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Volumn 56, Issue 5, 2001, Pages 1887-1910

Is sound just noise?

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0039250345     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00393     Document Type: Article
Times cited : (68)

References (15)
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    • Price formation and equilibrium liquidity in fragmented and centralized markets
    • Biais, Bruno, 1993, Price formation and equilibrium liquidity in fragmented and centralized markets, Journal of Finance 48, 157-185.
    • (1993) Journal of Finance , vol.48 , pp. 157-185
    • Biais, B.1
  • 5
    • 0003699548 scopus 로고    scopus 로고
    • Working paper, University of California at Berkeley
    • Cao, Henry, and Richard Lyons, 1999, Inventory information, Working paper, University of California at Berkeley.
    • (1999) Inventory Information
    • Cao, H.1    Lyons, R.2
  • 7
    • 0039520044 scopus 로고    scopus 로고
    • The impact of trader type on the futures volatility-volume relation
    • Daigler, Robert T., and Marilyn K. Wiley, 1999, The impact of trader type on the futures volatility-volume relation, Journal of Finance 54, 2297-2316.
    • (1999) Journal of Finance , vol.54 , pp. 2297-2316
    • Daigler, R.T.1    Wiley, M.K.2
  • 9
    • 84942585214 scopus 로고
    • Disclosure, liquidity, and the cost of capital
    • Diamond, Douglas, and Robert Verrecchia, 1991, Disclosure, liquidity, and the cost of capital, Journal of Finance 46, 1325-1359.
    • (1991) Journal of Finance , vol.46 , pp. 1325-1359
    • Diamond, D.1    Verrecchia, R.2
  • 10
    • 84925135657 scopus 로고
    • The dynamics of dealer markets under competition
    • Ho, T. S., and Hans Stoll, 1983, The dynamics of dealer markets under competition, Journal of Finance 38, 1053-1074.
    • (1983) Journal of Finance , vol.38 , pp. 1053-1074
    • Ho, T.S.1    Stoll, H.2
  • 12
    • 0001862522 scopus 로고
    • A Baysian model of intraday specialist pricing
    • Madhavan, Ananth, and Seymour Smidt, 1991, A Baysian model of intraday specialist pricing, Journal of Financial Economics 30, 99-134.
    • (1991) Journal of Financial Economics , vol.30 , pp. 99-134
    • Madhavan, A.1    Smidt, S.2
  • 13
    • 84993843615 scopus 로고
    • An analysis of changes in specialist inventories and quotations
    • Madhavan, Ananth, and Seymour Smidt, 1993, An analysis of changes in specialist inventories and quotations, Journal of Finance 48, 1585-1628.
    • (1993) Journal of Finance , vol.48 , pp. 1585-1628
    • Madhavan, A.1    Smidt, S.2
  • 14
    • 0030495918 scopus 로고    scopus 로고
    • Life in the pits: Competitive market making and inventory control
    • Manaster, Steven, and Steven C. Mann, 1996, Life in the pits: Competitive market making and inventory control, The Review of Financial Studies 9, 953-975.
    • (1996) The Review of Financial Studies , vol.9 , pp. 953-975
    • Manaster, S.1    Mann, S.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.