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The Jerusalem School of Business Administration
The Hebrew University of Jerusalem
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Profiles
(43)
Research output
(1032)
Research output
Research output per year
1986
2008
2010
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2015
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2018
2019
2020
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2024
743
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100
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49
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34
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106
More
27
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14
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12
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9
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8
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8
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5
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3
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3
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2
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2
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Research output per year
Research output per year
3 results
Publication Year, Title
(descending)
Publication Year, Title
(ascending)
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Type
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Preprint
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2009
The Cost of Liquidity: Results from a Natural Experiment
Kandel, E.
& Tkatch, I.,
2009
,
26 p.
Research output
:
Working paper/preprint
›
Preprint
Open Access
Natural Experiment
100%
Sunday
100%
Liquidity Cost
100%
Bid-Ask Spread
100%
Israeli
66%
2008
Demand for the immediacy of execution: time is money
Tkatch, I. &
Kandel, E.
,
2008
,
59 p.
Research output
:
Working paper/preprint
›
Preprint
Open Access
Expected Time
100%
Execution Time
100%
Estimation Procedure
100%
Empirical Research
100%
Information Asymmetry
100%
2000
Liquidity beyond the inside spread: measuring and using information in the limit order book
Irvine, P. J., Benston, G. J. &
Kandel, E.
,
2000
,
35 p.
Research output
:
Working paper/preprint
›
Preprint
Open Access
Liquidity
100%
Limit Order Book
100%
Investors
100%
Stock Exchange
100%
Effective Spread
40%