Thierry Foucault, Sophie Moinas, Erik Theissen
Does Anonymity Matter in Electronic Limit Order Markets?
DOI: 10.1093/rfs/hhm027
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published in: Review of Financial Studies, Vol. 20, 2007, pp. 1707-1747.

M. Gehde-Trapp, Philipp Schuster, Marliese Uhrig-Homburg
The Term Structure of Bond Liquidity
DOI: https://doi.org/10.1017/S0022109018000364
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published in: Journal of Financial and Quantitative Analysis, Vol. 53, 2018, pp. 2161-2197.

Jeffrey Black, Duane Stock, Pradeep Yadav
The Pricing of Different Dimensions of Liquidity: Evidence from Government Guaranteed Bank Bonds
DOI: 10.1016/j.jbankfin.2016.06.008
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published in: Journal of Banking and Finance, Vol. 71, 2016, pp. 119-132

Stefan Ruenzi, Michael Ungeheuer, Florian Weigert
Joint Extreme Events in Equity Returns and Liquidity and their Cross-Sectional Pricing Implications
DOI: https://doi.org/10.1016/j.jbankfin.2020.105809
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published in: Journal of Banking and Finance, Vol. 115, 2020, 105809

Alexander Kempf, Olaf Korn, Marliese Uhrig-Homburg
The Term Structure of Illiquidity Premia
DOI: 10.1016/j.jbankfin.2011.12.003
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published in: Journal of Banking and Finance, Vol. 36, 2012, pp. 1381-1391.

M. Gehde-Trapp, Yalin Gündüz, Julia Nasev
The liquidity premium in CDS transaction prices: Do frictions matter?
DOI: 10.1016/j.jbankfin.2015.08.024
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published in: Journal of Banking and Finance, Vol. 61, 2015, pp. 184–205.

Sebastian Bethke, M. Gehde-Trapp, Alexander Kempf
Investor Sentiment, Flight-to-Quality, and Corporate Bond Comovement
DOI: https://doi.org/10.1016/j.jbankfin.2017.02.007
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published in: Journal of Banking and Finance, Vol. 82, 2017, pp. 112-132.

Marc Chesney, Alexander Kempf
The Value of Tradeability
DOI: 10.1007/s11147-012-9074-0
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published in: Review of Derivatives Research, Vol. 15, 2012, pp.193-216.

Peter Gomber, Uwe Schweickert, Erik Theissen
Liquidity Dynamics in an Electronic Open Limit Order Book: An Event Study Approach
DOI: 10.1111/j.1468-036X.2013.12006.x
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published in: European Financial Management, Vol. 21, 2015, pp. 52-78.

Olaf Korn, Paolo Krischak, Erik Theissen
Illiquidity Transmission From Spot to Futures Markets
DOI: https://doi.org/10.1002/fut.22043
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published in: Journal of Futures Markets, Vol. 39, 2019, pp. 1228-1249.

Thomas Johann, Stefan Scharnowski, Erik Theissen, Christian Westheide, Lukas Zimmermann
Liquidity in the German Stock Market
DOI: https://doi.org/10.1007/s41464-019-00079-6
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published in: Schmalenbach Business Review, Vol. 71, 2019, pp. 443-473.

Joachim Grammig, Erik Theissen
Is BEST Really Better? Internalization of Orders in an Open Limit Order Book
DOI: 10.2139/ssrn.695842
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published in: Schmalenbach Business Review, Vol. 64, 2012, pp. 82-100.

Stefan Greppmair, Erik Theissen
Small Is Beautiful? How the Introduction of Mini Futures Contracts Affects the Regular Contract
DOI: nicht vorhanden
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published in: Journal of Empirical Finance, Vol. 67, 2022, pp. 19-38.

Alexander Kempf, Daniel Mayston
Liquidity Commonality Beyond Best Prices
DOI: 10.1111/jfir.2008.31.issue-1
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published in: Journal of Financial Research, Vol. 31, 2008, pp. 25-40.

Héléna Beltran-Lopez, Joachim Grammig, Albert J. Menkveld
Limit order books and trade informativeness
DOI: 10.1080/1351847X.2011.601651
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published in: European Journal of Finance, Vol. 18, 2012, pp. 737-759.

Knut Griese, Alexander Kempf
Liquiditätsdynamik am deutschen Aktienmarkt
DOI: nicht vorhanden
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published in: DBW - Die Betriebswirtschaft, Vol. 66, 2006, pp. 402-418.

Héléna Beltran-Lopez, Pierre Giot, Joachim Grammig
Commonalities in the Order Book
DOI: 10.1007/s11408-009-0109-y
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published in: Financial Markets and Portfolio Management, Vol. 23, 2009, pp. 209-242.

Stefan Frey, Joachim Grammig
Liquidity Supply and Adverse Selection in a Pure Limit Order Book Market
DOI: 10.1007/978-3-7908-1992-2_5
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published in: Empirical Economics, Vol. 30, 2006, pp. 1007-1033.