinois – Urbana-Champaign; 2016. Available from: http://hdl.handle.net/2142/90838

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Edinburgh

2. Serdyuk, Anna. Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine.

Degree: 2010, University of Edinburgh

 The thesis studies aspects of the cost of equity trading in the emerging stock market of Ukraine. The market is quite new (opened in 1997… (more)

Subjects/Keywords: 332; costs; equity trading; liquidity; bid-ask spread; Ukraine; stock market

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APA (6th Edition):

Serdyuk, A. (2010). Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine. (Doctoral Dissertation). University of Edinburgh. Retrieved from http://hdl.handle.net/1842/5688

Chicago Manual of Style (16th Edition):

Serdyuk, Anna. “Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine.” 2010. Doctoral Dissertation, University of Edinburgh. Accessed January 21, 2020. http://hdl.handle.net/1842/5688.

MLA Handbook (7th Edition):

Serdyuk, Anna. “Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine.” 2010. Web. 21 Jan 2020.

Vancouver:

Serdyuk A. Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine. [Internet] [Doctoral dissertation]. University of Edinburgh; 2010. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/1842/5688.

Council of Science Editors:

Serdyuk A. Cost of trading, effective liquidity measures, and components of the bid-ask spread in the emerging stock market of Ukraine. [Doctoral Dissertation]. University of Edinburgh; 2010. Available from: http://hdl.handle.net/1842/5688


NSYSU

3. Sun, Chia-Liang. none.

Degree: Master, Business Management, 2008, NSYSU

 Family or group-owned corporations and informed trading are two features of Taiwanâs capital market. Is there any relationship between the two features? Can we solve… (more)

Subjects/Keywords: bid-ask spread; informed trading; corporate governance; central agency problems

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APA (6th Edition):

Sun, C. (2008). none. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Sun, Chia-Liang. “none.” 2008. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Sun, Chia-Liang. “none.” 2008. Web. 21 Jan 2020.

Vancouver:

Sun C. none. [Internet] [Thesis]. NSYSU; 2008. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sun C. none. [Thesis]. NSYSU; 2008. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0822108-152544

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

4. Chang, Ti-Yang. The Informativeness of the Limit Order Book in a Periodic Call Market.

Degree: Master, Finance, 2009, NSYSU

 Using the intraday data on the Taiwan Stock Exchange (TWSE), we address the issue of the informativeness of the limit order book in the periodic… (more)

Subjects/Keywords: Asymmetric information; Trader surplus; Trading volume; Bid-ask spread

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APA (6th Edition):

Chang, T. (2009). The Informativeness of the Limit Order Book in a Periodic Call Market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chang, Ti-Yang. “The Informativeness of the Limit Order Book in a Periodic Call Market.” 2009. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chang, Ti-Yang. “The Informativeness of the Limit Order Book in a Periodic Call Market.” 2009. Web. 21 Jan 2020.

Vancouver:

Chang T. The Informativeness of the Limit Order Book in a Periodic Call Market. [Internet] [Thesis]. NSYSU; 2009. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chang T. The Informativeness of the Limit Order Book in a Periodic Call Market. [Thesis]. NSYSU; 2009. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0617109-212255

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Saskatchewan

5. Wang, Juan. The intraday pattern of information asymmetry : evidence from the NYSE.

Degree: 2009, University of Saskatchewan

 Previous studies (e.g. Benston and Hagerman, 1974, Bagehot, 1971 and Stoll, 1978) suggest that the bid-ask spread consists of three components: asymmetric information cost, inventory… (more)

Subjects/Keywords: Intraday pattern; Bid-ask spread; Depth; Information asymmetry

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APA (6th Edition):

Wang, J. (2009). The intraday pattern of information asymmetry : evidence from the NYSE. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/etd-09032009-164536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wang, Juan. “The intraday pattern of information asymmetry : evidence from the NYSE.” 2009. Thesis, University of Saskatchewan. Accessed January 21, 2020. http://hdl.handle.net/10388/etd-09032009-164536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wang, Juan. “The intraday pattern of information asymmetry : evidence from the NYSE.” 2009. Web. 21 Jan 2020.

Vancouver:

Wang J. The intraday pattern of information asymmetry : evidence from the NYSE. [Internet] [Thesis]. University of Saskatchewan; 2009. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10388/etd-09032009-164536.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wang J. The intraday pattern of information asymmetry : evidence from the NYSE. [Thesis]. University of Saskatchewan; 2009. Available from: http://hdl.handle.net/10388/etd-09032009-164536

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Universidade Nova

6. Rianço, Nelson Manuel Sobral. Modelo com regimes para os preços e a liquidez de acções em bolsa.

Degree: 2009, Universidade Nova

Dissertação apresentada à Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de mestre em Matemática e Aplicações - Ramo… (more)

Subjects/Keywords: Liquidez; Bid-ask spread; Preço - liquidez; Regimes; Volume; Limiares

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APA (6th Edition):

Rianço, N. M. S. (2009). Modelo com regimes para os preços e a liquidez de acções em bolsa. (Thesis). Universidade Nova. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/4096

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rianço, Nelson Manuel Sobral. “Modelo com regimes para os preços e a liquidez de acções em bolsa.” 2009. Thesis, Universidade Nova. Accessed January 21, 2020. http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/4096.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rianço, Nelson Manuel Sobral. “Modelo com regimes para os preços e a liquidez de acções em bolsa.” 2009. Web. 21 Jan 2020.

Vancouver:

Rianço NMS. Modelo com regimes para os preços e a liquidez de acções em bolsa. [Internet] [Thesis]. Universidade Nova; 2009. [cited 2020 Jan 21]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/4096.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rianço NMS. Modelo com regimes para os preços e a liquidez de acções em bolsa. [Thesis]. Universidade Nova; 2009. Available from: http://www.rcaap.pt/detail.jsp?id=oai:run.unl.pt:10362/4096

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


NSYSU

7. Wey, An-pin. Studies on the bid ask spread component using high frequency trading data.

Degree: Master, Applied Mathematics, 2006, NSYSU

 In this paper, we use the high frequency trading data of New York Stock Exchange to analyze the bid-ask spread components. It is found that… (more)

Subjects/Keywords: trade volume; quoted midpoint; quoted depth; bid-ask spread component; bid-ask spread

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APA (6th Edition):

Wey, A. (2006). Studies on the bid ask spread component using high frequency trading data. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718106-153008

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wey, An-pin. “Studies on the bid ask spread component using high frequency trading data.” 2006. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718106-153008.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wey, An-pin. “Studies on the bid ask spread component using high frequency trading data.” 2006. Web. 21 Jan 2020.

Vancouver:

Wey A. Studies on the bid ask spread component using high frequency trading data. [Internet] [Thesis]. NSYSU; 2006. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718106-153008.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wey A. Studies on the bid ask spread component using high frequency trading data. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0718106-153008

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Brunel University

8. Nguyen, Ngoc Dung. Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets.

Degree: 2010, Brunel University

 This thesis aims to investigate the influence of earnings news on stock liquidity and the relationship between information asymmetry cost component and Post Earnings Announcement… (more)

Subjects/Keywords: 332; Post Earning Announcements Drift; Stock Liquidity; Bid-Ask Spread; Information Asymmetry

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APA (6th Edition):

Nguyen, N. D. (2010). Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets. (Doctoral Dissertation). Brunel University. Retrieved from http://bura.brunel.ac.uk/handle/2438/4405 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511702

Chicago Manual of Style (16th Edition):

Nguyen, Ngoc Dung. “Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets.” 2010. Doctoral Dissertation, Brunel University. Accessed January 21, 2020. http://bura.brunel.ac.uk/handle/2438/4405 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511702.

MLA Handbook (7th Edition):

Nguyen, Ngoc Dung. “Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets.” 2010. Web. 21 Jan 2020.

Vancouver:

Nguyen ND. Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets. [Internet] [Doctoral dissertation]. Brunel University; 2010. [cited 2020 Jan 21]. Available from: http://bura.brunel.ac.uk/handle/2438/4405 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511702.

Council of Science Editors:

Nguyen ND. Post earnings announcement drift and stock liquidity in the US, the UK and French equity markets. [Doctoral Dissertation]. Brunel University; 2010. Available from: http://bura.brunel.ac.uk/handle/2438/4405 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.511702


Washington University in St. Louis

9. Wang, Yajun. Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice.

Degree: PhD, Business Administration, 2011, Washington University in St. Louis

 This dissertation includes three essays. The first essay studies the effects of margin requirements. The second essay studies how asymmetric information and imperfect competition affect… (more)

Subjects/Keywords: Business; Bid-Ask Spread, Liquidity, Margin Requirements, Risk Aversion, Short-sales Constraints, Welfare

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APA (6th Edition):

Wang, Y. (2011). Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice. (Doctoral Dissertation). Washington University in St. Louis. Retrieved from https://openscholarship.wustl.edu/etd/364

Chicago Manual of Style (16th Edition):

Wang, Yajun. “Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice.” 2011. Doctoral Dissertation, Washington University in St. Louis. Accessed January 21, 2020. https://openscholarship.wustl.edu/etd/364.

MLA Handbook (7th Edition):

Wang, Yajun. “Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice.” 2011. Web. 21 Jan 2020.

Vancouver:

Wang Y. Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice. [Internet] [Doctoral dissertation]. Washington University in St. Louis; 2011. [cited 2020 Jan 21]. Available from: https://openscholarship.wustl.edu/etd/364.

Council of Science Editors:

Wang Y. Essays on Margin Requirements, Endogenous Illiquidity, and Portfolio Choice. [Doctoral Dissertation]. Washington University in St. Louis; 2011. Available from: https://openscholarship.wustl.edu/etd/364


Université Catholique de Louvain

10. Lefebvre, Maxime. The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares.

Degree: 2016, Université Catholique de Louvain

Market liquidity has a central role in many areas of finance and has been studied in depth, both in order to identify its sources and… (more)

Subjects/Keywords: market liquidity; market microstructure; liquidity proxies; intraday patterns of liquidity; bid-ask spread

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APA (6th Edition):

Lefebvre, M. (2016). The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares. (Thesis). Université Catholique de Louvain. Retrieved from http://hdl.handle.net/2078.1/thesis:7130

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lefebvre, Maxime. “The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares.” 2016. Thesis, Université Catholique de Louvain. Accessed January 21, 2020. http://hdl.handle.net/2078.1/thesis:7130.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lefebvre, Maxime. “The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares.” 2016. Web. 21 Jan 2020.

Vancouver:

Lefebvre M. The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares. [Internet] [Thesis]. Université Catholique de Louvain; 2016. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/2078.1/thesis:7130.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lefebvre M. The Impact of the Shanghai-Hong-Kong Stock Connect Program on the Liquidity of Shanghai A-Shares. [Thesis]. Université Catholique de Louvain; 2016. Available from: http://hdl.handle.net/2078.1/thesis:7130

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Oklahoma State University

11. Shah, Samarth P. Essays on Liquidity Costs in Futures and Options Markets.

Degree: Department of Agricultural Economics, 2011, Oklahoma State University

 The study comprises three essays about the market microstructure of futures and options markets with the main emphasis on liquidity costs. The first essay determines… (more)

Subjects/Keywords: bid ask spread; black model; commodity markets; futures and options; kcbt; nse; india

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APA (6th Edition):

Shah, S. P. (2011). Essays on Liquidity Costs in Futures and Options Markets. (Thesis). Oklahoma State University. Retrieved from http://hdl.handle.net/11244/6539

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Shah, Samarth P. “Essays on Liquidity Costs in Futures and Options Markets.” 2011. Thesis, Oklahoma State University. Accessed January 21, 2020. http://hdl.handle.net/11244/6539.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Shah, Samarth P. “Essays on Liquidity Costs in Futures and Options Markets.” 2011. Web. 21 Jan 2020.

Vancouver:

Shah SP. Essays on Liquidity Costs in Futures and Options Markets. [Internet] [Thesis]. Oklahoma State University; 2011. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/11244/6539.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Shah SP. Essays on Liquidity Costs in Futures and Options Markets. [Thesis]. Oklahoma State University; 2011. Available from: http://hdl.handle.net/11244/6539

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

12. Danis, Michelle A. The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options.

Degree: MA, Economics, 1997, Virginia Tech

 The purpose of this thesis was to test the hypothesis that multiple-listing of equity options leads to lower bid-ask spreads because of increased competition. This… (more)

Subjects/Keywords: bid-ask spread; equity options; competition

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APA (6th Edition):

Danis, M. A. (1997). The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/36640

Chicago Manual of Style (16th Edition):

Danis, Michelle A. “The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options.” 1997. Masters Thesis, Virginia Tech. Accessed January 21, 2020. http://hdl.handle.net/10919/36640.

MLA Handbook (7th Edition):

Danis, Michelle A. “The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options.” 1997. Web. 21 Jan 2020.

Vancouver:

Danis MA. The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options. [Internet] [Masters thesis]. Virginia Tech; 1997. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10919/36640.

Council of Science Editors:

Danis MA. The Effects of Multiple Listing on Bid-Ask Spreads for Equity Options. [Masters Thesis]. Virginia Tech; 1997. Available from: http://hdl.handle.net/10919/36640


Mississippi State University

13. Steele, Dennis Franklin. THE ASYMMETRIC INFORMATION CONTENT OF REIT IPOS.

Degree: PhD, Finance and Economics, 2009, Mississippi State University

  This study examines asymmetric information content of REIT IPOs as compared to that of industrial IPOs matched by similar asset size, underwriter reputation ranking,… (more)

Subjects/Keywords: REIT IPO; bid-ask spread; initial public offerings; adverse selection cost; asymmetric information

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APA (6th Edition):

Steele, D. F. (2009). THE ASYMMETRIC INFORMATION CONTENT OF REIT IPOS. (Doctoral Dissertation). Mississippi State University. Retrieved from http://sun.library.msstate.edu/ETD-db/theses/available/etd-10302009-102109/ ;

Chicago Manual of Style (16th Edition):

Steele, Dennis Franklin. “THE ASYMMETRIC INFORMATION CONTENT OF REIT IPOS.” 2009. Doctoral Dissertation, Mississippi State University. Accessed January 21, 2020. http://sun.library.msstate.edu/ETD-db/theses/available/etd-10302009-102109/ ;.

MLA Handbook (7th Edition):

Steele, Dennis Franklin. “THE ASYMMETRIC INFORMATION CONTENT OF REIT IPOS.” 2009. Web. 21 Jan 2020.

Vancouver:

Steele DF. THE ASYMMETRIC INFORMATION CONTENT OF REIT IPOS. [Internet] [Doctoral dissertation]. Mississippi State University; 2009. [cited 2020 Jan 21]. Available from: http://sun.library.msstate.edu/ETD-db/theses/available/etd-10302009-102109/ ;.

Council of Science Editors:

Steele DF. THE ASYMMETRIC INFORMATION CONTENT OF REIT IPOS. [Doctoral Dissertation]. Mississippi State University; 2009. Available from: http://sun.library.msstate.edu/ETD-db/theses/available/etd-10302009-102109/ ;


University of Saskatchewan

14. Chen, Junye 1993-. Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options.

Degree: 2017, University of Saskatchewan

 This paper analyzes the intraday variation of option bid-ask spreads. We find an L-shaped spread pattern for options confirming the findings of Chan et al.… (more)

Subjects/Keywords: option bid-ask spread; option depth; intraday variation; information asymmetry; moneyness; hedging cost; VIX

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APA (6th Edition):

Chen, J. 1. (2017). Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options. (Thesis). University of Saskatchewan. Retrieved from http://hdl.handle.net/10388/8317

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chen, Junye 1993-. “Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options.” 2017. Thesis, University of Saskatchewan. Accessed January 21, 2020. http://hdl.handle.net/10388/8317.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chen, Junye 1993-. “Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options.” 2017. Web. 21 Jan 2020.

Vancouver:

Chen J1. Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options. [Internet] [Thesis]. University of Saskatchewan; 2017. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10388/8317.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chen J1. Patterns and Determinants of the Intraday Bid-Ask Spread and Depth of CBOE Equity Options. [Thesis]. University of Saskatchewan; 2017. Available from: http://hdl.handle.net/10388/8317

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Uppsala University

15. Molin, Tove. Effekten av frivillig redovisning på kapitalmarknaden : En studie om informationsinnehållet i kvartalsrapporter.

Degree: Business Studies, 2018, Uppsala University

  Vilken effekt frivilligt redovisad information har på kapitalmarknaden är en omstridd fråga i litteraturen. Vissa menar att mer information minskar informationsasymmetrin på kapitalmarknaden medan… (more)

Subjects/Keywords: informationsasymmetri; frivillig redovisning; kvartalsrapporter; handelsvolym; bid-ask spread; information overload; Business Administration; Företagsekonomi

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Molin, T. (2018). Effekten av frivillig redovisning på kapitalmarknaden : En studie om informationsinnehållet i kvartalsrapporter. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354774

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Molin, Tove. “Effekten av frivillig redovisning på kapitalmarknaden : En studie om informationsinnehållet i kvartalsrapporter.” 2018. Thesis, Uppsala University. Accessed January 21, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354774.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Molin, Tove. “Effekten av frivillig redovisning på kapitalmarknaden : En studie om informationsinnehållet i kvartalsrapporter.” 2018. Web. 21 Jan 2020.

Vancouver:

Molin T. Effekten av frivillig redovisning på kapitalmarknaden : En studie om informationsinnehållet i kvartalsrapporter. [Internet] [Thesis]. Uppsala University; 2018. [cited 2020 Jan 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354774.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Molin T. Effekten av frivillig redovisning på kapitalmarknaden : En studie om informationsinnehållet i kvartalsrapporter. [Thesis]. Uppsala University; 2018. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-354774

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Pretoria

16. Vorster, Barend Christiaan. Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange.

Degree: Graduate School of Management, 2008, University of Pretoria

 Liquidity is a measure of the ease with which an asset can be converted into cash. In a perfectly liquid market, conversion is instantaneous and… (more)

Subjects/Keywords: Bid-ask spread; Clientele effect; Beta; Capital asset pricing model; Johannesburg Stock Exchange (JSE); Spread return relationship; Liquidity premium; UCTD

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APA (6th Edition):

Vorster, B. (2008). Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange. (Masters Thesis). University of Pretoria. Retrieved from http://hdl.handle.net/2263/27193

Chicago Manual of Style (16th Edition):

Vorster, Barend. “Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange.” 2008. Masters Thesis, University of Pretoria. Accessed January 21, 2020. http://hdl.handle.net/2263/27193.

MLA Handbook (7th Edition):

Vorster, Barend. “Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange.” 2008. Web. 21 Jan 2020.

Vancouver:

Vorster B. Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange. [Internet] [Masters thesis]. University of Pretoria; 2008. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/2263/27193.

Council of Science Editors:

Vorster B. Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange. [Masters Thesis]. University of Pretoria; 2008. Available from: http://hdl.handle.net/2263/27193


University of Pretoria

17. [No author]. Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange .

Degree: 2008, University of Pretoria

 Liquidity is a measure of the ease with which an asset can be converted into cash. In a perfectly liquid market, conversion is instantaneous and… (more)

Subjects/Keywords: Bid-ask spread; Clientele effect; Beta; Capital asset pricing model; Johannesburg Stock Exchange (JSE); Spread return relationship; Liquidity premium; UCTD

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APA (6th Edition):

author], [. (2008). Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange . (Masters Thesis). University of Pretoria. Retrieved from http://upetd.up.ac.za/thesis/available/etd-08122008-115611/

Chicago Manual of Style (16th Edition):

author], [No. “Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange .” 2008. Masters Thesis, University of Pretoria. Accessed January 21, 2020. http://upetd.up.ac.za/thesis/available/etd-08122008-115611/.

MLA Handbook (7th Edition):

author], [No. “Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange .” 2008. Web. 21 Jan 2020.

Vancouver:

author] [. Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange . [Internet] [Masters thesis]. University of Pretoria; 2008. [cited 2020 Jan 21]. Available from: http://upetd.up.ac.za/thesis/available/etd-08122008-115611/.

Council of Science Editors:

author] [. Liquidity premium and investment horizon : a research report on the influence of liquidity on the return and holding period of securities on the Johannesburg Stock Exchange . [Masters Thesis]. University of Pretoria; 2008. Available from: http://upetd.up.ac.za/thesis/available/etd-08122008-115611/


Louisiana State University

18. Wasan, Sonia. Do accruals exacerbate information asymmetry in the market?.

Degree: PhD, Accounting, 2006, Louisiana State University

 A considerable body of evidence, both archival and experimental, suggests that accounting accruals are heterogeneously interpreted by investors. In this study, I examine whether the… (more)

Subjects/Keywords: accruals; information asymmetry; bid-ask spread; adverse selection component

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APA (6th Edition):

Wasan, S. (2006). Do accruals exacerbate information asymmetry in the market?. (Doctoral Dissertation). Louisiana State University. Retrieved from etd-05232006-153150 ; https://digitalcommons.lsu.edu/gradschool_dissertations/410

Chicago Manual of Style (16th Edition):

Wasan, Sonia. “Do accruals exacerbate information asymmetry in the market?.” 2006. Doctoral Dissertation, Louisiana State University. Accessed January 21, 2020. etd-05232006-153150 ; https://digitalcommons.lsu.edu/gradschool_dissertations/410.

MLA Handbook (7th Edition):

Wasan, Sonia. “Do accruals exacerbate information asymmetry in the market?.” 2006. Web. 21 Jan 2020.

Vancouver:

Wasan S. Do accruals exacerbate information asymmetry in the market?. [Internet] [Doctoral dissertation]. Louisiana State University; 2006. [cited 2020 Jan 21]. Available from: etd-05232006-153150 ; https://digitalcommons.lsu.edu/gradschool_dissertations/410.

Council of Science Editors:

Wasan S. Do accruals exacerbate information asymmetry in the market?. [Doctoral Dissertation]. Louisiana State University; 2006. Available from: etd-05232006-153150 ; https://digitalcommons.lsu.edu/gradschool_dissertations/410


Kaunas University of Technology

19. Baršauskaitė, Skaistė. Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizė.

Degree: Master, Mathematics, 2008, Kaunas University of Technology

Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizei buvo pasirinktos 9 akcijos. Jas, pagal įvykusių sandorių skaičių ir vertę, galima suskirstyti į tris grupes: nelikvidžios,… (more)

Subjects/Keywords: Rinkos efektyvumas; Roll matas; Pirkimo-pardavimo kainos skirtumas; Efektyvus kainų skirtumas; Efficient-market hypothesis; Roll measure; Inside bid-ask spread; Effective spread

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APA (6th Edition):

Baršauskaitė, Skaistė. (2008). Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizė. (Masters Thesis). Kaunas University of Technology. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080716_112521-25059 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16th Edition):

Baršauskaitė, Skaistė. “Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizė.” 2008. Masters Thesis, Kaunas University of Technology. Accessed January 21, 2020. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080716_112521-25059 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7th Edition):

Baršauskaitė, Skaistė. “Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizė.” 2008. Web. 21 Jan 2020.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Baršauskaitė, Skaistė. Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizė. [Internet] [Masters thesis]. Kaunas University of Technology; 2008. [cited 2020 Jan 21]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080716_112521-25059 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Baršauskaitė, Skaistė. Lietuvos akcijų rinkos pasiūlos ir paklausos srautų analizė. [Masters Thesis]. Kaunas University of Technology; 2008. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080716_112521-25059 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete


University of Oulu

20. Kyröläinen, P. (Petri). Essays on investor behavior and trading activity.

Degree: 2007, University of Oulu

 Abstract This thesis investigates a set of equity market phenomena associated with investors' trading activity, using a comprehensive Finnish Central Securities Depository (FCSD) database that… (more)

Subjects/Keywords: bid-ask spread; day trading; momentum trading; prospect theory; trading activity; volatility

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Kyröläinen, P. (. (2007). Essays on investor behavior and trading activity. (Doctoral Dissertation). University of Oulu. Retrieved from http://urn.fi/urn:isbn:9789514284366

Chicago Manual of Style (16th Edition):

Kyröläinen, P (Petri). “Essays on investor behavior and trading activity.” 2007. Doctoral Dissertation, University of Oulu. Accessed January 21, 2020. http://urn.fi/urn:isbn:9789514284366.

MLA Handbook (7th Edition):

Kyröläinen, P (Petri). “Essays on investor behavior and trading activity.” 2007. Web. 21 Jan 2020.

Vancouver:

Kyröläinen P(. Essays on investor behavior and trading activity. [Internet] [Doctoral dissertation]. University of Oulu; 2007. [cited 2020 Jan 21]. Available from: http://urn.fi/urn:isbn:9789514284366.

Council of Science Editors:

Kyröläinen P(. Essays on investor behavior and trading activity. [Doctoral Dissertation]. University of Oulu; 2007. Available from: http://urn.fi/urn:isbn:9789514284366


NSYSU

21. Lin, Chi-hsien. Modeling the Bid-Ask Spread by Option Hedging.

Degree: Master, Applied Mathematics, 2005, NSYSU

 The bid-ask spread costs consist of three components, which include order processing costs, inventory-holding costs, and adverse selection costs. In this paper, we model the… (more)

Subjects/Keywords: option hedging; high frequency data; the bid-ask spread; EM algorithm

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Lin, C. (2005). Modeling the Bid-Ask Spread by Option Hedging. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0808105-124932

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Lin, Chi-hsien. “Modeling the Bid-Ask Spread by Option Hedging.” 2005. Thesis, NSYSU. Accessed January 21, 2020. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0808105-124932.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Lin, Chi-hsien. “Modeling the Bid-Ask Spread by Option Hedging.” 2005. Web. 21 Jan 2020.

Vancouver:

Lin C. Modeling the Bid-Ask Spread by Option Hedging. [Internet] [Thesis]. NSYSU; 2005. [cited 2020 Jan 21]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0808105-124932.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Lin C. Modeling the Bid-Ask Spread by Option Hedging. [Thesis]. NSYSU; 2005. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0808105-124932

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Virginia Tech

22. Popescu, Marius. Two Essays on the Probability of Informed Trading.

Degree: PhD, Finance, Insurance, and Business Law, 2007, Virginia Tech

 This dissertation consists of two essays. The first essay develops a new methodology for estimating the probability of informed trading from the observed quotes and… (more)

Subjects/Keywords: initial public offering (IPO); bid-ask spread; informed trading; information asymmetry; underwriting syndicate

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APA (6th Edition):

Popescu, M. (2007). Two Essays on the Probability of Informed Trading. (Doctoral Dissertation). Virginia Tech. Retrieved from http://hdl.handle.net/10919/27500

Chicago Manual of Style (16th Edition):

Popescu, Marius. “Two Essays on the Probability of Informed Trading.” 2007. Doctoral Dissertation, Virginia Tech. Accessed January 21, 2020. http://hdl.handle.net/10919/27500.

MLA Handbook (7th Edition):

Popescu, Marius. “Two Essays on the Probability of Informed Trading.” 2007. Web. 21 Jan 2020.

Vancouver:

Popescu M. Two Essays on the Probability of Informed Trading. [Internet] [Doctoral dissertation]. Virginia Tech; 2007. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10919/27500.

Council of Science Editors:

Popescu M. Two Essays on the Probability of Informed Trading. [Doctoral Dissertation]. Virginia Tech; 2007. Available from: http://hdl.handle.net/10919/27500

23. ZHANG HUIPING. Measuring liquidity in emerging markets.

Degree: 2011, National University of Singapore

Subjects/Keywords: Liquidity; effective bid-ask spread; price impact; Illiq_Zero; correlation; principal component analysis

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APA (6th Edition):

HUIPING, Z. (2011). Measuring liquidity in emerging markets. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/23715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

HUIPING, ZHANG. “Measuring liquidity in emerging markets.” 2011. Thesis, National University of Singapore. Accessed January 21, 2020. http://scholarbank.nus.edu.sg/handle/10635/23715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

HUIPING, ZHANG. “Measuring liquidity in emerging markets.” 2011. Web. 21 Jan 2020.

Vancouver:

HUIPING Z. Measuring liquidity in emerging markets. [Internet] [Thesis]. National University of Singapore; 2011. [cited 2020 Jan 21]. Available from: http://scholarbank.nus.edu.sg/handle/10635/23715.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

HUIPING Z. Measuring liquidity in emerging markets. [Thesis]. National University of Singapore; 2011. Available from: http://scholarbank.nus.edu.sg/handle/10635/23715

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

24. Bricelj, Bor. Vključitev Likvidnostnega tveganja v parametrične modele tvegane vrednosti.

Degree: 2013, Univerza v Mariboru

V magistrskem delu vpeljujemo likvidnost kot dejavnik tveganja v standardno analizo tvegane vrednosti. Osnovne parametrične VaR modele nadgradimo z informacijami o cenovnem razponu med ponujeno… (more)

Subjects/Keywords: tvegana vrednost; likvidnost; GARCH; srednja cena; cenovni razpon; statistični test ustreznosti; value-at-risk; liquidity; GARCH; mid-price; bid-ask spread; backtests; info:eu-repo/classification/udc/336.76

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APA (6th Edition):

Bricelj, B. (2013). Vključitev Likvidnostnega tveganja v parametrične modele tvegane vrednosti. (Masters Thesis). Univerza v Mariboru. Retrieved from https://dk.um.si/IzpisGradiva.php?id=40057 ; https://dk.um.si/Dokument.php?id=54572&dn= ; https://plus.si.cobiss.net/opac7/bib/11402524?lang=sl

Chicago Manual of Style (16th Edition):

Bricelj, Bor. “Vključitev Likvidnostnega tveganja v parametrične modele tvegane vrednosti.” 2013. Masters Thesis, Univerza v Mariboru. Accessed January 21, 2020. https://dk.um.si/IzpisGradiva.php?id=40057 ; https://dk.um.si/Dokument.php?id=54572&dn= ; https://plus.si.cobiss.net/opac7/bib/11402524?lang=sl.

MLA Handbook (7th Edition):

Bricelj, Bor. “Vključitev Likvidnostnega tveganja v parametrične modele tvegane vrednosti.” 2013. Web. 21 Jan 2020.

Vancouver:

Bricelj B. Vključitev Likvidnostnega tveganja v parametrične modele tvegane vrednosti. [Internet] [Masters thesis]. Univerza v Mariboru; 2013. [cited 2020 Jan 21]. Available from: https://dk.um.si/IzpisGradiva.php?id=40057 ; https://dk.um.si/Dokument.php?id=54572&dn= ; https://plus.si.cobiss.net/opac7/bib/11402524?lang=sl.

Council of Science Editors:

Bricelj B. Vključitev Likvidnostnega tveganja v parametrične modele tvegane vrednosti. [Masters Thesis]. Univerza v Mariboru; 2013. Available from: https://dk.um.si/IzpisGradiva.php?id=40057 ; https://dk.um.si/Dokument.php?id=54572&dn= ; https://plus.si.cobiss.net/opac7/bib/11402524?lang=sl


University of St. Andrews

25. Faciane, Kirby. Empirical market microstructure of the FTSEurofirst index futures .

Degree: 2010, University of St. Andrews

 This thesis is among the first market microstructure studies of an index futures market with designated market makers in the academic literature. The purpose of… (more)

Subjects/Keywords: Market microstructure; Index futures; Market making; Designated market makers; Euronext.liffe; FTSEurofirst Index; Intraday analysis; Bid-ask spread components; Limit orders; Market orders

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APA (6th Edition):

Faciane, K. (2010). Empirical market microstructure of the FTSEurofirst index futures . (Thesis). University of St. Andrews. Retrieved from http://hdl.handle.net/10023/1975

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Faciane, Kirby. “Empirical market microstructure of the FTSEurofirst index futures .” 2010. Thesis, University of St. Andrews. Accessed January 21, 2020. http://hdl.handle.net/10023/1975.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Faciane, Kirby. “Empirical market microstructure of the FTSEurofirst index futures .” 2010. Web. 21 Jan 2020.

Vancouver:

Faciane K. Empirical market microstructure of the FTSEurofirst index futures . [Internet] [Thesis]. University of St. Andrews; 2010. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/10023/1975.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Faciane K. Empirical market microstructure of the FTSEurofirst index futures . [Thesis]. University of St. Andrews; 2010. Available from: http://hdl.handle.net/10023/1975

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Jönköping University

26. Fransson, Abbe. Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004.

Degree: Economics, 2005, Jönköping University

Den här uppsatsen behandlar företag som är listade på Stockholmsbörsen som gjorde omvänd split mellan 1995 och 2004. Företagen är testade för abnormal avkastning… (more)

Subjects/Keywords: Reverse split; bid-ask spread; trading volume; non-trading days; liquidity; Economics; Nationalekonomi

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APA (6th Edition):

Fransson, A. (2005). Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004. (Thesis). Jönköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Fransson, Abbe. “Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004.” 2005. Thesis, Jönköping University. Accessed January 21, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Fransson, Abbe. “Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004.” 2005. Web. 21 Jan 2020.

Vancouver:

Fransson A. Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004. [Internet] [Thesis]. Jönköping University; 2005. [cited 2020 Jan 21]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Fransson A. Reverse Stock Splits : An Empirical Approach to the Signaling and Trading Range Hypotheses on Swedish Stocks Subject to Reverse Split between 1995 and 2004. [Thesis]. Jönköping University; 2005. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-268

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

27. Jottreau, Benoît. Financial models and price formation : applications to sport betting : Modèles financiers et formation des prix : applications aux paris sportifs.

Degree: Docteur es, Mathématiques, 2009, Université Paris-Est

Cette thèse est composée de quatre chapitres. Le premier chapitre traite de l'évaluation de produits financiers dans un modèle comportant un saut pour l'actif risque.… (more)

Subjects/Keywords: Finance; Programmation dynamique; Optimisation; Instruments financiers; Sport; Pari sportif; Options binaires; Football; Hamilton Jacobi Bellman; Prix; Teneur de marché; Offre et demande; Finance; Dynamic Programming; Utility; Optimization; Sport; Betting; Binary options; Soccer; Football; Hamilton Jacobi Bellman; Price; Market-maker; Bid-ask spread

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Jottreau, B. (2009). Financial models and price formation : applications to sport betting : Modèles financiers et formation des prix : applications aux paris sportifs. (Doctoral Dissertation). Université Paris-Est. Retrieved from http://www.theses.fr/2009PEST1031

Chicago Manual of Style (16th Edition):

Jottreau, Benoît. “Financial models and price formation : applications to sport betting : Modèles financiers et formation des prix : applications aux paris sportifs.” 2009. Doctoral Dissertation, Université Paris-Est. Accessed January 21, 2020. http://www.theses.fr/2009PEST1031.

MLA Handbook (7th Edition):

Jottreau, Benoît. “Financial models and price formation : applications to sport betting : Modèles financiers et formation des prix : applications aux paris sportifs.” 2009. Web. 21 Jan 2020.

Vancouver:

Jottreau B. Financial models and price formation : applications to sport betting : Modèles financiers et formation des prix : applications aux paris sportifs. [Internet] [Doctoral dissertation]. Université Paris-Est; 2009. [cited 2020 Jan 21]. Available from: http://www.theses.fr/2009PEST1031.

Council of Science Editors:

Jottreau B. Financial models and price formation : applications to sport betting : Modèles financiers et formation des prix : applications aux paris sportifs. [Doctoral Dissertation]. Université Paris-Est; 2009. Available from: http://www.theses.fr/2009PEST1031


University of New South Wales

28. Rai, Alan. Essays on market liquidity and monetary policy.

Degree: Economics, 2013, University of New South Wales

 The first essay examines the ability of financial market illiquidity to predict key Australian and U.S. macroeconomic variables. I analyse whether illiquidity's predictive ability is… (more)

Subjects/Keywords: Bond spreads; Asset-backed commercial paper; Bid-ask spread; Federal Funds rate; London interbank offered rate; Monetary policy; Regime switching; Sale and repurchase agreement; Trading volume; Vector autoregression; Fiscal policy; Taylor rule

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APA (6th Edition):

Rai, A. (2013). Essays on market liquidity and monetary policy. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/52432 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11105/SOURCE01?view=true

Chicago Manual of Style (16th Edition):

Rai, Alan. “Essays on market liquidity and monetary policy.” 2013. Doctoral Dissertation, University of New South Wales. Accessed January 21, 2020. http://handle.unsw.edu.au/1959.4/52432 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11105/SOURCE01?view=true.

MLA Handbook (7th Edition):

Rai, Alan. “Essays on market liquidity and monetary policy.” 2013. Web. 21 Jan 2020.

Vancouver:

Rai A. Essays on market liquidity and monetary policy. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2020 Jan 21]. Available from: http://handle.unsw.edu.au/1959.4/52432 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11105/SOURCE01?view=true.

Council of Science Editors:

Rai A. Essays on market liquidity and monetary policy. [Doctoral Dissertation]. University of New South Wales; 2013. Available from: http://handle.unsw.edu.au/1959.4/52432 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:11105/SOURCE01?view=true


Brno University of Technology

29. Langer, Roman. Statistická analýza vysokofrekvenčních časových řad finančních trhů .

Degree: 2011, Brno University of Technology

 Cílem této diplomové práce je analýza finančních dat při zaměření se především na vyhledávaní neefektivit na trhu, které mohou vést ke kapitalizaci nalezených anomálií. Data… (more)

Subjects/Keywords: Analýza; forex; vysokofrekvenční časová řada; štatistická arbitráž; finančný trh; dáta; obchod; distribúcia; frekvencia; ponuka; dopyt; rozpätie; charakteristiky; Analysis; forex; high - frequency time series; statistical arbitrage; financial market; data; trade; distribution; frequency; bid; ask; spread; characteristics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Langer, R. (2011). Statistická analýza vysokofrekvenčních časových řad finančních trhů . (Thesis). Brno University of Technology. Retrieved from http://hdl.handle.net/11012/54143

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Langer, Roman. “Statistická analýza vysokofrekvenčních časových řad finančních trhů .” 2011. Thesis, Brno University of Technology. Accessed January 21, 2020. http://hdl.handle.net/11012/54143.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Langer, Roman. “Statistická analýza vysokofrekvenčních časových řad finančních trhů .” 2011. Web. 21 Jan 2020.

Vancouver:

Langer R. Statistická analýza vysokofrekvenčních časových řad finančních trhů . [Internet] [Thesis]. Brno University of Technology; 2011. [cited 2020 Jan 21]. Available from: http://hdl.handle.net/11012/54143.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Langer R. Statistická analýza vysokofrekvenčních časových řad finančních trhů . [Thesis]. Brno University of Technology; 2011. Available from: http://hdl.handle.net/11012/54143

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Arizona State University

30. Ma, Jun. Research on the Liquidity of China Treasury Futures Market.

Degree: Business Administration, 2016, Arizona State University

Subjects/Keywords: Business administration; Bid ask spread; Design ofregulation; Liquidity; Market depth; Trading frequency; Treasury futures

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ma, J. (2016). Research on the Liquidity of China Treasury Futures Market. (Doctoral Dissertation). Arizona State University. Retrieved from http://repository.asu.edu/items/38698

Chicago Manual of Style (16th Edition):

Ma, Jun. “Research on the Liquidity of China Treasury Futures Market.” 2016. Doctoral Dissertation, Arizona State University. Accessed January 21, 2020. http://repository.asu.edu/items/38698.

MLA Handbook (7th Edition):

Ma, Jun. “Research on the Liquidity of China Treasury Futures Market.” 2016. Web. 21 Jan 2020.

Vancouver:

Ma J. Research on the Liquidity of China Treasury Futures Market. [Internet] [Doctoral dissertation]. Arizona State University; 2016. [cited 2020 Jan 21]. Available from: http://repository.asu.edu/items/38698.

Council of Science Editors:

Ma J. Research on the Liquidity of China Treasury Futures Market. [Doctoral Dissertation]. Arizona State University; 2016. Available from: http://repository.asu.edu/items/38698

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