A comparison of bid-ask spread proxies and determinants of bond bid-ask spread
Author:
Publisher
Elsevier BV
Subject
General Medicine
Reference43 articles.
1. A simple estimation of bid-ask spreads from daily close, high, and low prices;Abdi;Review of Financial Studies,2017
2. Liquidity adjusted capital asset pricing model in an emerging market: Liquidity risk in Borsa Istanbul;Altay;Borsa Istanbul Review,2019
3. Illiquidity and stock returns: Cross-section and time-series effects;Amihud;Journal of Financial Markets,2002
4. Asset pricing and the bid-ask spread;Amihud;Journal of Financial Economics,1986
5. Market microstructure and securities values: Evidence from the Tel Aviv stock exchange;Amihud;Journal of Financial Economics,1997
Cited by 5 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Sovereign Green Bond Market: Drivers of Yields and Liquidity;International Journal of Financial Studies;2024-05-20
2. The interest rate transmission mechanism and transmission efficiency of monetary policy in China: empirical analysis based on TVP-SV-VAR model;Journal of the Asia Pacific Economy;2023-05-25
3. An Empirical Examination of Asymmetry on Exchange Rate Spread Using the Quantile Autoregressive Distributed Lag (QARDL) Model;Journal of Risk and Financial Management;2023-01-06
4. The Impact of Green Diamond Reward Rating on Liquidity Risk of ESG Exchange Traded Funds (ETFs);Proceedings of the 8th International Conference on Financial Innovation and Economic Development (ICFIED 2023);2023
5. A comprehensive study on bid-ask spread and its determinants in India;Cogent Economics & Finance;2021-01-01
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3