-
1
-
-
84896515917
-
Presidential address: Noise
-
Black, Fischer, 1986, Presidential Address: Noise, Journal of Finance 41, 529-543.
-
(1986)
Journal of Finance
, vol.41
, pp. 529-543
-
-
Black, F.1
-
2
-
-
0003756441
-
-
Working paper, Rodney L. White Center for Financial Research, Wharton School, University of Pennsylvania
-
Blume, Marshall E., and Michael A. Goldstein, 1992, Displayed and effective spreads by market, Working paper, Rodney L. White Center for Financial Research, Wharton School, University of Pennsylvania.
-
(1992)
Displayed and Effective Spreads by Market
-
-
Blume, M.E.1
Goldstein, M.A.2
-
3
-
-
0039574279
-
Alternative trading exceeds goals: New transactions venues prosper
-
July 25
-
Burr, Barry B., 1994, Alternative trading exceeds goals: New transactions venues prosper, Pension and Investments, July 25.
-
(1994)
Pension and Investments
-
-
Burr, B.B.1
-
4
-
-
21144462476
-
Are the reports of beta's death premature?
-
Chan, Louis K. C., and Josef Lakonishok, 1993a, Are the reports of beta's death premature?, Journal of Portfolio Management 19, 51-62.
-
(1993)
Journal of Portfolio Management
, vol.19
, pp. 51-62
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
5
-
-
43949169695
-
Institutional trades and intraday stock price behavior
-
Chan, Louis K. C., and Josef Lakonishok, 1993b, Institutional trades and intraday stock price behavior, Journal of Financial Economics 33, 173-199.
-
(1993)
Journal of Financial Economics
, vol.33
, pp. 173-199
-
-
Chan, L.K.C.1
Lakonishok, J.2
-
6
-
-
84993899497
-
The behavior of stock prices around institutional trades
-
Chan, Louis K. C., 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.K.C.1
Lakonishok, J.2
-
7
-
-
38149145923
-
Market structures and liquidity: A transactions data study of exchange listings
-
Christie, William G., and Roger D. Huang, 1994, Market structures and liquidity: A transactions data study of exchange listings, Journal of Financial Intermediation 3, 300-326.
-
(1994)
Journal of Financial Intermediation
, vol.3
, pp. 300-326
-
-
Christie, W.G.1
Huang, R.D.2
-
8
-
-
84993915181
-
Why do Nasdaq market makers avoid odd-eighth quotes?
-
Christie, William G., and Paul H. Schultz, 1994, Why do Nasdaq market makers avoid odd-eighth quotes?, Journal of Finance 49, 1813-1840.
-
(1994)
Journal of Finance
, vol.49
, pp. 1813-1840
-
-
Christie, W.G.1
Schultz, P.H.2
-
10
-
-
0000463443
-
Insider trading, liquidity, and the role of the monopolist specialist
-
Glosten, Lawrence R., 1989, Insider trading, liquidity, and the role of the monopolist specialist, Journal of Business 62, 211-235.
-
(1989)
Journal of Business
, vol.62
, pp. 211-235
-
-
Glosten, L.R.1
-
11
-
-
84977725243
-
Liquidity and market structure
-
Grossman, Sanford J., and Merton H. Miller, 1988, Liquidity and market structure, Journal of Finance 43, 617-633.
-
(1988)
Journal of Finance
, vol.43
, pp. 617-633
-
-
Grossman, S.J.1
Miller, M.H.2
-
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, 237-268.
-
(1987)
Journal of Financial Economics
, vol.19
, pp. 237-268
-
-
Holthausen, R.1
Leftwich, R.2
Mayers, D.3
-
13
-
-
0001955097
-
Large-block transactions, the speed of response, and temporary and permanent stock-price effects
-
Holthausen, Robert, Richard Leftwich, and David Mayers, 1990, Large-block transactions, the speed of response, and temporary and permanent stock-price effects, Journal of Financial Economics 26, 72-95.
-
(1990)
Journal of Financial Economics
, vol.26
, pp. 72-95
-
-
Holthausen, R.1
Leftwich, R.2
Mayers, D.3
-
14
-
-
0004099495
-
-
Working paper, Rodney L. White Center for Financial Research, Wharton School, University of Pennsylvania
-
Keim, Donald B., and Ananth Madhavan, 1994, Execution costs and investment performance: An empirical analysis of institutional equity trades, Working paper, Rodney L. White Center for Financial Research, Wharton School, University of Pennsylvania.
-
(1994)
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades
-
-
Keim, D.B.1
Madhavan, A.2
-
15
-
-
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
-
16
-
-
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
-
17
-
-
84993907815
-
Price impacts of block trading on the New York Stock Exchange
-
Kraus, Alan, and Hans 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
-
18
-
-
84993894904
-
Market integration and price execution for NYSE-listed securities
-
Lee, Charles M. C., 1993, Market integration and price execution for NYSE-listed securities, Journal of Finance 48, 1009-1038.
-
(1993)
Journal of Finance
, vol.48
, pp. 1009-1038
-
-
Lee, C.M.C.1
-
20
-
-
0346642045
-
Fun and games on Nasdaq
-
August 16
-
Morgenson, Gretchen, 1993, Fun and games on Nasdaq, Forbes, August 16, 74-80.
-
(1993)
Forbes
, pp. 74-80
-
-
Morgenson, G.1
-
21
-
-
0000160386
-
A comparison of transaction costs between competitive market maker and specialist market structures
-
Neal, Robert, 1992, A comparison of transaction costs between competitive market maker and specialist market structures, Journal of Business 65, 317-334.
-
(1992)
Journal of Business
, vol.65
, pp. 317-334
-
-
Neal, R.1
-
22
-
-
0003509950
-
The Stock Exchange specialist system: An economic analysis
-
monograph 1985-2, Salomon Brothers Center, New York University
-
Stoll, Hans R., 1985, The Stock Exchange specialist system: An economic analysis, Monograph Series in Finance and Economics, monograph 1985-2, Salomon Brothers Center, New York University.
-
(1985)
Monograph Series in Finance and Economics
-
-
Stoll, H.R.1
-
23
-
-
84924508526
-
Does the stock market rationally reflect fundamental values?
-
Summers, Lawrence H., 1986, Does the stock market rationally reflect fundamental values?, Journal of Finance 41, 591-601.
-
(1986)
Journal of Finance
, vol.41
, pp. 591-601
-
-
Summers, L.H.1
|