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Volumn 57, Issue 2, 2002, Pages 959-984

Risk aversion, transparency, and market performance

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0042170101     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/1540-6261.00448     Document Type: Article
Times cited : (27)

References (19)
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    • Biais, B.1
  • 3
    • 0012267441 scopus 로고    scopus 로고
    • Price formation and liquidity in the U.S. Treasury market: The response to public information
    • Fleming, Michael, and Eli Remolona, 1999, Price formation and liquidity in the U.S. Treasury market: The response to public information, Journal of Finance 54, 1901-1915.
    • (1999) Journal of Finance , vol.54 , pp. 1901-1915
    • Fleming, M.1    Remolona, E.2
  • 5
    • 0043122657 scopus 로고    scopus 로고
    • Risk aversion, transparency, and market performance
    • Universidad Carlos III de Madrid
    • Frutos, M. ångeles de, and Carolina Manzano, 2000, Risk aversion, transparency, and market performance, Working Paper 00-48 (19), Universidad Carlos III de Madrid.
    • (2000) Working Paper , vol.48 , Issue.19
    • Frutos, M.A.D.1    Manzano, C.2
  • 6
    • 0040240208 scopus 로고    scopus 로고
    • Transparency and liquidity: A study of block transactions in the London Stock Exchange
    • Gemmill, Gordon, 1996, Transparency and liquidity: A study of block transactions in the London Stock Exchange, Journal of Finance 51, 1765-1790.
    • (1996) Journal of Finance , vol.51 , pp. 1765-1790
    • Gemmill, G.1
  • 7
    • 0009032686 scopus 로고    scopus 로고
    • Do inventories matter in dealership markets? Evidence from the London Stock Exchange
    • Hansch, Oliver, Narayan Naik, and S. Viswanathan, 1998, Do inventories matter in dealership markets? Evidence from the London Stock Exchange, Journal of Finance 53, 1623-1656.
    • (1998) Journal of Finance , vol.53 , pp. 1623-1656
    • Hansch, O.1    Naik, N.2    Viswanathan, S.3
  • 8
    • 84925135657 scopus 로고
    • The dynamics of dealer markets under competition
    • Ho, Thomas, 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.1    Stoll, H.2
  • 10
    • 0012853092 scopus 로고
    • On dependent tests of significance in the analysis of variance
    • Kimball, A. W., 1951, On dependent tests of significance in the analysis of variance, Annals of Mathematical Statistics 22, 600-602.
    • (1951) Annals of Mathematical Statistics , vol.22 , pp. 600-602
    • Kimball, A.W.1
  • 11
    • 21844523718 scopus 로고
    • Consolidation, fragmentation, and the disclosure of trading information
    • Madhavan, Ananth, 1995, Consolidation, fragmentation, and the disclosure of trading information, The Review of Financial Studies 8, 579-603.
    • (1995) The Review of Financial Studies , vol.8 , pp. 579-603
    • Madhavan, A.1
  • 12
    • 0043122656 scopus 로고    scopus 로고
    • Should security markets be transparent
    • University of Southern California
    • Madhavan, Ananth, David Porter, and Daniel Weaver, 1999, Should security markets be transparent, Working paper, University of Southern California.
    • (1999) Working Paper
    • Madhavan, A.1    Porter, D.2    Weaver, D.3
  • 14
    • 0000171133 scopus 로고
    • Comparing auctions for risk-averse buyers: A buyer's point of view
    • Matthews, Steven, 1987, Comparing auctions for risk-averse buyers: A buyer's point of view, Econometrica 55, 633-646.
    • (1987) Econometrica , vol.55 , pp. 633-646
    • Matthews, S.1
  • 15
    • 0033418582 scopus 로고    scopus 로고
    • Trade disclosure regulation in markets with negotiated trade
    • Naik, Narayan, Anthony Neuberger, and S. Viswanathan, 1999, Trade disclosure regulation in markets with negotiated trade, The Review of Financial Studies 12, 886-900.
    • (1999) The Review of Financial Studies , vol.12 , pp. 886-900
    • Naik, N.1    Neuberger, A.2    Viswanathan, S.3
  • 17
    • 85018055215 scopus 로고    scopus 로고
    • Securities and Exchange Commission, Division of Market Regulation, 1995b, Release No. 34-36310; File No. S7-30-95 (SEC, Washington, DC)
    • Securities and Exchange Commission, Division of Market Regulation, 1995b, Release No. 34-36310; File No. S7-30-95 (SEC, Washington, DC).


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.