-
1
-
-
84977709851
-
Trading mechanisms and stock returns: An empirical investigation
-
Amihud, Yakov, and Haim Mendelson, 1987, Trading mechanisms and stock returns: An empirical investigation, Journal of Finance 42, 533-553.
-
(1987)
Journal of Finance
, vol.42
, pp. 533-553
-
-
Amihud, Y.1
Mendelson, H.2
-
2
-
-
84993843493
-
An empirical analysis of the limit order book and the order flow in the Paris Bourse
-
Biais, Bruno, Pierre Hillion, and Chester Spatt, 1995, An empirical analysis of the limit order book and the order flow in the Paris Bourse, Journal of Finance 50, 1655-1689.
-
(1995)
Journal of Finance
, vol.50
, pp. 1655-1689
-
-
Biais, B.1
Hillion, P.2
Spatt, C.3
-
3
-
-
0033368672
-
Price discovery and learning during the preopening period in the Paris Bourse
-
Biais, Bruno, Pierre Hillion, and Chester Spatt, 1999, Price discovery and learning during the preopening period in the Paris Bourse, Journal of Political Economy 107, 1218-1248.
-
(1999)
Journal of Political Economy
, vol.107
, pp. 1218-1248
-
-
Biais, B.1
Hillion, P.2
Spatt, C.3
-
4
-
-
0000269575
-
On technical analysis
-
Brown, David P., and Robert H. Jennings, 1989, On technical analysis, Review of Financial Studies 2, 527-552.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 527-552
-
-
Brown, D.P.1
Jennings, R.H.2
-
5
-
-
0039842567
-
Price discovery without trading: Evidence from the Nasdaq pre-opening
-
forthcoming
-
Cao, Charles, Eric Ghysels, and Frank Hatheway, 2000, Price discovery without trading: Evidence from the Nasdaq pre-opening, Journal of Finance, forthcoming.
-
(2000)
Journal of Finance
-
-
Cao, C.1
Ghysels, E.2
Hatheway, F.3
-
6
-
-
0039056209
-
Et tu, brute?
-
Working paper, Vanderbilt University
-
Christie, William G., Shane A. Corwin, and Jeffrey H. Harris, 2000, Et tu, Brute? The role and impact of trading halts in the Nasdaq stock market, Working paper, Vanderbilt University.
-
(2000)
The Role and Impact of Trading Halts in the Nasdaq Stock Market
-
-
Christie, W.G.1
Corwin, S.A.2
Harris, J.H.3
-
7
-
-
0039657045
-
Differences in trading behavior across NYSE specialist firms
-
Corwin, Shane A., 1999, Differences in trading behavior across NYSE specialist firms, Journal of Finance 54, 721-745.
-
(1999)
Journal of Finance
, vol.54
, pp. 721-745
-
-
Corwin, S.A.1
-
8
-
-
21844517950
-
Price formation on stock exchanges: The evolution of trading within the day
-
Gerety, Mason S., and J. Harold Mulherin, 1994, Price formation on stock exchanges: The evolution of trading within the day, Review of Financial Studies 7, 609-629.
-
(1994)
Review of Financial Studies
, vol.7
, pp. 609-629
-
-
Gerety, M.S.1
Mulherin, J.H.2
-
9
-
-
0001240870
-
Eighths, sixteenths and market depth: Changes in tick size and liquidity provision on the NYSE
-
forthcoming
-
Goldstein, Michael A., and Kenneth A. Kavajecz, 2000a, Eighths, sixteenths and market depth: Changes in tick size and liquidity provision on the NYSE, Journal of Financial Economics, forthcoming.
-
(2000)
Journal of Financial Economics
-
-
Goldstein, M.A.1
Kavajecz, K.A.2
-
11
-
-
0011539972
-
The task force report: The reasoning behind the recommendations
-
Greenwald, Bruce C., and Jeremy C. Stein, 1988, The task force report: The reasoning behind the recommendations, Journal of Economic Perspectives 2, 3-23.
-
(1988)
Journal of Economic Perspectives
, vol.2
, pp. 3-23
-
-
Greenwald, B.C.1
Stein, J.C.2
-
12
-
-
0001088697
-
Transactional risk, market crashes, and the role of circuit breakers
-
Greenwald, Bruce C., and Jeremy C. Stein, 1991, Transactional risk, market crashes, and the role of circuit breakers, Journal of Business 64, 443-462.
-
(1991)
Journal of Business
, vol.64
, pp. 443-462
-
-
Greenwald, B.C.1
Stein, J.C.2
-
13
-
-
0039056202
-
Introduction to NBER symposium on the october 1987 crash
-
Grossman Sanford J., 1990. Introduction to NBER symposium on the October 1987 crash, Review of Financial Studies 3, 1-3.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 1-3
-
-
Grossman Sanford, J.1
-
14
-
-
0000086971
-
Trade and revelation of information through prices and direct disclosure
-
Grundy, Bruce D., and Maureen McNichols, 1989, Trade and revelation of information through prices and direct disclosure, Review of Financial Studies 2, 485-526.
-
(1989)
Review of Financial Studies
, vol.2
, pp. 485-526
-
-
Grundy, B.D.1
McNichols, M.2
-
15
-
-
0040942565
-
The specialist's quoted depth and the limit order book
-
Kavajecz, Kenneth A., 1999, The specialist's quoted depth and the limit order book, Journal of Finance 54, 747-771.
-
(1999)
Journal of Finance
, vol.54
, pp. 747-771
-
-
Kavajecz, K.A.1
-
16
-
-
0008565431
-
The existence of Pareto superior price limits
-
Kodres, Laura E., and Daniel P. O'Brien, 1994, The existence of Pareto superior price limits, American Economic Review 84, 919-932.
-
(1994)
American Economic Review
, vol.84
, pp. 919-932
-
-
Kodres, L.E.1
O'Brien, D.P.2
-
17
-
-
84993914916
-
Volume, volatility, and New York stock exchange trading halts
-
Lee, Charles M. C., Mark J. Ready, and Paul J. Seguin, 1994, Volume, volatility, and New York Stock Exchange trading halts, Journal of Finance 49, 183-214.
-
(1994)
Journal of Finance
, vol.49
, pp. 183-214
-
-
Lee, C.M.C.1
Ready, M.J.2
Seguin, P.J.3
-
18
-
-
0034399513
-
Price discovery in auction markets: A look inside the black box
-
forthcoming
-
Madhavan, Ananth, and Venkatesh Panchapagesan, 2000, Price discovery in auction markets: A look inside the black box, Review of Financial Studies, forthcoming.
-
(2000)
Review of Financial Studies
-
-
Madhavan, A.1
Panchapagesan, V.2
-
19
-
-
0039056204
-
Maintaining a fair and orderly market: The critical role of trading halts and delays
-
July, 1-3
-
New York Stock Exchange, Inc., 1999, Maintaining a fair and orderly market: The critical role of trading halts and delays, Exchange, July, 1-3.
-
(1999)
Exchange
-
-
-
20
-
-
0001381786
-
Stock market structure and volatility
-
Stoll, Hans R., and Robert E. Whaley, 1990, Stock market structure and volatility, Review of Financial Studies 3, 37-71.
-
(1990)
Review of Financial Studies
, vol.3
, pp. 37-71
-
-
Stoll, H.R.1
Whaley, R.E.2
|