메뉴 건너뛰기
Journal of Business
Volumn 75, Issue 3, 2002, Pages 453-472
Spiders: Where Are the Bugs?
Author keywords

[No Author keywords available]
Indexed keywords

EID: 0042399958     PISSN: 00219398     EISSN: None     Source Type: Journal    
DOI: 10.1086/339891     Document Type: Article
Times cited : (123)
References (14)
  • 1
    • 0000508007 scopus 로고
    • Asset pricing and bid-ask spread
    • Amihud, Y., and Haim, M. 1986. Asset pricing and bid-ask spread. Journal of Financial Economics 17 (July): 223-49.
    • (1986) Journal of Financial Economics , vol.17 , Issue.JULY , pp. 223-249
    • Amihud, Y.1    Haim, M.2
  • 2
    • 0001944620 scopus 로고
    • Price changes of related securities: The case of call options and stocks
    • Bhattacharya, M. 1987. Price changes of related securities: The case of call options and stocks. Journal of Financial and Quantitative Analysis 22 (March): 1-5.
    • (1987) Journal of Financial and Quantitative Analysis , vol.22 , Issue.MARCH , pp. 1-5
    • Bhattacharya, M.1
  • 3
    • 0001559684 scopus 로고
    • A further analysis of the lead-lag relationship between the cash market and stock index futures markets
    • Chan, K. 1992. A further analysis of the lead-lag relationship between the cash market and stock index futures markets. Review of Financial Studies 5:123-52.
    • (1992) Review of Financial Studies , vol.5 , pp. 123-152
    • Chan, K.1
  • 5
    • 21144474059 scopus 로고
    • Efficiency with costly information: A reinterpretation of evidence from managed portfolios
    • Elton, E. J.; Gruber, M. J.; Das, S.; and Hlavka, M. 1993. Efficiency with costly information: A reinterpretation of evidence from managed portfolios. Review of Financial Studies 6:1-22.
    • (1993) Review of Financial Studies , vol.6 , pp. 1-22
    • Elton, E.J.1    Gruber, M.J.2    Das, S.3    Hlavka, M.4
  • 6
    • 0011418755 scopus 로고
    • Welfare aspects of options and supershares
    • Hakansson, N. 1978. Welfare aspects of options and supershares. Journal of Finance 33 (July): 759-76.
    • (1978) Journal of Finance , vol.33 , Issue.JULY , pp. 759-776
    • Hakansson, N.1
  • 7
    • 0002432667 scopus 로고    scopus 로고
    • Competitive trading of NYSE listed stocks: Measurement and interpretation of trading costs
    • Huang, R. D., and Stoll, H. R. 1996. Competitive trading of NYSE listed stocks: Measurement and interpretation of trading costs. Financial Markets, Institutions and Instruments 5:1-55.
    • (1996) Financial Markets, Institutions and Instruments , vol.5 , pp. 1-55
    • Huang, R.D.1    Stoll, H.R.2
  • 8
    • 84977712229 scopus 로고
    • The temporal price relationship between S&P 500 futures and the S&P 500 Index
    • Kawaller, I. G.; Koch, P. D.; and Koch, T. W. 1987. The temporal price relationship between S&P 500 futures and the S&P 500 Index. Journal of Finance 42 (December): 1309-29.
    • (1987) Journal of Finance , vol.42 , Issue.DECEMBER , pp. 1309-1329
    • Kawaller, I.G.1    Koch, P.D.2    Koch, T.W.3
  • 9
    • 0000619934 scopus 로고    scopus 로고
    • Index-futures arbitrage and the behavior of stock index futures prices
    • MacKinlay, A. C., and Ramaswamy, K. 1998. Index-futures arbitrage and the behavior of stock index futures prices. Review of Financial Studies 1:137-58.
    • (1998) Review of Financial Studies , vol.1 , pp. 137-158
    • MacKinlay, A.C.1    Ramaswamy, K.2
  • 10
    • 84977707526 scopus 로고
    • Trading mechanisms in securities markets
    • Madhavan, A. 1992. Trading mechanisms in securities markets. Journal of Finance 47 (June): 607-41.
    • (1992) Journal of Finance , vol.47 , Issue.JUNE , pp. 607-641
    • Madhavan, A.1
  • 11
    • 0038845292 scopus 로고
    • Market basket alternatives
    • Rubinstein, M. 1989. Market basket alternatives. Financial Analyst Journal 27 (January): 20-30.
    • (1989) Financial Analyst Journal , vol.27 , Issue.JANUARY , pp. 20-30
    • Rubinstein, M.1
  • 12
    • 0142005553 scopus 로고
    • Unpublished manuscript. Berkeley: University of California, Berkeley
    • Rubinstein, M. 1990. The supertrust. Unpublished manuscript. Berkeley: University of California, Berkeley.
    • (1990) The Supertrust
    • Rubinstein, M.1
  • 14
    • 0001259929 scopus 로고    scopus 로고
    • Friction
    • Stoll, H. 2000. Friction. Journal of Finance 55 (August): 1479-1515.
    • (2000) Journal of Finance , vol.55 , Issue.AUGUST , pp. 1479-1515
    • Stoll, H.1

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.