-
3
-
-
0013068840
-
Illiquidity and stock returns: Cross-section and time-series effects
-
Amihud Y. Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets 5 (2002) 31-56
-
(2002)
Journal of Financial Markets
, vol.5
, pp. 31-56
-
-
Amihud, Y.1
-
5
-
-
0031234564
-
Market microstructure and securities values: Evidence from the Tel Aviv stock exchange
-
Amihud Y., Mendelson H., and Lauterbach B. 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
-
7
-
-
1842813965
-
Liquidity externalities and adverse selection: Evidence from trading after hours
-
Barclay M.J., and Hendershott T. Liquidity externalities and adverse selection: Evidence from trading after hours. Journal of Finance 59 (2004) 681-710
-
(2004)
Journal of Finance
, vol.59
, pp. 681-710
-
-
Barclay, M.J.1
Hendershott, T.2
-
8
-
-
84993905064
-
Time-varying world market integration
-
Bekaert G., and Harvey C.G. Time-varying world market integration. Journal of Finance 50 (2000) 403-444
-
(2000)
Journal of Finance
, vol.50
, pp. 403-444
-
-
Bekaert, G.1
Harvey, C.G.2
-
11
-
-
84993923279
-
Price formation and equilibrium liquidity in fragmented and centralized markets
-
Biais B. Price formation and equilibrium liquidity in fragmented and centralized markets. Journal of Finance 48 (1993) 157-185
-
(1993)
Journal of Finance
, vol.48
, pp. 157-185
-
-
Biais, B.1
-
12
-
-
33846647481
-
-
Bortolotti, B. and P. Pinotti 2003. The political economy of privatization. FEEM Note di Lavoro, no. 45.
-
-
-
-
14
-
-
0009408444
-
Privatization and the rise of global capital markets
-
Boutchkova M.K., and Megginson W.L. Privatization and the rise of global capital markets. Financial Management 29 4 (2000) 31-75
-
(2000)
Financial Management
, vol.29
, Issue.4
, pp. 31-75
-
-
Boutchkova, M.K.1
Megginson, W.L.2
-
15
-
-
33846589802
-
-
Chiesa, G., Nicodano, G., 2003. Privatization and financial market development: Theoretical Issues. FEEM Note di Lavoro.
-
-
-
-
16
-
-
33846604666
-
-
Chiri, S., Panetta, F., 1994. Privatizzare: Come? Spunti da una ricognizione comparata dei casi inglese e francese, in Il mercato della proprietà e del controllo delle imprese: aspetti teorici ed istituzionali, Contributi di Analisi Economica. Banca d'Italia, Roma.
-
-
-
-
18
-
-
27944481715
-
Time-varying market integration and expected returns in emerging markets
-
De Jong F., and De Roon F. Time-varying market integration and expected returns in emerging markets. Journal of Financial Economics 78 (2005) 583-613
-
(2005)
Journal of Financial Economics
, vol.78
, pp. 583-613
-
-
De Jong, F.1
De Roon, F.2
-
19
-
-
0043288766
-
Equity trading systems in Europe: A survey of recent changes
-
Demarchi M., and Foucault T. Equity trading systems in Europe: A survey of recent changes. Annales-d'Economie-et-de-Statistique 60 (2000) 73-115
-
(2000)
Annales-d'Economie-et-de-Statistique
, vol.60
, pp. 73-115
-
-
Demarchi, M.1
Foucault, T.2
-
21
-
-
0040428176
-
International cross listing and order flow migration: Evidence from an emerging market
-
Domowitz I., Glen J., and Madhavan A. International cross listing and order flow migration: Evidence from an emerging market. Journal of Finance 53 (1998) 2001-2027
-
(1998)
Journal of Finance
, vol.53
, pp. 2001-2027
-
-
Domowitz, I.1
Glen, J.2
Madhavan, A.3
-
22
-
-
84993909002
-
The world price of foreign exchange
-
Dumas B., and Solnik B. The world price of foreign exchange. Journal of Finance 50 (1995) 445-479
-
(1995)
Journal of Finance
, vol.50
, pp. 445-479
-
-
Dumas, B.1
Solnik, B.2
-
24
-
-
1642379221
-
Endogenous liquidity in asset markets
-
Eisfeld A. Endogenous liquidity in asset markets. Journal of Finance 59 (2004) 1-30
-
(2004)
Journal of Finance
, vol.59
, pp. 1-30
-
-
Eisfeld, A.1
-
25
-
-
33846569978
-
-
Ellul, A., Pagano, M., forthcoming. IPO underpricing and after-market liquidity, University of Naples and CSEF. Review of Financial Studies.
-
-
-
-
26
-
-
0005166613
-
Germany: Symbolic privatisations in a social market economy
-
Wright V. (Ed), Pinter, London
-
Esser J. Germany: Symbolic privatisations in a social market economy. In: Wright V. (Ed). Privatization in Western Europe (1994), Pinter, London
-
(1994)
Privatization in Western Europe
-
-
Esser, J.1
-
27
-
-
0002357241
-
The effects of market segmentation and investor recognition on asset prices: Evidence from foreign stocks listing in the United States
-
Foerster S.R., and Karolyi G.A. The effects of market segmentation and investor recognition on asset prices: Evidence from foreign stocks listing in the United States. The Journal of Finance 54 (1999) 981-1010
-
(1999)
The Journal of Finance
, vol.54
, pp. 981-1010
-
-
Foerster, S.R.1
Karolyi, G.A.2
-
28
-
-
33846583628
-
-
Fuerst, O., 1998. A theoretical analysis of investor protection regulations argument for global listings of stocks, Yale School of Management, unpublished manuscript.
-
-
-
-
29
-
-
0345401653
-
Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders
-
Glosten L., and Milgrom P. Bid, ask, and transaction prices in a specialist market with heterogeneously informed traders. Journal of Financial Economics 14 1 (1985) 71-100
-
(1985)
Journal of Financial Economics
, vol.14
, Issue.1
, pp. 71-100
-
-
Glosten, L.1
Milgrom, P.2
-
31
-
-
0001188867
-
On the impossibility of informationally efficient markets
-
Grossman S.J., and Stiglitz J.E. On the impossibility of informationally efficient markets. American Economic Review 70 (1980) 393-408
-
(1980)
American Economic Review
, vol.70
, pp. 393-408
-
-
Grossman, S.J.1
Stiglitz, J.E.2
-
32
-
-
0006215408
-
When does internationalization enhance the development of domestic stock markets?
-
Hargis K., and Ramanlal P. When does internationalization enhance the development of domestic stock markets?. Journal of Financial Intermediation 7 (1998) 263-292
-
(1998)
Journal of Financial Intermediation
, vol.7
, pp. 263-292
-
-
Hargis, K.1
Ramanlal, P.2
-
33
-
-
33846633312
-
-
Hasbrouck, J., 2003. Trading costs and returns for US equities: The evidence from daily data. Working Paper, N.Y.U. Stern School of Business.
-
-
-
-
34
-
-
0008919779
-
Stock market liberalization, economic reform, and emerging market equity prices
-
Henry P.B. Stock market liberalization, economic reform, and emerging market equity prices. Journal of Finance 55 (2000) 529-564
-
(2000)
Journal of Finance
, vol.55
, pp. 529-564
-
-
Henry, P.B.1
-
36
-
-
84970315639
-
Expert interpretations of party space and party locations in 42 societies
-
Huber J., and Inglehart R. Expert interpretations of party space and party locations in 42 societies. Party Politics 1 (1995) 73-111
-
(1995)
Party Politics
, vol.1
, pp. 73-111
-
-
Huber, J.1
Inglehart, R.2
-
37
-
-
33846614174
-
-
Jain-Chandra, S., 2002. The impact of stock market liberalization, liquidity and efficiency in emerging stock markets, Columbia University, mimeo.
-
-
-
-
39
-
-
33846590998
-
-
Karolyi, G.A., forthcoming. The role of ADRs in the development of emerging equity markets. Review of Economics and Statistics.
-
-
-
-
40
-
-
33846644049
-
-
Keloharju, M., Knupfer, S., Torstila, S., 2004. Do retail incentives work in privatizations? CEPR Discussion Papers no. 4612.
-
-
-
-
41
-
-
0000859303
-
Continuous auctions and insider trading
-
Kyle A.S. Continuous auctions and insider trading. Econometrica 53 (1985) 1315-1336
-
(1985)
Econometrica
, vol.53
, pp. 1315-1336
-
-
Kyle, A.S.1
-
42
-
-
0000329790
-
Financial development and economic growth: Views and agenda
-
Levine R. Financial development and economic growth: Views and agenda. Journal of Economic Literature 35 (1997) 688-726
-
(1997)
Journal of Economic Literature
, vol.35
, pp. 688-726
-
-
Levine, R.1
-
43
-
-
0346613552
-
Stock markets, banks, and economic growth
-
Levine R., and Zervos S. Stock markets, banks, and economic growth. American Economic Review 88 3 (1998) 537-558
-
(1998)
American Economic Review
, vol.88
, Issue.3
, pp. 537-558
-
-
Levine, R.1
Zervos, S.2
-
44
-
-
0001582485
-
Trying to explain home bias in equities and consumption
-
Lewis K.K. Trying to explain home bias in equities and consumption. Journal of Economic Literature 37 2 (1999) 571-608
-
(1999)
Journal of Economic Literature
, vol.37
, Issue.2
, pp. 571-608
-
-
Lewis, K.K.1
-
45
-
-
0004100179
-
-
Yale University Press, New Haven and London
-
Lijphart A. Patterns of Democracy (1999), Yale University Press, New Haven and London
-
(1999)
Patterns of Democracy
-
-
Lijphart, A.1
-
46
-
-
33846568469
-
-
Lombardo, D., Pagano, M., 2000. Legal determinants of the return on equity. Working Paper, Stanford University.
-
-
-
-
48
-
-
0001759920
-
From state to market: A survey of empirical studies on privatization
-
Megginson W.L., and Netter J.M. From state to market: A survey of empirical studies on privatization. Journal of Economic Literature 39 (2001) 321-389
-
(2001)
Journal of Economic Literature
, vol.39
, pp. 321-389
-
-
Megginson, W.L.1
Netter, J.M.2
-
49
-
-
0011049386
-
Random competitive exchange: Price distributions and gains from trade
-
Mendelson H. Random competitive exchange: Price distributions and gains from trade. Journal of Economic Theory 37 (1985) 254-280
-
(1985)
Journal of Economic Theory
, vol.37
, pp. 254-280
-
-
Mendelson, H.1
-
50
-
-
84977707554
-
A simple model of capital market equilibrium with incomplete information
-
Merton R. A simple model of capital market equilibrium with incomplete information. Journal of Finance 42 (1987) 483-510
-
(1987)
Journal of Finance
, vol.42
, pp. 483-510
-
-
Merton, R.1
-
52
-
-
0000370145
-
Endogenous market thinness and stock price volatility
-
Pagano M. Endogenous market thinness and stock price volatility. Review of Economic Studies 56 (1989) 269-287
-
(1989)
Review of Economic Studies
, vol.56
, pp. 269-287
-
-
Pagano, M.1
-
53
-
-
43949170563
-
The flotation of companies and the stock market: A coordination failure model
-
Pagano M. The flotation of companies and the stock market: A coordination failure model. European Economic Review 37 (1993) 1101-1125
-
(1993)
European Economic Review
, vol.37
, pp. 1101-1125
-
-
Pagano, M.1
-
54
-
-
0013467834
-
The geography of equity listing: Why do companies list abroad?
-
Pagano M., Roell A., and Zechner J. The geography of equity listing: Why do companies list abroad?. The Journal of Finance LVII (2002) 2651-2694
-
(2002)
The Journal of Finance
, vol.LVII
, pp. 2651-2694
-
-
Pagano, M.1
Roell, A.2
Zechner, J.3
-
56
-
-
33751418646
-
Firm characteristics and emerging market liberalizations
-
Patro D.K., and Wald J.K. Firm characteristics and emerging market liberalizations. Journal of Banking and Finance 29 7 (2005) 1671-1695
-
(2005)
Journal of Banking and Finance
, vol.29
, Issue.7
, pp. 1671-1695
-
-
Patro, D.K.1
Wald, J.K.2
-
58
-
-
33846604664
-
-
Perotti, E., Laeven, L., 2002. Confidence building in emerging stock markets. Working Paper, University of Amsterdam.
-
-
-
-
59
-
-
0002377673
-
Privatization, political risk, and stock market development in emerging economies
-
Perotti E., and van Oijen P. Privatization, political risk, and stock market development in emerging economies. Journal of International Money and Finance 20 1 (2001) 43-69
-
(2001)
Journal of International Money and Finance
, vol.20
, Issue.1
, pp. 43-69
-
-
Perotti, E.1
van Oijen, P.2
-
60
-
-
0001906819
-
Globalization of capital markets and the cost of capital
-
Stulz R.M. Globalization of capital markets and the cost of capital. Journal of Applied Corporate Finance Fall (1999) 8-25
-
(1999)
Journal of Applied Corporate Finance
, Issue.Fall
, pp. 8-25
-
-
Stulz, R.M.1
-
61
-
-
0040531555
-
The going public decision and the development of financial markets
-
Subrahmaniam S., and Titman S. The going public decision and the development of financial markets. Journal of Finance 54 (1999) 1045-1082
-
(1999)
Journal of Finance
, vol.54
, pp. 1045-1082
-
-
Subrahmaniam, S.1
Titman, S.2
|