메뉴 건너뛰기




Volumn 8, Issue 2, 1998, Pages 101-116

Information flows and open outcry: Evidence of imitation trading

Author keywords

Floor trading; G14; Imitation trading; Liquidity

Indexed keywords


EID: 0000535470     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1042-4431(98)00027-4     Document Type: Article
Times cited : (13)

References (18)
  • 4
    • 84993843493 scopus 로고
    • An empirical analysis of the limit order book and the order flow in the Paris Bourse
    • Biais B., Hillion P., Spatt C. An empirical analysis of the limit order book and the order flow in the Paris Bourse. Journal of Finance. 50:1995;1655-1689.
    • (1995) Journal of Finance , vol.50 , pp. 1655-1689
    • Biais, B.1    Hillion, P.2    Spatt, C.3
  • 5
    • 84993843848 scopus 로고
    • Why did NASDAQ market makers stop avoiding odd-eighth quotes?
    • Christie W.G., Harris J.F., Schultz P.H. Why did NASDAQ market makers stop avoiding odd-eighth quotes? Journal of Finance. 49(5):1994;1841-1860.
    • (1994) Journal of Finance , vol.49 , Issue.5 , pp. 1841-1860
    • Christie, W.G.1    Harris, J.F.2    Schultz, P.H.3
  • 6
    • 84993915181 scopus 로고
    • Why do NASDAQ market makers avoid odd-eighth quotes?
    • Christie W.G., Schultz P.H. Why do NASDAQ market makers avoid odd-eighth quotes? Journal of Finance. 49(5):1994;1813-1840.
    • (1994) Journal of Finance , vol.49 , Issue.5 , pp. 1813-1840
    • Christie, W.G.1    Schultz, P.H.2
  • 7
    • 34250074541 scopus 로고
    • Automating the price discovery process: Some international comparisons and regulatory implications
    • Domowitz I. Automating the price discovery process: some international comparisons and regulatory implications. Journal of Financial Services Research. 6:1992;305-326.
    • (1992) Journal of Financial Services Research , vol.6 , pp. 305-326
    • Domowitz, I.1
  • 9
    • 84993608646 scopus 로고
    • Tax-induced trading and the turn-of-the-year anomaly
    • Griffiths M.D., White R.W. Tax-induced trading and the turn-of-the-year anomaly. Journal of Finance. 48(2):1993;575-598.
    • (1993) Journal of Finance , vol.48 , Issue.2 , pp. 575-598
    • Griffiths, M.D.1    White, R.W.2
  • 10
    • 21344483536 scopus 로고
    • Minimum price variations, discrete bid-ask spread, and quotation sizes
    • Harris L. Minimum price variations, discrete bid-ask spread, and quotation sizes. Review of Financial Studies. 7:1994;149-178.
    • (1994) Review of Financial Studies , vol.7 , pp. 149-178
    • Harris, L.1
  • 11
    • 0030191637 scopus 로고    scopus 로고
    • Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE
    • Huang R.D., Stoll H.R. Dealer versus auction markets: a paired comparison of execution costs on NASDAQ and the NYSE. Journal of Financial Economics. 41:1996;313-357.
    • (1996) Journal of Financial Economics , vol.41 , pp. 313-357
    • Huang, R.D.1    Stoll, H.R.2
  • 12
    • 0002432667 scopus 로고    scopus 로고
    • Competitive trading of NYSE listed stocks: Measurement and interpretation of trading costs
    • Huang R.D., Stoll H.R. Competitive trading of NYSE listed stocks: Measurement and interpretation of trading costs. Financial Markets, Institutions and Instruments. 5:1996;2.
    • (1996) Financial Markets, Institutions and Instruments , vol.5 , pp. 2
    • Huang, R.D.1    Stoll, H.R.2
  • 13
    • 3843112765 scopus 로고
    • Spreads, depths, and the impact of earnings information: An intraday analysis
    • Lee C.M.C., Mucklow B., Ready M.J. Spreads, depths, and the impact of earnings information: an intraday analysis. Review of Financial Studies. 6(2):1993;345-374.
    • (1993) Review of Financial Studies , vol.6 , Issue.2 , pp. 345-374
    • Lee, C.M.C.1    Mucklow, B.2    Ready, M.J.3
  • 14
    • 84993907778 scopus 로고
    • Trading and liquidity on the Tokyo Stock Exchange: A bird's eye view
    • Lehmann B.N., Modest D.M. Trading and liquidity on the Tokyo Stock Exchange: a bird's eye view. Journal of Finance. 49:1994;951-984.
    • (1994) Journal of Finance , vol.49 , pp. 951-984
    • Lehmann, B.N.1    Modest, D.M.2
  • 17
    • 34250081269 scopus 로고
    • Automating German equity trading: Bid-ask spreads on competing systems
    • Schmidt H., Iversen P. Automating German equity trading: bid-ask spreads on competing systems. Journal of Financial Services Research. 6:1992;373-397.
    • (1992) Journal of Financial Services Research , vol.6 , pp. 373-397
    • Schmidt, H.1    Iversen, P.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.