-
1
-
-
0040750652
-
-
working paper, Northwestern University
-
Bagwell, L., W. Breen, and R. Korajczyk, 1995, "Equity Price Concessions," working paper, Northwestern University.
-
(1995)
Equity Price Concessions
-
-
Bagwell, L.1
Breen, W.2
Korajczyk, R.3
-
2
-
-
0001287787
-
The effect of block transactions on share prices: Australian evidence
-
Ball, R., and F. J. Finn, 1989, "The Effect of Block Transactions on Share Prices: Australian Evidence," Journal of Banking and Finance, 13, 397-419.
-
(1989)
Journal of Banking and Finance
, vol.13
, pp. 397-419
-
-
Ball, R.1
Finn, F.J.2
-
3
-
-
0001872435
-
Building blocks: An introduction to block trading
-
Burdett, K., and M. O'Hara, 1987, "Building Blocks: An Introduction to Block Trading," Journal of Banking and Finance, 11, 193-212.
-
(1987)
Journal of Banking and Finance
, vol.11
, pp. 193-212
-
-
Burdett, K.1
O'Hara, M.2
-
4
-
-
0004304960
-
-
working paper, Pennsylvania State University
-
Choe, H., T. H. McInish, and R. A. Wood, 1991, "Market Microstructure Effects on the Measurement of the Impact of Block Trades," working paper, Pennsylvania State University.
-
(1991)
Market Microstructure Effects on the Measurement of the Impact of Block Trades
-
-
Choe, H.1
McInish, T.H.2
Wood, R.A.3
-
5
-
-
0010940821
-
Price, quantity, and information in securities markets
-
Easley, D., and M. O'Hara, 1987, "Price, Quantity, and Information in Securities Markets," Journal of Financial Economics, 19, 69-90.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 69-90
-
-
Easley, D.1
O'Hara, M.2
-
6
-
-
21144476722
-
The informational role of upstairs and downstairs markets
-
Grossman, S., 1992, "The Informational Role of Upstairs and Downstairs Markets," Journal of Business, 65, 509-529.
-
(1992)
Journal of Business
, vol.65
, pp. 509-529
-
-
Grossman, S.1
-
7
-
-
84993869051
-
The trades of market-makers: An analysis of NYSE specialists
-
Hasbrouck, J., and G. Sofianos, 1993, "The Trades of Market-Makers: An Analysis of NYSE Specialists," Journal of Finance, 48, 1565-1595.
-
(1993)
Journal of Finance
, vol.48
, pp. 1565-1595
-
-
Hasbrouck, J.1
Sofianos, G.2
-
8
-
-
0003549394
-
-
working paper, New York Stock Exchange
-
Hasbrouck, J., G. Sofianos, and D. Sosebee, 1993, "New York Stock Exchange Systems and Trading Procedures," working paper, New York Stock Exchange.
-
(1993)
New York Stock Exchange Systems and Trading Procedures
-
-
Hasbrouck, J.1
Sofianos, G.2
Sosebee, D.3
-
9
-
-
0000822840
-
The effect of large block transactions on security prices: A cross-sectional analysis
-
Holthausen, R., R. Leftwich, and D. Mayers, 1987, "The Effect of Large Block Transactions on Security Prices: A Cross-Sectional Analysis," Journal of Financial Economics, 19, 237-267.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 237-267
-
-
Holthausen, R.1
Leftwich, R.2
Mayers, D.3
-
10
-
-
0001955097
-
Large-block transactions, the speed of response, and temporary and permanent stock-price effects
-
Holthausen, R., R. Leftwich, and D. Mayers, 1990, "Large-Block Transactions, the Speed of Response, and Temporary and Permanent Stock-Price Effects," Journal of Financial Economics, 26, 71-95.
-
(1990)
Journal of Financial Economics
, vol.26
, pp. 71-95
-
-
Holthausen, R.1
Leftwich, R.2
Mayers, D.3
-
11
-
-
0001287835
-
The anatomy of the trading process
-
Keim, D. B., and A. Madhavan, 1995, "The Anatomy of the Trading Process," Journal of Financial Economics, 37, 391-398.
-
(1995)
Journal of Financial Economics
, vol.37
, pp. 391-398
-
-
Keim, D.B.1
Madhavan, A.2
-
12
-
-
0039565295
-
-
working paper, University of Southern California
-
Keim, D. B., and A. Madhavan, 1996a, "Transactions Costs, Investment Style, and Exchange Listing: An Analysis of Institutional Equity Trades," working paper, University of Southern California.
-
(1996)
Transactions Costs, Investment Style, and Exchange Listing: An Analysis of Institutional Equity Trades
-
-
Keim, D.B.1
Madhavan, A.2
-
13
-
-
0030537136
-
The upstairs market for large-block transactions: Analysis and measurement of price effects
-
Keim, D. B., and A. Madhavan, 1996b, "The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects," Review of Financial Studies, 9, 1-36.
-
(1996)
Review of Financial Studies
, vol.9
, pp. 1-36
-
-
Keim, D.B.1
Madhavan, A.2
-
14
-
-
84993907815
-
Price impacts of block trading on the New York stock exchange
-
Kraus, A., and H. Stoll, 1972, "Price Impacts of Block Trading on the New York Stock Exchange," Journal of Finance, 27, 569-588.
-
(1972)
Journal of Finance
, vol.27
, pp. 569-588
-
-
Kraus, A.1
Stoll, H.2
-
15
-
-
84977730741
-
Inferring trade direction from intradaily data
-
Lee, C., and M. Ready, 1991, "Inferring Trade Direction from Intradaily Data," Journal of Fincance, 46, 733-746.
-
(1991)
Journal of Fincance
, vol.46
, pp. 733-746
-
-
Lee, C.1
Ready, M.2
-
16
-
-
0039565301
-
Testing for structural change by D-Methods in swithching simultaneous equation models
-
Lee, L. F., G. S. Maddala, and R. P. Trost, 1979, "Testing for Structural Change by D-Methods in Swithching Simultaneous Equation Models," Proceedings of the American Statistical Association, 461-466.
-
(1979)
Proceedings of the American Statistical Association
, pp. 461-466
-
-
Lee, L.F.1
Maddala, G.S.2
Trost, R.P.3
-
17
-
-
0040156460
-
Upstairs, downstairs: The block traders and the specialists
-
W. H. Wagner (ed.), Wiley, New York
-
Luskin, D. L., 1989, "Upstairs, Downstairs: The Block Traders and the Specialists," in W. H. Wagner (ed.), The Complete Guide to Securities Transactions, Wiley, New York, pp. 153-160.
-
(1989)
The Complete Guide to Securities Transactions
, pp. 153-160
-
-
Luskin, D.L.1
-
18
-
-
84993843615
-
An analysis of daily changes in specialist inventories and quotations
-
Madhavan, A., and S. Smidt, 1993, "An Analysis of Daily Changes in Specialist Inventories and Quotations," Journal of Finance, 48, 1595-1628.
-
(1993)
Journal of Finance
, vol.48
, pp. 1595-1628
-
-
Madhavan, A.1
Smidt, S.2
-
19
-
-
0000632966
-
Stock price effects and costs of secondary distributions
-
Mikkelson, W., and M. Partch, 1985, "Stock Price Effects and Costs of Secondary Distributions," Journal of financial Economics, 14, 165-194.
-
(1985)
Journal of Financial Economics
, vol.14
, pp. 165-194
-
-
Mikkelson, W.1
Partch, M.2
-
21
-
-
0001531652
-
The market for securities: Substitution versus price pressure and the effects of information on share price
-
Scholes, M., 1972, "The Market for Securities: Substitution versus Price Pressure and the Effects of Information on Share Price," Journal of Business, 45, 179-211.
-
(1972)
Journal of Business
, vol.45
, pp. 179-211
-
-
Scholes, M.1
-
22
-
-
84977722029
-
Equilibrium block trading and asymmetric information
-
Seppi, D., 1990, "Equilibrium Block Trading and Asymmetric Information," Journal of Finance, 45, 73-94.
-
(1990)
Journal of Finance
, vol.45
, pp. 73-94
-
-
Seppi, D.1
-
23
-
-
0001358514
-
Block trading and information revelation around quarterly earnings announcements
-
Seppi, D., 1992a, "Block Trading and Information Revelation around Quarterly Earnings Announcements," Review of Financial Studies, 5, 281-305.
-
(1992)
Review of Financial Studies
, vol.5
, pp. 281-305
-
-
Seppi, D.1
-
25
-
-
0040156468
-
-
working paper, Research Foundation of the Institute of Chartered Financial Analysts
-
Stoll, H. R., 1993, "Equity Trading Costs," working paper, Research Foundation of the Institute of Chartered Financial Analysts.
-
(1993)
Equity Trading Costs
-
-
Stoll, H.R.1
|