Works about SPREAD (Finance)

Results: 1241

Non-Uniqueness of Best-Of Option Prices Under Basket Calibration.

Published in:

Risks, 2025, v. 13, n. 6, p. 117, doi. 10.3390/risks13060117

By:

Ahnouch, Mohammed;
Elaachak, Lotfi;
Ghadi, Abderrahim

Publication type:

Article

INTRADAY PATTERNS IN QUOTED DEPTH ON THE NASDAQ.

Published in:

International Journal of Finance, 2011, v. 23, n. 2, p. 6764

By:

Flint, Anthony;
Frino, Alex;
Gerace, Dionigi;
Lepone, Andrew

Publication type:

Article

IMPLEMENTATION OF PRE-OPENING SESSION AND MARKET QUALITY: AN EMPIRICAL STUDY ON THE HONG KONG STOCK MARKET.

Published in:

International Journal of Finance, 2008, v. 20, n. 3, p. 4884

By:

Hing-wah Lee

Publication type:

Article

The sovereign Credit Default Swap Spreads and Chinese Sectors Stock Market: A Causality in Quantile and Dependence Analysis.

Published in:

Asia-Pacific Financial Markets, 2024, v. 31, n. 4, p. 845, doi. 10.1007/s10690-023-09433-8

By:

Alqaralleh, Huthaifa

Publication type:

Article

Measuring Dependence in a Set of Asset Returns.

Published in:

Asia-Pacific Financial Markets, 2023, v. 30, n. 2, p. 363, doi. 10.1007/s10690-022-09378-4

By:

Madan, Dilip B.;
Wang, King

Publication type:

Article

Liquidity and Volatility of Stocks Moved from the Main Market to the Alternative Investment Market (AIM).

Published in:

Asia-Pacific Financial Markets, 2022, v. 29, n. 2, p. 195, doi. 10.1007/s10690-021-09344-6

By:

Mortazian, Mona

Publication type:

Article

Remarks on the Nonlinear Black-Scholes Equations with the Effect of Transaction Costs.

Published in:

Asia-Pacific Financial Markets, 2010, v. 17, n. 3, p. 241, doi. 10.1007/s10690-010-9115-3

By:

Ishimura, Naoyuki

Publication type:

Article

Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework.

Published in:

Asia-Pacific Financial Markets, 2007, v. 14, n. 1/2, p. 141, doi. 10.1007/s10690-007-9056-7

By:

Bhar, Ramaprasad;
Hamori, Shigeyuki

Publication type:

Article

Choice of best estimate for the measured value from strongly discretized observations.

Published in:

Measurement Techniques, 2011, v. 54, n. 7, p. 764, doi. 10.1007/s11018-011-9801-1

By:

Masterenko, D.

Publication type:

Article

THE MACROECONOMICS OF STOCK PRICES IN THE MEDIUM TERM AND IN THE LONG RUN.

Published in:

Manchester School (1463-6786), 2009, v. 77, n. 2, p. 127, doi. 10.1111/j.1467-9957.2008.002091.x

By:

MADSEN, JAKOB B.

Publication type:

Article

Optimal Composition of the Indonesian Listed Banks' Earning Assets and the Effects on Their Market Capitalization: Does It Matter?

Published in:

Human Behavior, Development & Society, 2019, v. 20, n. 2, p. 100

By:

Nasution, Eric J.;
Lingga, Margaretha

Publication type:

Article

Financial markets and economic growth.

Published in:: Journal of Applied Corporate Finance, 2024, v. 36, n. 1, p. 5, doi. 10.1111/jacf.12596
Publication type:: Article

Will fractional‐reserve stablecoin banking replace bitcoin and some traditional banking payments?

Published in:

Journal of Applied Corporate Finance, 2024, v. 36, n. 1, p. 24, doi. 10.1111/jacf.12591

By:

Calomiris, Charles W.

Publication type:

Article

New thinking about the effects of negative interest rates on banks and the economy.

Published in:

Journal of Applied Corporate Finance, 2024, v. 36, n. 1, p. 34, doi. 10.1111/jacf.12588

By:

Calomiris, Charles W.

Publication type:

Article

Fear and loathing in the market for US Treasuries and the clearing nostrum.

Published in:

Journal of Applied Corporate Finance, 2024, v. 36, n. 1, p. 29, doi. 10.1111/jacf.12587

By:

Pirrong, Craig

Publication type:

Article

Operating Efficiency of Indian Public Sector Banks in Light of Basel III Norms.

Published in:

International Journal of Banking, Risk & Insurance, 2020, v. 8, n. 1, p. 15

By:

Jangra, Kavita

Publication type:

Article

Sovereign Spreads and the Political Leaning of Nations.

Published in:

International Economic Review, 2025, v. 66, n. 2, p. 687, doi. 10.1111/iere.12767

By:

Cotoc, Johnny;
Johri, Alok;
Sosa‐Padilla, César

Publication type:

Article

FINANCIAL RISK AND UNEMPLOYMENT.

Published in:

International Economic Review, 2019, v. 60, n. 2, p. 475, doi. 10.1111/iere.12360

By:

Eckstein, Zvi;
Setty, Ofer;
Weiss, David

Publication type:

Article

FOR-PROFIT SEARCH PLATFORMS.

Published in:

International Economic Review, 2014, v. 55, n. 3, p. 765, doi. 10.1111/iere.12070

By:

Niedermayer, Andras;
Shneyerov, Artyom

Publication type:

Article

WHAT EXPLAINS THE SURGE IN EURO AREA SOVEREIGN SPREADS DURING THE FINANCIAL CRISIS OF 2007-09?

Published in:

Public Finance & Management, 2010, v. 10, n. 4, p. 595, doi. 10.1177/152397211001000403

By:

Attinasi, Maria-Grazia;
Checherita, Cristina;
Nickel, Christiane

Publication type:

Article

Predicting Stock Price Changes Based on the Limit Order Book: A Survey.

Published in:

Mathematics (2227-7390), 2022, v. 10, n. 8, p. N.PAG, doi. 10.3390/math10081234

By:

Zaznov, Ilia;
Kunkel, Julian;
Dufour, Alfonso;
Badii, Atta

Publication type:

Article

Analysis of Time-Delay Epidemic Model in Rechargeable Wireless Sensor Networks.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 9, p. 978, doi. 10.3390/math9090978

By:

Liu, Guiyun;
Li, Junqiang;
Liang, Zhongwei;
Peng, Zhimin;
Curiac, Daniel-Ioan

Publication type:

Article

Exchange Market Liquidity Prediction with the K-Nearest Neighbor Approach: Crypto vs. Fiat Currencies.

Published in:

Mathematics (2227-7390), 2021, v. 9, n. 1, p. 56, doi. 10.3390/math9010056

By:

Cortez, Klender;
Rodríguez-García, Martha del Pilar;
Mongrut, Samuel

Publication type:

Article

Assessing the Pandemic Aviation Crisis: Speculative Behavior, Government Bail Outs, and Accommodative Monetary Policy.

Published in:

Economies, 2024, v. 12, n. 10, p. 258, doi. 10.3390/economies12100258

By:

Costa, Viviana;
Oliveira, Maria Alberta;
Santos, Carlos

Publication type:

Article

Determinants of Interest Margin in Pakistan: A Panel Data Analysis.

Published in:

Economies, 2020, v. 8, n. 2, p. 25, doi. 10.3390/economies8020025

By:

Khan, Murad;
Jalil, Abdul

Publication type:

Article

Pricing and Hedging Index Options under Mean-Variance Criteria in Incomplete Markets.

Published in:

Computation, 2023, v. 11, n. 2, p. 30, doi. 10.3390/computation11020030

By:

Yamphram, Pornnapat;
Sutthimat, Phiraphat;
Rakwongwan, Udomsak

Publication type:

Article

НОВИ ТЕНДЕНЦИИ В РАЗВИТИЕТО НА ИНСТРУМЕНТАРИУМА НА ИСЛЯМСКОТО БАНКИРАНЕ И ФИНАНСИ ДО 2050 ГОДИНА

Published in:

Journal Business Directions / Journal Biznes Posoki, 2019, n. 2, p. 27

By:

Димов, Сава Христов;
Койшибеков, Кайрат Болатович

Publication type:

Article

Trading costs, short sale constraints, and the performance of stock market anomalies in Emerging Europe.

Published in:

Economic Research-Ekonomska Istrazivanja, 2019, v. 32, n. 1, p. 403, doi. 10.1080/1331677X.2018.1545593

By:

Zaremba, Adam;
Nikorowski, Jerzy

Publication type:

Article

The Effect of Competition and Capacity on Intermediation Cost: A Country Level Study.

Published in:

International Journal of Economics & Management, 2020, v. 14, n. 1, p. 13

By:

ARIEFIANTO, MOCHAMMAD DODDY;
WIDURI, RINDANG;
ABDURACHMAN, EDI;
TRINUGROHO, IRWAN

Publication type:

Article

The Mediating Effect of Information Asymmetry on IFRS and Foreign Direct Investment.

Published in:

International Journal of Economics & Management, 2018, v. 12, n. 2, p. 641

By:

YOUSEFINEJAD, MARYAM;
AHMAD, AZLINA;
SALLEH, FAIRUZ MD;
RAHIM, RUZITA ABDUL;
AZAM, HAFIZH MD

Publication type:

Article

Are credit spreads too low or too high? A hybrid barrier option approach for financial distress.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 12, p. 1161, doi. 10.1002/fut.20418

By:

Lin, William;
Sun, David

Publication type:

Article

A brighter future with lower transactions costs?

Published in:

Journal of Futures Markets, 2009, v. 29, n. 8, p. 775, doi. 10.1002/fut.20381

By:

Nordén, Lars

Publication type:

Article

Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets.

Published in:

Journal of Futures Markets, 2009, v. 29, n. 4, p. 348, doi. 10.1002/fut.20360

By:

Hyung-Suk Choi;
Jayaraman, Narayanan

Publication type:

Article

Does adverse selection affect bid–ask spreads for options?

Published in:

Journal of Futures Markets, 2008, v. 28, n. 5, p. 417, doi. 10.1002/fut.20316

By:

Bartram, Söhnke M.;
Fehle, Frank;
Shrider, David G.

Publication type:

Article

Closed-form option pricing formulas with extreme events.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 213, doi. 10.1002/fut.20298

By:

Câmara, António;
Heston, Steven L.

Publication type:

Article

Valuing stock options when prices are subject to a lower boundary.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 231, doi. 10.1002/fut.20299

By:

Veestraeten, Dirk

Publication type:

Article

Intraday behavior of market depth in a competitive dealer market: A note.

Published in:

Journal of Futures Markets, 2008, v. 28, n. 3, p. 294, doi. 10.1002/fut.20300

By:

Frino, Alex;
Lepone, Andrew;
Wearin, Grant

Publication type:

Article

Option trading after the opening bell and intraday stock return predictability.

Published in:

Financial Management (Wiley-Blackwell), 2020, v. 49, n. 3, p. 769, doi. 10.1111/fima.12284

By:

Bergsma, Kelley;
Fodor, Andy;
Singal, Vijay;
Tayal, Jitendra

Publication type:

Article

Risk‐taking channel of monetary policy.

Published in:

Financial Management (Wiley-Blackwell), 2019, v. 48, n. 3, p. 725, doi. 10.1111/fima.12256

By:

Adrian, Tobias;
Estrella, Arturo;
Shin, Hyun Song

Publication type:

Article

Measuring Sovereign Risk: Are CDS Spreads Better than Sovereign Credit Ratings?

Published in:

Financial Management (Wiley-Blackwell), 2019, v. 48, n. 1, p. 229, doi. 10.1111/fima.12223

By:

Rodríguez, Iván M.;
Dandapani, Krishnan;
Lawrence, Edward R.

Publication type:

Article

Can Short Restrictions Actually Increase Informed Short Selling?

Published in:

Financial Management (Wiley-Blackwell), 2013, v. 42, n. 1, p. 155, doi. 10.1111/j.1755-053X.2012.01223.x

By:

Kolasinski, Adam C.;
Reed, Adam;
Thornock, Jacob R.

Publication type:

Article

Default Risk in Corporate Yield Spreads.

Published in:

Financial Management (Wiley-Blackwell), 2010, v. 39, n. 2, p. 707, doi. 10.1111/j.1755-053X.2010.01089.x

By:

Dionne, Georges;
Gauthier, Geneviève;
Hammami, Khemais;
Maurice, Mathieu;
Simonato, Jean-Guy

Publication type:

Article

PERFORMANCE MANAGEMENT COMPONENT OF CORPORATE GOVERNANCE IN THE CENTURY OF SPEED.

Published in:

USV Annals of Economics & Public Administration, 2013, v. 13, n. 2, p. 162

By:

BOGHEAN, Florin

Publication type:

Article

Global Factors and Emerging Market Spreads.

Published in:

Economic Journal, 2008, v. 118, n. 533, p. 1917, doi. 10.1111/j.1468-0297.2008.02196.x

By:

González-Rozada, Martín;
Yeyati, Eduardo Levy

Publication type:

Article

Fiscal Policy and Financial Markets.

Published in:

Economic Journal, 2008, v. 118, n. 533, p. 1971, doi. 10.1111/j.1468-0297.2008.02198.x

By:

Akitoby, Bernardin;
Stratmann, Thomas

Publication type:

Article

MEASURING THE INCIDENCE OF INSIDER TRADING IN A MARKET FOR STATE-CONTINGENT CLAIMS.

Published in:

Economic Journal, 1993, v. 103, n. 420, p. 1141, doi. 10.2307/2234240

By:

Hyun Song Shin

Publication type:

Article

REVIEW OF AUSTRIAN SCHOOL FOR INVESTORS: AUSTRIAN INVESTING BETWEEN INFLATION AND DEFLATION.

Published in:

2019

By:

BAGUS, PHILIPP

Publication type:

Book Review

How spread changes affect the order book: comparing the price responses of order deletions and placements to trades.

Published in:

European Physical Journal B: Condensed Matter, 2019, v. 92, n. 6, p. N.PAG, doi. 10.1140/epjb/e2019-90744-3

By:

Grimm, Stephan;
Guhr, Thomas

Publication type:

Article

Küresel Kriz Ertesinde Türkiye'de Ticari Bankaların Kârlılık Performanslarının Belirleyicileri.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2020, n. 114, p. 211, doi. 10.33203/mfy.775448

By:

SALİHOĞLU, Esengül

Publication type:

Article

Determinants of Net Interest Margins in Turkish Banking System: A Panel Data Analysis.

Published in:

Journal of Finance Letters / Maliye Finans Yazıları Dergisi, 2019, v. 33, n. 111, p. 233

By:

DİKO, Abdulhakim

Publication type:

Article