-
1
-
-
0001872435
-
Building blocks: An introduction to block trading
-
Burdett, Kenneth, and Maureen 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
-
2
-
-
84993899497
-
The behavior of stock prices around institutional trades
-
Chan, Louis, and Josef Lakonishok, 1995, The behavior of stock prices around institutional trades, Journal of Finance 50, 1147-1174.
-
(1995)
Journal of Finance
, vol.50
, pp. 1147-1174
-
-
Chan, L.1
Lakonishok, J.2
-
3
-
-
0010940821
-
Price, trade size, and information in securities markets
-
Easley, David, and Maureen O'Hara, 1987, Price, trade size, 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
-
4
-
-
84977704087
-
Dual trading in futures markets
-
Fishman, Michael, and Francis Longstaff, 1992, Dual trading in futures markets, Journal of Finance 47, 643-672.
-
(1992)
Journal of Finance
, vol.47
, pp. 643-672
-
-
Fishman, M.1
Longstaff, F.2
-
5
-
-
0040240208
-
Transparency and liquidity: A study of block trades on the London Stock Exchange under different publication rules
-
Gemmill, Gordon, 1996, Transparency and liquidity: A study of block trades on the London Stock Exchange under different publication rules, Journal of Finance 51, 1765-1790.
-
(1996)
Journal of Finance
, vol.51
, pp. 1765-1790
-
-
Gemmill, G.1
-
6
-
-
0010697805
-
The role of tick size in upstairs trading and downstairs trading
-
Griffiths, Mark, Brian F. Smith, D. Alasdair Turnbull, and Robert White, 1998, The role of tick size in upstairs trading and downstairs trading, Journal of Financial Intermediation 7, 393-417.
-
(1998)
Journal of Financial Intermediation
, vol.7
, pp. 393-417
-
-
Griffiths, M.1
Smith, B.F.2
Turnbull, D.A.3
White, R.4
-
7
-
-
0039559294
-
The costs and determinants of order aggressiveness
-
Griffiths, Mark, Brian F. Smith, D. Alasdair Turnbull, and Robert White, 2000, The costs and determinants of order aggressiveness, Journal of Financial Economics 56, 65-68.
-
(2000)
Journal of Financial Economics
, vol.56
, pp. 65-68
-
-
Griffiths, M.1
Smith, B.F.2
Turnbull, D.A.3
White, R.4
-
8
-
-
21144476722
-
The informational role of upstairs and downstairs trading
-
Grossman, Sanford J., 1992, The informational role of upstairs and downstairs trading, Journal of Business 65, 509-528.
-
(1992)
Journal of Business
, vol.65
, pp. 509-528
-
-
Grossman, S.J.1
-
9
-
-
0001239532
-
Consolidation, fragmentation, segmentation and regulation
-
Harris, Lawrence, 1993, Consolidation, fragmentation, segmentation and regulation, Financial Markets, Institutions, Instruments 2, 1-23.
-
(1993)
Financial Markets, Institutions, Instruments
, vol.2
, pp. 1-23
-
-
Harris, L.1
-
10
-
-
84977728940
-
Measuring the information content of stock trades
-
Hasbrouck, Joel, 1991, Measuring the information content of stock trades, Journal of Finance 46, 179-207.
-
(1991)
Journal of Finance
, vol.46
, pp. 179-207
-
-
Hasbrouck, J.1
-
11
-
-
0003549394
-
-
Working paper #93-01, NYSE
-
Hasbrouck, Joel, George Sofianos, and Deborah Sosebee, 1993, New York Stock Exchange systems and trading procedures, Working paper #93-01, NYSE.
-
(1993)
New York Stock Exchange Systems and Trading Procedures
-
-
Hasbrouck, J.1
Sofianos, G.2
Sosebee, D.3
-
12
-
-
0000822840
-
The effect of large block transactions on security prices: A cross-sectional analysis
-
Holthausen, Robert, Richard Leftwich, and David 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
-
13
-
-
0041785623
-
Anatomy of the trading process: Empirical evidence on the behavior of institutional traders
-
Keim, Donald B., and Ananth Madhavan, 1995, Anatomy of the trading process: Empirical evidence on the behavior of institutional traders, Journal of Financial Economics 37, 371-398.
-
(1995)
Journal of Financial Economics
, vol.37
, pp. 371-398
-
-
Keim, D.B.1
Madhavan, A.2
-
14
-
-
0030537136
-
The upstairs market for large-block transactions: Analysis and measurement of price effects
-
Keim, Donald B., and Ananth Madhavan, 1996, 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
-
15
-
-
0031542187
-
In search of liquidity: Block trades in the upstairs and downstairs market
-
Madhavan, Ananth, and Minder Cheng, 1997, In search of liquidity: Block trades in the upstairs and downstairs market, Review of Financial Studies 10, 175-203.
-
(1997)
Review of Financial Studies
, vol.10
, pp. 175-203
-
-
Madhavan, A.1
Cheng, M.2
-
16
-
-
0001862522
-
A Bayesian model of intraday specialist pricing
-
Madhavan, Ananth, and Seymour Smidt, 1991, A Bayesian 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
-
18
-
-
0000891218
-
Dual capacity trading and the quality of the market
-
Roell, Aisla, 1990, Dual capacity trading and the quality of the market, Journal of Financial Intermediation 1, 105-124.
-
(1990)
Journal of Financial Intermediation
, vol.1
, pp. 105-124
-
-
Roell, A.1
-
19
-
-
0001531652
-
The market for securities: Substitution versus price pressure and the effects of information on share prices
-
Scholes, Myron, 1972, The market for securities: Substitution versus price pressure and the effects of information on share prices, Journal of Business 45, 179-211.
-
(1972)
Journal of Business
, vol.45
, pp. 179-211
-
-
Scholes, M.1
-
20
-
-
84977722029
-
Equilibrium block trading and asymmetric information
-
Seppi, Duane, 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
-
21
-
-
0038966338
-
-
Working paper, University of Western Ontario
-
Smith, Brian F., D. Alasdair Turnbull, and Robert W. White, 2000, Network externalities, market quality and trading activities, Working paper, University of Western Ontario.
-
(2000)
Network Externalities, Market Quality and Trading Activities
-
-
Smith, B.F.1
Turnbull, D.A.2
White, R.W.3
|