-
1
-
-
84977709851
-
Trading mechanism and stock returns: An empirical investigation
-
July
-
Amihud, Y., and H. Mendelson. "Trading Mechanism and Stock Returns: An Empirical Investigation." Journal of Finance, 42 (July 1987), 533-553.
-
(1987)
Journal of Finance
, vol.42
, pp. 533-553
-
-
Amihud, Y.1
Mendelson, H.2
-
2
-
-
0002286246
-
Predisclosure information, firm capitalization, and security price behavior around earnings announcements
-
Spring
-
Atiase, R. "Predisclosure Information, Firm Capitalization, and Security Price Behavior around Earnings Announcements." Journal of Accounting Research, 23 (Spring 1985), 21-36.
-
(1985)
Journal of Accounting Research
, vol.23
, pp. 21-36
-
-
Atiase, R.1
-
3
-
-
84971872075
-
The 'dartboard' column: Second-hand information and price pressure
-
June
-
Barber, B., and D. Loeffler. "The 'Dartboard' Column: Second-Hand Information and Price Pressure." Journal of Financial and Quantitative Analysis, 28 (June 1993), 273-284.
-
(1993)
Journal of Financial and Quantitative Analysis
, vol.28
, pp. 273-284
-
-
Barber, B.1
Loeffler, D.2
-
4
-
-
38249032325
-
Announcement effects of new equity issues and the use of intraday data
-
May
-
Barclay, M., and R. Litzenberger. "Announcement Effects of New Equity Issues and the Use of Intraday Data." Journal of Financial Economics, 21 (May 1988), 71-99.
-
(1988)
Journal of Financial Economics
, vol.21
, pp. 71-99
-
-
Barclay, M.1
Litzenberger, R.2
-
7
-
-
0000864783
-
The association between accounting earnings and security returns for large and small firms
-
July
-
Freeman, R. "The Association between Accounting Earnings and Security Returns for Large and Small Firms." Journal of Accounting and Economics, 9 (July 1987), 195-228.
-
(1987)
Journal of Accounting and Economics
, vol.9
, pp. 195-228
-
-
Freeman, R.1
-
9
-
-
0000463443
-
Insider trading, liquidity, and the role of the monopolist specialist
-
April
-
Glosten, L. "Insider Trading, Liquidity, and the Role of the Monopolist Specialist." Journal of Business, 62 (April 1989), 211-236.
-
(1989)
Journal of Business
, vol.62
, pp. 211-236
-
-
Glosten, L.1
-
10
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
June
-
Grossman, S., and J. Stiglitz. "On the Impossibility of Informationally Efficient Markets." American Economic Review, 70 (June 1980), 393-408.
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.1
Stiglitz, J.2
-
11
-
-
84974326025
-
Cointegration, error correction, and price discovery on informationally linked security markets
-
Dec.
-
Harris, F.; T. McInish; G. Shoesmith; and R. Wood. "Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets." Journal of Financial and Quantitative Analysis, 30 (Dec. 1995), 563-579.
-
(1995)
Journal of Financial and Quantitative Analysis
, vol.30
, pp. 563-579
-
-
Harris, F.1
McInish, T.2
Shoesmith, G.3
Wood, R.4
-
12
-
-
46149130184
-
A transaction data study of weekly and intradaily patterns in stock returns
-
May
-
Harris, L. "A Transaction Data Study of Weekly and Intradaily Patterns in Stock Returns." Journal of Financial Economics, 16 (May 1986), 99-117.
-
(1986)
Journal of Financial Economics
, vol.16
, pp. 99-117
-
-
Harris, L.1
-
13
-
-
84977738377
-
Long lived private information and imperfect competition
-
March
-
Holden, C., and A. Subrahmanyam. "Long Lived Private Information and Imperfect Competition." Journal of Finance, 47 (March 1992), 247-270.
-
(1992)
Journal of Finance
, vol.47
, pp. 247-270
-
-
Holden, C.1
Subrahmanyam, A.2
-
14
-
-
0000859303
-
Continuous auctions and insider trading
-
Nov.
-
Kyle, A. "Continuous Auctions and Insider Trading." Econometrica, 53 (Nov. 1985), 1315-1335.
-
(1985)
Econometrica
, vol.53
, pp. 1315-1335
-
-
Kyle, A.1
-
15
-
-
21144479472
-
Price experimentation and security market structure
-
Summer
-
Leach, J., and A. Madhavan. "Price Experimentation and Security Market Structure." Review of Financial Studies, 6 (Summer 1993), 375-404.
-
(1993)
Review of Financial Studies
, vol.6
, pp. 375-404
-
-
Leach, J.1
Madhavan, A.2
-
16
-
-
84971936177
-
Stock price reactions to wall street journal securities recommendations
-
Sept.
-
Liu, P.; S. Smith; and A. Syed. "Stock Price Reactions to Wall Street Journal Securities Recommendations." Journal of Financial and Quantitative Analysis, 25 (Sept. 1990), 399-410.
-
(1990)
Journal of Financial and Quantitative Analysis
, vol.25
, pp. 399-410
-
-
Liu, P.1
Smith, S.2
Syed, A.3
-
17
-
-
84977707526
-
Trading mechanisms in securities markets
-
June
-
Madhavan, A. "Trading Mechanisms in Securities Markets." Journal of Finance, 47 (June 1992), 607-642.
-
(1992)
Journal of Finance
, vol.47
, pp. 607-642
-
-
Madhavan, A.1
-
18
-
-
0000486398
-
The intraday speed of adjustment of stock prices to earnings and dividend announcements
-
June
-
Patell, J., and M. Wolfson. "The Intraday Speed of Adjustment of Stock Prices to Earnings and Dividend Announcements." Journal of Financial Economics, 13 (June 1984), 223-252.
-
(1984)
Journal of Financial Economics
, vol.13
, pp. 223-252
-
-
Patell, J.1
Wolfson, M.2
-
19
-
-
0001381786
-
Stock market structure and volatility
-
Spring
-
Stoll, H., and R. Whaley. "Stock Market Structure and Volatility." Review of Financial Studies, 3 (Spring 1990), 37-71.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 37-71
-
-
Stoll, H.1
Whaley, R.2
-
20
-
-
0011183261
-
Do brokerage analysts' recommendations have investment value?
-
March
-
Womack, K. "Do Brokerage Analysts' Recommendations Have Investment Value?" Journal of Finance, 51 (March 1996), 137-167.
-
(1996)
Journal of Finance
, vol.51
, pp. 137-167
-
-
Womack, K.1
-
21
-
-
84944836686
-
An investigation of transaction data for NYSE stocks
-
July
-
Wood, R.; T. Mclnish; and J. Ord. "An Investigation of Transaction Data for NYSE Stocks." Journal of Finance, 40 (July 1985), 723-741.
-
(1985)
Journal of Finance
, vol.40
, pp. 723-741
-
-
Wood, R.1
McInish, T.2
Ord, J.3
|