-
1
-
-
0002816156
-
A theory of intraday patterns: Volume and price variability
-
Admati, A. R., and P. Pfleiderer. 1988. A theory of intraday patterns: Volume and price variability. Review of Financial Studies 1 (Spring): 3-40.
-
(1988)
Review of Financial Studies
, vol.1
, Issue.SPRING
, pp. 3-40
-
-
Admati, A.R.1
Pfleiderer, P.2
-
2
-
-
0000552715
-
Limited market participation and volatility of asset prices
-
Allen, F., and D. Gale. 1994. Limited market participation and volatility of asset prices. American Economic Review 84 (September): 933-55.
-
(1994)
American Economic Review
, vol.84
, Issue.SEPTEMBER
, pp. 933-955
-
-
Allen, F.1
Gale, D.2
-
3
-
-
0002060057
-
The only game in town
-
Bagehot, W. (pseudonym for Jack Treynor). 1971. The only game in town. Financial Analysts' Journal 27 (March-April): 12-14.
-
(1971)
Financial Analysts' Journal
, vol.27
, Issue.MARCH-APRIL
, pp. 12-14
-
-
Bagehot, W.1
-
4
-
-
0006830113
-
Destructive interference in an imperfectly competitive multi-security market
-
Bhattacharya, U., P. Reny, and M. Spiegel. 1995. Destructive interference in an imperfectly competitive multi-security market. Journal of Economic Theory 65 (February): 136-70.
-
(1995)
Journal of Economic Theory
, vol.65
, Issue.FEBRUARY
, pp. 136-170
-
-
Bhattacharya, U.1
Reny, P.2
Spiegel, M.3
-
5
-
-
0000045009
-
Insiders, outsiders, and market breakdown
-
Bhattacharya, U., and M. Spiegel. 1991. Insiders, outsiders, and market breakdown. Review of Financial Studies 4 (Summer): 255-82.
-
(1991)
Review of Financial Studies
, vol.4
, Issue.SUMMER
, pp. 255-282
-
-
Bhattacharya, U.1
Spiegel, M.2
-
6
-
-
0032351590
-
Anatomy of a market failure: Trading suspensions on the NYSE 1974-1988
-
Bhattacharya, U., and M. Spiegel. 1998. Anatomy of a market failure: Trading suspensions on the NYSE 1974-1988. Journal of Business and Economic Statistics 16 (April): 216-26.
-
(1998)
Journal of Business and Economic Statistics
, vol.16
, Issue.APRIL
, pp. 216-226
-
-
Bhattacharya, U.1
Spiegel, M.2
-
7
-
-
84979343710
-
The relationship between volume and price variability in futures markets
-
Cornell, B. 1981. The relationship between volume and price variability in futures markets. Journal of Futures Markets 1:303-16.
-
(1981)
Journal of Futures Markets
, vol.1
, pp. 303-316
-
-
Cornell, B.1
-
8
-
-
21144483438
-
The role of liquidity in futures market innovations
-
Cuny, C. J. 1993. The role of liquidity in futures market innovations. Review of Financial Studies 6 (Spring): 57-78.
-
(1993)
Review of Financial Studies
, vol.6
, Issue.SPRING
, pp. 57-78
-
-
Cuny, C.J.1
-
9
-
-
0000147060
-
Information aggregation in a noisy rational expectations economy
-
Diamond. D., and R. Verrecchia. 1981. Information aggregation in a noisy rational expectations economy. Journal of Financial Economics 9 (September): 221-35.
-
(1981)
Journal of Financial Economics
, vol.9
, Issue.SEPTEMBER
, pp. 221-235
-
-
Diamond, D.1
Verrecchia, R.2
-
10
-
-
0032359292
-
Arbitage, hedging, and financial innovation
-
Dow, J. (1998). Arbitage, hedging, and financial innovation. Review of Financial Studies 11 (Winter): 739-55.
-
(1998)
Review of Financial Studies
, vol.11
, Issue.WINTER
, pp. 739-755
-
-
Dow, J.1
-
11
-
-
0010940821
-
Price, trade size and information in securities markets
-
Easley, D., and M. O'Hara. 1987. Price, trade size and information in securities markets. Journal of Financial Economics 19 (September): 69-90.
-
(1987)
Journal of Financial Economics
, vol.19
, Issue.SEPTEMBER
, pp. 69-90
-
-
Easley, D.1
O'Hara, M.2
-
12
-
-
0000891869
-
Standard securities
-
Gale D., 1992. Standard securities. Review of Economic Studies 59 (October): 731-55.
-
(1992)
Review of Economic Studies
, vol.59
, Issue.OCTOBER
, pp. 731-755
-
-
Gale, D.1
-
13
-
-
0000463443
-
Insider trading, liquidity, and the role of the monopolist specialist
-
Glosten, L. R. 1989. Insider trading, liquidity, and the role of the monopolist specialist. Journal of Business 62 (April): 211-35.
-
(1989)
Journal of Business
, vol.62
, Issue.APRIL
, pp. 211-235
-
-
Glosten, L.R.1
-
14
-
-
0345401653
-
Bid, ask and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten, L. R., and P. R. Milgrom. 1985. Bid, ask and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics 14 (March): 71-100.
-
(1985)
Journal of Financial Economics
, vol.14
, Issue.MARCH
, pp. 71-100
-
-
Glosten, L.R.1
Milgrom, P.R.2
-
15
-
-
15744370802
-
The prospects for trading in live hog futures
-
ed. H. H. Baken. Chicago: Chicago Mercantile Exchange
-
Gray, R. W. 1970. The prospects for trading in live hog futures. In: Futures trading in livestock - Origins and concepts, ed. H. H. Baken. Chicago: Chicago Mercantile Exchange.
-
(1970)
Futures Trading in Livestock - Origins and Concepts
-
-
Gray, R.W.1
-
17
-
-
0000088496
-
On the aggregation of information in complete markets
-
Hellwig, M. F. 1980. On the aggregation of information in complete markets. Journal of Economic Theory 22 (June): 477-98.
-
(1980)
Journal of Economic Theory
, vol.22
, Issue.JUNE
, pp. 477-498
-
-
Hellwig, M.F.1
-
18
-
-
38249008113
-
Fully revealing outcomes in signalling models: An example of non-existence when the type space is unbounded
-
Hellwig, M. F. 1980. Fully revealing outcomes in signalling models: An example of non-existence when the type space is unbounded. Journal of Economic Theory 58 (October): 93-104.
-
(1980)
Journal of Economic Theory
, vol.58
, Issue.OCTOBER
, pp. 93-104
-
-
Hellwig, M.F.1
-
19
-
-
0021604560
-
Market structure, information, futures markets, and price formation
-
ed. G. G. Storey, A. Schmitz, and A. H. Harris . Boulder, CO: Westview Press
-
Kyle, A. S. 1984. Market structure, information, futures markets, and price formation. In: International agricultural trade: Advanced readings in price formation, market structure, and price instability, ed. G. G. Storey, A. Schmitz, and A. H. Harris . Boulder, CO: Westview Press.
-
(1984)
International Agricultural Trade: Advanced Readings in Price Formation, Market Structure, and Price Instability
-
-
Kyle, A.S.1
-
20
-
-
0000859303
-
Continuous auctions and insider trading
-
Kyle, A. S. 1985. Continuous auctions and insider trading. Econometrica 53 (November): 1315-35.
-
(1985)
Econometrica
, vol.53
, Issue.NOVEMBER
, pp. 1315-1335
-
-
Kyle, A.S.1
-
21
-
-
0001862522
-
A Bayesian model of intra-day specialist pricing
-
Madhavan, A., and S. Smidt. 1991. A Bayesian model of intra-day specialist pricing. Journal of Financial Economics 30 (November): 99-134.
-
(1991)
Journal of Financial Economics
, vol.30
, Issue.NOVEMBER
, pp. 99-134
-
-
Madhavan, A.1
Smidt, S.2
-
23
-
-
0000370145
-
Endogenous market thinness and stock-price volatility
-
Pagano, M. 1989a. Endogenous market thinness and stock-price volatility, Review of Economic Studies 56 (April): 269-88.
-
(1989)
Review of Economic Studies
, vol.56
, Issue.APRIL
, pp. 269-288
-
-
Pagano, M.1
-
24
-
-
84923067231
-
Trading volume and asset liquidity
-
Pagano, M. 1989b. Trading volume and asset liquidity. Quarterly Journal of Economics 104 (May): 255-74.
-
(1989)
Quarterly Journal of Economics
, vol.104
, Issue.MAY
, pp. 255-274
-
-
Pagano, M.1
-
25
-
-
43949170563
-
The flotation of companies on the stock market: A coordination-failure model
-
Pagano, M. 1993. The flotation of companies on the stock market: A coordination-failure model. European Economic Review 37 (June): 1101-25.
-
(1993)
European Economic Review
, vol.37
, Issue.JUNE
, pp. 1101-1125
-
-
Pagano, M.1
-
26
-
-
84962986434
-
Insider trading without normality
-
Rochet, J.-C., and J.-L. Vila. 1994. Insider trading without normality. Review of Economic Studies 61 (January): 131-52.
-
(1994)
Review of Economic Studies
, vol.61
, Issue.JANUARY
, pp. 131-152
-
-
Rochet, J.-C.1
Vila, J.-L.2
-
27
-
-
15744368661
-
Rules and the quality of markets
-
Roell, A. 1987. Rules and the quality of markets. Working paper FMG-15.
-
(1987)
Working Paper
, vol.FMG-15
-
-
Roell, A.1
-
28
-
-
44049118879
-
Technological choice, financial markets and economic development
-
Saint-Paul, G. 1992. Technological choice, financial markets and economic development. European Economic Review 36 (May): 763-81.
-
(1992)
European Economic Review
, vol.36
, Issue.MAY
, pp. 763-781
-
-
Saint-Paul, G.1
-
29
-
-
0005546882
-
Innovation by an exchange: A case study of the development of the plywood futures contract
-
Sandor, R. L. 1973. Innovation by an exchange: A case study of the development of the plywood futures contract. Journal of Law and Economics 16 (April): 119-36.
-
(1973)
Journal of Law and Economics
, vol.16
, Issue.APRIL
, pp. 119-136
-
-
Sandor, R.L.1
-
30
-
-
84979421251
-
Innovation, competition and new contract design in futures markets
-
Silber, W. L. 1981. Innovation, competition and new contract design in futures markets. Journal of Futures Markets 1 (Summer): 123-55.
-
(1981)
Journal of Futures Markets
, vol.1
, Issue.SUMMER
, pp. 123-155
-
-
Silber, W.L.1
-
31
-
-
0039296733
-
Introduction to the market microstructure symposium
-
Spatt, C. 1991. Introduction to the market microstructure symposium. Review of Financial Studies 4 (Autumn): 385-88.
-
(1991)
Review of Financial Studies
, vol.4
, Issue.AUTUMN
, pp. 385-388
-
-
Spatt, C.1
-
32
-
-
0000256694
-
Informed speculation and hedging in a non-competitive securities market
-
Spiegel, M., and A. Subrahmanyam. 1992. Informed speculation and hedging in a non-competitive securities market. Review of Financial Studies 5 (Summer): 307-29.
-
(1992)
Review of Financial Studies
, vol.5
, Issue.SUMMER
, pp. 307-329
-
-
Spiegel, M.1
Subrahmanyam, A.2
-
33
-
-
84977426528
-
The supply of dealer services in securities markets
-
Stoll, H. 1978. The supply of dealer services in securities markets. Journal of Finance 33 (September): 1133-51.
-
(1978)
Journal of Finance
, vol.33
, Issue.SEPTEMBER
, pp. 1133-1151
-
-
Stoll, H.1
-
35
-
-
0001232573
-
Futures trading and hedging
-
Working, H. 1953. Futures trading and hedging. American Economic Review 43 (June): 314-43.
-
(1953)
American Economic Review
, vol.43
, Issue.JUNE
, pp. 314-343
-
-
Working, H.1
|