메뉴 건너뛰기




Volumn 54, Issue 5, 1999, Pages 1885-1899

Liquidity provision and noise trading: Evidence from the "investment dartboard" column

(2)  Greene, Jason a   Smart, Scott a  

a NONE

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0040035073     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00171     Document Type: Article
Times cited : (54)

References (16)
  • 1
    • 0002816156 scopus 로고
    • A theory of intraday patterns: Volume and price variability
    • Admati, Anat, and Paul Pfleiderer, 1988, A theory of intraday patterns: Volume and price variability, Review of Financial Studies 1, 3-40.
    • (1988) Review of Financial Studies , vol.1 , pp. 3-40
    • Admati, A.1    Pfleiderer, P.2
  • 2
  • 3
    • 0002920082 scopus 로고
    • The information content of annual earnings releases: A trading volume approach
    • Bamber, Linda S., 1986, The information content of annual earnings releases: A trading volume approach, Journal of Accounting Research 24, 40-56.
    • (1986) Journal of Accounting Research , vol.24 , pp. 40-56
    • Bamber, L.S.1
  • 4
    • 0001275158 scopus 로고
    • Unexpected earnings, firm size, and trading volume around quarterly earnings announcements
    • Bamber, Linda S., 1987, Unexpected earnings, firm size, and trading volume around quarterly earnings announcements, Accounting Review 62, 510-532.
    • (1987) Accounting Review , vol.62 , pp. 510-532
    • Bamber, L.S.1
  • 6
    • 0345401653 scopus 로고
    • Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
    • Glosten, Lawrence R., and Paul R. Milgrom, 1985, Bid, ask and transaction prices in a specialist market with heterogeneously informed traders, Journal of Financial Economics 14, 71-100.
    • (1985) Journal of Financial Economics , vol.14 , pp. 71-100
    • Glosten, L.R.1    Milgrom, P.R.2
  • 7
    • 0001913087 scopus 로고
    • Optimal dealer pricing under transactions and return uncertainty
    • Ho, Thomas S. Y., and Hans R. Stoll, 1981, Optimal dealer pricing under transactions and return uncertainty, Journal of Financial Economics 9, 47-73.
    • (1981) Journal of Financial Economics , vol.9 , pp. 47-73
    • Ho, T.S.Y.1    Stoll, H.R.2
  • 8
    • 0000859303 scopus 로고
    • Continuous auctions and insider trading
    • Kyle, Albert S, 1985, Continuous auctions and insider trading, Econometrica 53, 1315-1336.
    • (1985) Econometrica , vol.53 , pp. 1315-1336
    • Kyle, A.S.1
  • 9
    • 3843112765 scopus 로고
    • Spreads, depths, and the impact of earnings information: An intraday analysis
    • Lee, Charles M. C., Belinda Mucklow, and Mark J. Ready, 1993, Spreads, depths, and the impact of earnings information: An intraday analysis, Review of Financial Studies 6, 345-374.
    • (1993) Review of Financial Studies , vol.6 , pp. 345-374
    • Lee, C.M.C.1    Mucklow, B.2    Ready, M.J.3
  • 10
    • 84977730741 scopus 로고
    • Inferring trade direction from intraday data
    • Lee, Charles M. C., and Mark J. Ready, 1991, Inferring trade direction from intraday data, Journal of Finance 46, 733-746.
    • (1991) Journal of Finance , vol.46 , pp. 733-746
    • Lee, C.M.C.1    Ready, M.J.2
  • 11
    • 0031523710 scopus 로고    scopus 로고
    • Why do security prices change? A transaction-level analysis of NYSE stocks
    • Madhavan, Ananth, Matthew Richardson, and Mark Roomans, 1997, Why do security prices change? A transaction-level analysis of NYSE stocks, Review of Financial Studies 10, 1035-1064.
    • (1997) Review of Financial Studies , vol.10 , pp. 1035-1064
    • Madhavan, A.1    Richardson, M.2    Roomans, M.3
  • 12
    • 0009274026 scopus 로고
    • The wall street journal contests: The experts, the darts, and the efficient markets hypothesis
    • Metcalf, G. E., and Burton G. Malkiel, 1994, The Wall Street Journal contests: The experts, the darts, and the efficient markets hypothesis, Applied Financial Economics 4, 371-374.
    • (1994) Applied Financial Economics , vol.4 , pp. 371-374
    • Metcalf, G.E.1    Malkiel, B.G.2
  • 13
    • 0001592586 scopus 로고
    • Price and trading volume reaction surrounding earnings announcements: A closer examination
    • Morse, Dale, 1981, Price and trading volume reaction surrounding earnings announcements: A closer examination, Journal of Accounting Research 19, 374-383.
    • (1981) Journal of Accounting Research , vol.19 , pp. 374-383
    • Morse, D.1
  • 14
  • 15
    • 84977426528 scopus 로고
    • The supply of dealer services in securities markets
    • Stoll, Hans R., 1978, The supply of dealer services in securities markets, Journal of Finance 33, 1133-1151.
    • (1978) Journal of Finance , vol.33 , pp. 1133-1151
    • Stoll, H.R.1
  • 16
    • 0038880816 scopus 로고    scopus 로고
    • The dartboard column: Analysts' earnings forecast and the information content of recommendations
    • Thomas, Martin R., and Waqar I. Ghani, 1996, The dartboard column: Analysts' earnings forecast and the information content of recommendations, Journal of Business and Economic Studies 3, 33-42.
    • (1996) Journal of Business and Economic Studies , vol.3 , pp. 33-42
    • Thomas, M.R.1    Ghani, W.I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.