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37. “Uncovering the time-varying relationship between commonality in liquidity and volatility”. (2019). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
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38. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
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39. When do low-frequency measures really measure transaction costs?. (2019). Jahan-Parvar, Mohammad ; Zikes, Filip.
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40. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
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41. Seasonality in cryptocurrencies. (2019). Kaiser, Lars.
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42. Option prices and implied volatility in the crude oil market. (2019). Soini, Vesa ; Lorentzen, Sindre.
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43. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda.
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44. Cycles of Declines and Reversals Following Overnight Market Declines. (2018). Abdi, Farshid.
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45. Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Abdi, Farshid ; Wu, Botao.
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46. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
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47. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia.
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48. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Cai, Jun ; Ahn, Hee-Joon ; Yang, Cheol-Won.
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49. Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
    In: Journal of International Financial Markets, Institutions and Money.
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50. New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan.
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