References
- Abdi, F., & Ranaldo, A. (2017). A simple estimation of bid-ask spreads from daily close, high, and low prices. Review of Financial Studies, 30(12), 4437-4480. https://doi.org/10.1093/rfs/hhx084
- Barardehi, Y. H., Bernhardt, D., Ruchti, T. G., & Weidenmier, M. (2021). The night and day of Amihud’s (2002) liquidity measure. The Review of Asset Pricing Studies, 11(2), 269-308. https://tinyurl.com/2kzxz9pm
- Będowska-Sójka, B., Echaust, K., & Just, M. (2022). The asymmetry of the Amihud illiquidity measure on the European markets: The evidence from Extreme Value Theory. Journal of International Financial Markets, Institutions and Money, 78, 101563. https://doi.org/10.1016/j.intfin.2022.101563;
- Bratianu, C., & Vasilache, S. (2009). Evaluating linear-nonlinear thinking style for knowledge management education. Management & Marketing, 4(3), 3-18. http://www.managementmarketing.ro/pdf/articole/147.pdf
- Bratianu, C., & Bejinaru, R. (2021). COVID-19 induced emergent knowledge strategies. Knowledge and Process Management, 28(1), 11-17. https://doi.org/10.1002/kpm.1656
- Copeland, T. E., & Galai, D. (1983). Information effects on the bid-ask spread. Journal of Finance, 38(5), 1457-1469. https://doi.org/10.2307/2327580
- Davis, S. J., Liu, D., & Sheng, X. S. (2021). Stock prices and economic activity in the time of coronavirus. IMF Economic Review, 1-36. https://doi.org/10.1057/s41308-021-00146-4
- Fama, E. F. (1970). Efficient capital markets: a review of theory and empirical work. Journal of Finance, 25(2), 383-417. https://doi.org/10.2307/2325486
- Ferreruela, S., & Martín, D. (2022). Market quality and short-selling ban during the COVID-19 pandemic: a high-frequency data approach. Journal Risk and Financial Management, 15(7), 308. https://doi.org/10.3390/jrfm15070308
- Galai, D., & Wiener, Z. (2012). Credit risk spreads in local and foreign currencies. Journal of Money, Credit and Banking, 44(5), 883-901. https://doi.org/10.1111/j.1538-4616.2012.00514.x
- Gordon, A. J., & Peterson, M. A. (1999). Short selling on the New York Stock Exchange and the effects of the Uptick Rule. Journal of Financial Intermediation, 8(1-2), 90-116. https://doi.org/10.1006/jfin.1998.0254
- Gordon, A. J., Jonathan, J. D., & Peter, N. J. (2001). Does mutual fund disclosure at banks matter? Evidence from a survey of investors. Quarterly Journal of Economics, 41(3), 387-403.https://doi.org/10.1016/S1062-9769(00)00080-6
- Gordon, A. J., Jonathan, J. D., & Peter, N. J. (1997). Investor self-selection: evidence from a mutual fund survey. Managerial and Decision Economics, 18(7-8), 719-729
- Gofran, R. Z., Gregoriou, A., & Haar, L. (2022). Impact of Coronavirus on liquidity in financial markets. Journal of International Financial Markets, Institutions and Money, 78. https://doi.org/10.1016/j.intfin.2022.101561
- Gofran, R. Z., Liasidou, S., & Gregoriou, A. (2022). Liquidity effects of COVID-19 in the European tourism industry. Current Issues in Tourism, 1-15. https://doi.org/10.1080/13683500.2022.2082925
- Hagströmer, B. (2021). Bias in the effective bid-ask spread. Journal of Financial Economics, 142(1), 314-337. https://doi.org/10.1016/j.jfineco.2021.04.018
- Hatmanu, M., & Cautisanu, C. (2021). The impact of COVID-19 pandemic on stock market: Evidence from Romania. International Journal of Environmental Research and Public Health, 18(17), 9315. https://doi.org/10.3390/ijerph18179315
- Niederhoffer, V., & Osborne, M. F. M. (1966). Market making and reversal on the stock exchange. Journal of the American Statistical Association, 61(316), 897-916. https://doi.org/10.2307/2283188
- Nimalendran, M., & Petrella, G. (2020). Bid-ask spread: theory and empirical evidence. In Oxford Research Encyclopedia of Economics and Finance. https://doi.org/10.1093/acrefore/9780190625979.013.603
- Roll, R. (1984). A Simple Implicit Measure of the effective bid-ask spread in an efficient market. Journal of Finance, 39(4), 1127-1139. https://doi.org/10.2307/2325486
- Rubinstein, M. (1998). Derivatives: a power plus picture. Journal of Finance, 54(6), 2381-2387. https://www.jstor.org/stable/797999
- Samuelson, P. A. (1965). Proof that properly anticipated prices fluctuate randomly. Industrial Management Review Spring, 6, 41-49.
- Thompson, S. R., & Waller, M. L. (1987). The execution cost of trading in commodity futures markets. Food Research Institute Studies, 20(1387), 141-163.
- Tiwari, A. K., Abakah, E. J. A., Karikari, N. K., & Gil-Alana, L. A. (2022). The outbreak of COVID-19 and stock market liquidity: evidence from emerging and developed equity markets. The North American Journal of Economics and Finance, 62, 101735. https://doi.org/10.1016/j.najef.2022.101735
- Umar, M., Rubbaniy, G., Iqbal, A., Rizvi, S.K.A., & Xu, Y. (2021). Covid-19 and stock market liquidity: international evidence. Economic Research-Ekonomska Istraživanja, 1-21. https://doi.org/10.1080/1331677X.2022.2142257