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You searched for subject:(bid ask spreads). Showing records 1 – 5 of 5 total matches.

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University of Illinois – Urbana-Champaign

1. Tremacoldi Rossi, Pedro. The high–low spread estimator is not well–behaved in commodity markets.

Degree: MS, Agricultural & Applied Econ, 2017, University of Illinois – Urbana-Champaign

 In spite of the increasing availability of high-quality data and the possibility of obtaining direct commodity trading costs in recent periods, historical series of transaction… (more)

Subjects/Keywords: Commodity futures; Bid-ask spreads; Transaction costs

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APA (6th Edition):

Tremacoldi Rossi, P. (2017). The high–low spread estimator is not well–behaved in commodity markets. (Thesis). University of Illinois – Urbana-Champaign. Retrieved from http://hdl.handle.net/2142/99420

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):

Tremacoldi Rossi, Pedro. “The high–low spread estimator is not well–behaved in commodity markets.” 2017. Thesis, University of Illinois – Urbana-Champaign. Accessed December 10, 2019. http://hdl.handle.net/2142/99420.

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

MLA Handbook (7th Edition):

Tremacoldi Rossi, Pedro. “The high–low spread estimator is not well–behaved in commodity markets.” 2017. Web. 10 Dec 2019.

Vancouver:

Tremacoldi Rossi P. The high–low spread estimator is not well–behaved in commodity markets. [Internet] [Thesis]. University of Illinois – Urbana-Champaign; 2017. [cited 2019 Dec 10]. Available from: http://hdl.handle.net/2142/99420.

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

Council of Science Editors:

Tremacoldi Rossi P. The high–low spread estimator is not well–behaved in commodity markets. [Thesis]. University of Illinois – Urbana-Champaign; 2017. Available from: http://hdl.handle.net/2142/99420

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


The Ohio State University

2. Tishchenko, Sergei Ivanovich. Liquidity and yield spreads of corporate bonds.

Degree: PhD, Business Administration, 2004, The Ohio State University

 Corporate bond bid-ask spreads explain 40 percent of the temporal variation in yield spreads when daily individual bond data are used. Other known yield spread… (more)

Subjects/Keywords: YIELD SPREADS; bid-ask spreads; bid-ask; CORPORATE BONDS; BONDS; SPREADS; LIQUIDITY

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APA (6th Edition):

Tishchenko, S. I. (2004). Liquidity and yield spreads of corporate bonds. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1095521304

Chicago Manual of Style (16th Edition):

Tishchenko, Sergei Ivanovich. “Liquidity and yield spreads of corporate bonds.” 2004. Doctoral Dissertation, The Ohio State University. Accessed December 10, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1095521304.

MLA Handbook (7th Edition):

Tishchenko, Sergei Ivanovich. “Liquidity and yield spreads of corporate bonds.” 2004. Web. 10 Dec 2019.

Vancouver:

Tishchenko SI. Liquidity and yield spreads of corporate bonds. [Internet] [Doctoral dissertation]. The Ohio State University; 2004. [cited 2019 Dec 10]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1095521304.

Council of Science Editors:

Tishchenko SI. Liquidity and yield spreads of corporate bonds. [Doctoral Dissertation]. The Ohio State University; 2004. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1095521304


NSYSU

3. Wu, Tsung-Chien. The impact of short sales ban on put warrants: Evidence from Taiwan warrants market.

Degree: Master, Finance, 2016, NSYSU

 We will examine the relationship between short sales ban and put warrants from Taiwanâs warrant market. Our results show that put warrants trading volume and… (more)

Subjects/Keywords: Put warrants; Short sales ban; Two stage least squares regression; Bid-ask spreads; implied volatility

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APA (6th Edition):

Wu, T. (2016). The impact of short sales ban on put warrants: Evidence from Taiwan warrants market. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-092816

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):

Wu, Tsung-Chien. “The impact of short sales ban on put warrants: Evidence from Taiwan warrants market.” 2016. Thesis, NSYSU. Accessed December 10, 2019. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-092816.

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

MLA Handbook (7th Edition):

Wu, Tsung-Chien. “The impact of short sales ban on put warrants: Evidence from Taiwan warrants market.” 2016. Web. 10 Dec 2019.

Vancouver:

Wu T. The impact of short sales ban on put warrants: Evidence from Taiwan warrants market. [Internet] [Thesis]. NSYSU; 2016. [cited 2019 Dec 10]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-092816.

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

Council of Science Editors:

Wu T. The impact of short sales ban on put warrants: Evidence from Taiwan warrants market. [Thesis]. NSYSU; 2016. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0524116-092816

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


University of New South Wales

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

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 December 10, 2019. 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. 10 Dec 2019.

Vancouver:

Rai A. Essays on market liquidity and monetary policy. [Internet] [Doctoral dissertation]. University of New South Wales; 2013. [cited 2019 Dec 10]. 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


University of Sydney

5. Hill, Amelia Mary. Three Essays on the Impact of Electronic Screen Trading in Futures Markets .

Degree: 2001, University of Sydney

 This dissertation consists of 3 essays that examine the impact of electronic screen trading in futures markets. The research provides empirical evidence on increasingly significant… (more)

Subjects/Keywords: market microstructure; futures markets; electronic screen trading; computerised trading; bid-ask spreads; price volatility; trading volume

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

APA (6th Edition):

Hill, A. M. (2001). Three Essays on the Impact of Electronic Screen Trading in Futures Markets . (Thesis). University of Sydney. Retrieved from http://hdl.handle.net/2123/588

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):

Hill, Amelia Mary. “Three Essays on the Impact of Electronic Screen Trading in Futures Markets .” 2001. Thesis, University of Sydney. Accessed December 10, 2019. http://hdl.handle.net/2123/588.

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

MLA Handbook (7th Edition):

Hill, Amelia Mary. “Three Essays on the Impact of Electronic Screen Trading in Futures Markets .” 2001. Web. 10 Dec 2019.

Vancouver:

Hill AM. Three Essays on the Impact of Electronic Screen Trading in Futures Markets . [Internet] [Thesis]. University of Sydney; 2001. [cited 2019 Dec 10]. Available from: http://hdl.handle.net/2123/588.

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

Council of Science Editors:

Hill AM. Three Essays on the Impact of Electronic Screen Trading in Futures Markets . [Thesis]. University of Sydney; 2001. Available from: http://hdl.handle.net/2123/588

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

.