-
1
-
-
27944506900
-
Do Reductions in Tick Sizes Influence Liquidity?
-
M. Aitken C. Comerton-Forde Do Reductions in Tick Sizes Influence Liquidity? Accounting and Finance 45 2005 171-184
-
(2005)
Accounting and Finance
, vol.45
, pp. 171-184
-
-
Aitken, M.1
Comerton-Forde, C.2
-
2
-
-
0042908840
-
The use of undisclosed limit orders on the Australian Stock Exchange
-
M. Aitken H. Berkman D. Mak The use of undisclosed limit orders on the Australian Stock Exchange Journal of Banking and Finance 25 2001 1589-1603
-
(2001)
Journal of Banking and Finance
, vol.25
, pp. 1589-1603
-
-
Aitken, M.1
Berkman, H.2
Mak, D.3
-
3
-
-
0001715687
-
Stock market microstructure and return volatility, evidence from Italy
-
Y. Amihud H. Mendelson M. Murgia Stock market microstructure and return volatility, evidence from Italy Journal of Banking and Finance 14 1990 423-440
-
(1990)
Journal of Banking and Finance
, vol.14
, pp. 423-440
-
-
Amihud, Y.1
Mendelson, H.2
Murgia, M.3
-
4
-
-
0031234564
-
Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange
-
Y. Amihud H. Mendelson B. Lauterbach Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange Journal of Financial Economics 45 1997 365-390
-
(1997)
Journal of Financial Economics
, vol.45
, pp. 365-390
-
-
Amihud, Y.1
Mendelson, H.2
Lauterbach, B.3
-
5
-
-
0013049260
-
Tick size, share prices and stock splits
-
J. Angel Tick size, share prices and stock splits Journal of Finance 52 1997 655-681
-
(1997)
Journal of Finance
, vol.52
, pp. 655-681
-
-
Angel, J.1
-
6
-
-
0036839322
-
The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange
-
H. Berkman J. Lee The effectiveness of price limits in an emerging market: Evidence from the Korean Stock Exchange Pacific-Basin Finance Journal 10 2002 517-530
-
(2002)
Pacific-Basin Finance Journal
, vol.10
, pp. 517-530
-
-
Berkman, H.1
Lee, J.2
-
8
-
-
16244419381
-
Lifting the veil: An analysis of pre-trade transparency at the NYSE
-
E. Boehmer G. Saar L. Yu Lifting the veil: An analysis of pre-trade transparency at the NYSE Journal of Finance 60 2005 783-815
-
(2005)
Journal of Finance
, vol.60
, pp. 783-815
-
-
Boehmer, E.1
Saar, G.2
Yu, L.3
-
9
-
-
13444287327
-
Efficiency and the Bear: Short Sales and Markets Around the World
-
Yale ICF Working Paper
-
A. Bris W. Goetzmann N. Zhu Efficiency and the Bear: Short Sales and Markets Around the World Yale ICF Working Paper vol. 02-45 2004
-
(2004)
, vol.2
, Issue.45
-
-
Bris, A.1
Goetzmann, W.2
Zhu, N.3
-
11
-
-
14644412453
-
Price limit performance: Evidence from transactions data and the limit order book
-
S. Chan K. Kim S. Rhee Price limit performance: Evidence from transactions data and the limit order book Journal of Empirical Finance 12 2004 269-290
-
(2004)
Journal of Empirical Finance
, vol.12
, pp. 269-290
-
-
Chan, S.1
Kim, K.2
Rhee, S.3
-
12
-
-
0042438957
-
The effects of trading methods on volatility and liquidity: Evidence from the Taiwan Stock Exchange
-
R. Chang S. Hsu N. Huang S. Rhee The effects of trading methods on volatility and liquidity: Evidence from the Taiwan Stock Exchange Journal of Business Finance and Accounting 26 1999 137-168
-
(1999)
Journal of Business Finance and Accounting
, vol.26
, pp. 137-168
-
-
Chang, R.1
Hsu, S.2
Huang, N.3
Rhee, S.4
-
13
-
-
30044441809
-
The World Price of Short Selling
-
Vanderbilt University Working Paper
-
A. Charoenrook H. Daouk The World Price of Short Selling Vanderbilt University Working Paper 2004
-
(2004)
-
-
Charoenrook, A.1
Daouk, H.2
-
14
-
-
0037312696
-
The magnet effect of price limits: Evidence from high-frequency data on Taiwan Stock Exchange
-
D. Cho J. Russell G. Tiao R. Tsay The magnet effect of price limits: evidence from high-frequency data on Taiwan Stock Exchange Journal of Empirical Finance 10 2003 133-168
-
(2003)
Journal of Empirical Finance
, vol.10
, pp. 133-168
-
-
Cho, D.1
Russell, J.2
Tiao, G.3
Tsay, R.4
-
15
-
-
84993915181
-
Why do NASDAQ market makers avoid odd-eighth quotes?
-
W. Christie P. Schultz Why do NASDAQ market makers avoid odd-eighth quotes? Journal of Finance 49 1994 1813-1840
-
(1994)
Journal of Finance
, vol.49
, pp. 1813-1840
-
-
Christie, W.1
Schultz, P.2
-
16
-
-
0011052653
-
Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges
-
C. Comerton-Forde Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges Pacific-Basin Finance Journal 7 1999 495-521
-
(1999)
Pacific-Basin Finance Journal
, vol.7
, pp. 495-521
-
-
Comerton-Forde, C.1
-
17
-
-
30044436567
-
Opening and closing behavior following the introduction of call auctions in Singapore
-
Working Paper
-
Comerton-Forde, C., Lau, S.T., McInish, T., 2005. Opening and closing behavior following the introduction of call auctions in Singapore. Working Paper.
-
(2005)
-
-
Comerton-Forde, C.1
Lau, S.T.2
McInish, T.3
-
21
-
-
30044436153
-
An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data
-
University of Hawaii Working Paper
-
Y. Du Q. Liu S. Rhee An Anatomy of the Magnet Effect: Evidence from the Korea Stock Exchange High-Frequency Data University of Hawaii Working Paper 2005
-
(2005)
-
-
Du, Y.1
Liu, Q.2
Rhee, S.3
-
22
-
-
0039120737
-
Cream-skimming or profit-sharing? The curious role of purchased order flow
-
D. Easley N. Kiefer M. O'Hara Cream-skimming or profit-sharing? The curious role of purchased order flow The Journal of Finance 51 1996 811-833
-
(1996)
The Journal of Finance
, vol.51
, pp. 811-833
-
-
Easley, D.1
Kiefer, N.2
O'Hara, M.3
-
24
-
-
16244398181
-
Does anonymity matter in electronic limit order markets?
-
CEPR Discussion Papers
-
T. Foucault S. Moinas E. Theissen Does anonymity matter in electronic limit order markets? CEPR Discussion Papers 4091 2003
-
(2003)
, vol.4091
-
-
Foucault, T.1
Moinas, S.2
Theissen, E.3
-
25
-
-
0040240208
-
Transparency and liquidity: A study of block trades on the LSE under different publication rules
-
G. Gemmill Transparency and liquidity: A study of block trades on the LSE under different publication rules Journal of Finance 51 1996 1765-1790
-
(1996)
Journal of Finance
, vol.51
, pp. 1765-1790
-
-
Gemmill, G.1
-
26
-
-
0003537739
-
Liquidity, Trading Rules and Electronic Trading Systems
-
New York University Salomon Centre Monograph Series in Finance
-
L. Harris Liquidity, Trading Rules and Electronic Trading Systems, New York University Salomon Centre Monograph Series in Finance 1990
-
(1990)
-
-
Harris, L.1
-
28
-
-
21344483536
-
Minimum price variations, discrete bid/ask spreads and quotation sizes
-
L. Harris Minimum price variations, discrete bid/ask spreads and quotation sizes Review of Financial Studies 7 1994 149-178
-
(1994)
Review of Financial Studies
, vol.7
, pp. 149-178
-
-
Harris, L.1
-
29
-
-
0030512510
-
Short-sales restrictions and volatility: The case of the Stock Exchange of Singapore
-
K. Ho Short-sales restrictions and volatility: The case of the Stock Exchange of Singapore Pacific-Basin Finance Journal 4 1996 377-391
-
(1996)
Pacific-Basin Finance Journal
, vol.4
, pp. 377-391
-
-
Ho, K.1
-
30
-
-
85014890164
-
The lead-lag relation between spot and futures markets under different short-selling regimes
-
F. Jiang K. Joseph L. Cheng The lead-lag relation between spot and futures markets under different short-selling regimes Financial Review 36 2001 63-88
-
(2001)
Financial Review
, vol.36
, pp. 63-88
-
-
Jiang, F.1
Joseph, K.2
Cheng, L.3
-
31
-
-
0345374603
-
The impact of tick size on intraday stock price behaviour: Evidence from the Taiwan Stock Exchange
-
M. Ke C. Jiang Y. Huang The impact of tick size on intraday stock price behaviour: Evidence from the Taiwan Stock Exchange Pacific-Basin Finance Journal 12 2004 19-39
-
(2004)
Pacific-Basin Finance Journal
, vol.12
, pp. 19-39
-
-
Ke, M.1
Jiang, C.2
Huang, Y.3
-
32
-
-
0040955283
-
Price limit performance: Evidence from the Tokyo Stock Exchange
-
K. Kim S. Rhee Price limit performance: Evidence from the Tokyo Stock Exchange Journal of Finance 52 1997 885-899
-
(1997)
Journal of Finance
, vol.52
, pp. 885-899
-
-
Kim, K.1
Rhee, S.2
-
33
-
-
0041914681
-
Performance of various transaction frequencies under call markets: The case of Taiwan
-
L. Lang Y. Lee Performance of various transaction frequencies under call markets: The case of Taiwan Pacific-Basin Finance Journal 7 1999 23-39
-
(1999)
Pacific-Basin Finance Journal
, vol.7
, pp. 23-39
-
-
Lang, L.1
Lee, Y.2
-
34
-
-
0000562252
-
Reducing tick size on the Stock Exchange of Singapore
-
S.T. Lau T. McInish Reducing tick size on the Stock Exchange of Singapore Pacific-Basin Finance Journal 3 1995 485-496
-
(1995)
Pacific-Basin Finance Journal
, vol.3
, pp. 485-496
-
-
Lau, S.T.1
McInish, T.2
-
35
-
-
0042350828
-
A note on trading mechanism and securities' value: The analysis of rejects from continuous trade
-
B. Lauterbach A note on trading mechanism and securities' value: The analysis of rejects from continuous trade Journal of Banking and Finance 25 2001 419-430
-
(2001)
Journal of Banking and Finance
, vol.25
, pp. 419-430
-
-
Lauterbach, B.1
-
36
-
-
30044440353
-
A simulation model of the Taiwan security market
-
Y. Liu A simulation model of the Taiwan security market Journal of Asian Economics 5 1994 413-423
-
(1994)
Journal of Asian Economics
, vol.5
, pp. 413-423
-
-
Liu, Y.1
-
37
-
-
84977707526
-
Trading mechanisms in securities markets
-
A. Madhavan Trading mechanisms in securities markets The Journal of Finance 47 1992 607-641
-
(1992)
The Journal of Finance
, vol.47
, pp. 607-641
-
-
Madhavan, A.1
-
38
-
-
21844523718
-
Consolidation, fragmentation, and the disclosure of trading information
-
A. Madhavan Consolidation, fragmentation, and the disclosure of trading information The Review of Financial Studies 8 1995 579-603
-
(1995)
The Review of Financial Studies
, vol.8
, pp. 579-603
-
-
Madhavan, A.1
-
40
-
-
0034399513
-
Price discovery in auction markets: A look inside the black box
-
A. Madhavan V. Panchapagesan Price discovery in auction markets: A look inside the black box The Review of Financial Studies 13 2000 627-658
-
(2000)
The Review of Financial Studies
, vol.13
, pp. 627-658
-
-
Madhavan, A.1
Panchapagesan, V.2
-
42
-
-
30044445919
-
SGX Pushed Trading Link with Aussie Bourse
-
Singapore. 31 May
-
Ng, S., 2004. SGX Pushed Trading Link with Aussie Bourse. The Business Times, Singapore. 31 May.
-
(2004)
The Business Times
-
-
Ng, S.1
-
44
-
-
30044448029
-
Designing markets for developing countries
-
M. O'Hara Designing markets for developing countries International Review of Finance 2 2001 205-215
-
(2001)
International Review of Finance
, vol.2
, pp. 205-215
-
-
O'Hara, M.1
-
45
-
-
0003293357
-
Transparency and liquidity: A comparison of auction and dealer markets with informed trading
-
M. Pagano A. Röell Transparency and liquidity: A comparison of auction and dealer markets with informed trading Journal of Finance 51 1996 579-611
-
(1996)
Journal of Finance
, vol.51
, pp. 579-611
-
-
Pagano, M.1
Röell, A.2
-
46
-
-
0012320705
-
A closing call's impact on market quality at Euronext Paris
-
M. Pagano R. Schwartz A closing call's impact on market quality at Euronext Paris Journal of Financial Economics 68 2003 439-484
-
(2003)
Journal of Financial Economics
, vol.68
, pp. 439-484
-
-
Pagano, M.1
Schwartz, R.2
-
48
-
-
30044449457
-
The Competition of Order Flow under the New Order Handling Rules
-
University of Hawaii Working Paper
-
S. Rhee N. Tang The Competition of Order Flow under the New Order Handling Rules University of Hawaii Working Paper 2004
-
(2004)
-
-
Rhee, S.1
Tang, N.2
-
49
-
-
0031161446
-
The bid-ask bounce effect and the spread size effect: Evidence from the Taiwan stock market
-
S. Rhee C. Wang The bid-ask bounce effect and the spread size effect: evidence from the Taiwan stock market Pacific-Basin Finance Journal 5 1997 231-258
-
(1997)
Pacific-Basin Finance Journal
, vol.5
, pp. 231-258
-
-
Rhee, S.1
Wang, C.2
-
50
-
-
30044451015
-
The Impact of Trading Method on Volatility and Market Manipulation: New Evidence from the Singapore Exchange
-
University of Hawaii Working Paper
-
S. Rhee G. Stone N. Tang The Impact of Trading Method on Volatility and Market Manipulation: New Evidence from the Singapore Exchange University of Hawaii Working Paper 2004
-
(2004)
-
-
Rhee, S.1
Stone, G.2
Tang, N.3
-
51
-
-
0037530292
-
Middlemen versus market makers: A theory of competitive exchange
-
J. Rust G. Hall Middlemen versus market makers: A theory of competitive exchange Journal of Political Economy 111 2003 353-403
-
(2003)
Journal of Political Economy
, vol.111
, pp. 353-403
-
-
Rust, J.1
Hall, G.2
-
52
-
-
0036065476
-
Korean stock prices under price limits: Variance ratio tests of random walks
-
H. Ryoo G. Smith Korean stock prices under price limits: Variance ratio tests of random walks Applied Financial Economics 12 2002 545-553
-
(2002)
Applied Financial Economics
, vol.12
, pp. 545-553
-
-
Ryoo, H.1
Smith, G.2
-
53
-
-
0142188081
-
Market maker quotation behavior and pretrade transparency
-
Y. Simaan D. Weaver D. Whitcomb Market maker quotation behavior and pretrade transparency The Journal of Finance 58 2003 1247-1267
-
(2003)
The Journal of Finance
, vol.58
, pp. 1247-1267
-
-
Simaan, Y.1
Weaver, D.2
Whitcomb, D.3
-
54
-
-
0039584491
-
Alternative views of market making
-
Y. Amihud T. Ho R. Schwartz (Eds.) Lexington Books Lexington, MA
-
H. Stoll Alternative views of market making In: Y. Amihud T. Ho R. Schwartz (Eds.) Market Making and the Changing Structure of the Securities Industry 1985 Lexington Books Lexington, MA 67-91
-
(1985)
Market Making and the Changing Structure of the Securities Industry
, pp. 67-91
-
-
Stoll, H.1
-
56
-
-
4043052147
-
Trader anonymity, price formation and liquidity
-
E. Theissen Trader anonymity, price formation and liquidity European Finance Review 7 2003 2003
-
(2003)
European Finance Review
, vol.7
, pp. 2003
-
-
Theissen, E.1
|