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There are 3949 results for: content related to: Volume, Volatility, Price, and Profit When All Traders Are Above Average

  1. Payments for Order Flow on Nasdaq

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 35–66, Eugene Kandel and Leslie M. Marx

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00098

  2. Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 1–34, Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00097

  3. Over-the-Counter Markets

    Econometrica

    Volume 73, Issue 6, November 2005, Pages: 1815–1847, Darrell Duffie, Nicolae Gârleanu and Lasse Heje Pedersen

    Article first published online : 11 OCT 2005, DOI: 10.1111/j.1468-0262.2005.00639.x

  4. Liquidity Provision and Noise Trading: Evidence from the “Investment Dartboard” Column

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1885–1899, Jason Greene and Scott Smart

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00171

  5. Arbitrage Chains

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 819–849, JAMES DOW and GARY GORTON

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00080.x

  6. The Optimal Pricing Policy of a Monopolistic Marketmaker in the Equity Market

    The Journal of Finance

    Volume 38, Issue 1, March 1983, Pages: 218–231, ECKART MILDENSTEIN and HAROLD SCHLEEF

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb03637.x

  7. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 431–465, David Easley, Maureen O'Hara and P.S. Srinivas

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.194060

  8. Futures market transaction costs

    Journal of Futures Markets

    Volume 17, Issue 2, April 1997, Pages: 229–245, Peter R. Locke and P. C. Venkatesh

    Article first published online : 7 DEC 1998, DOI: 10.1002/(SICI)1096-9934(199704)17:2<229::AID-FUT5>3.0.CO;2-L

  9. Risk, Reputation, and IPO Price Support

    The Journal of Finance

    Volume 61, Issue 2, April 2006, Pages: 613–653, KATHARINA LEWELLEN

    Article first published online : 9 MAR 2006, DOI: 10.1111/j.1540-6261.2006.00850.x

  10. Marketmaker Behavior in an Auction Market: An Analysis of Scalpers in Futures Markets

    The Journal of Finance

    Volume 39, Issue 4, September 1984, Pages: 937–953, WILLIAM L. SILBER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1984.tb03886.x

  11. The Effects of Market Makers and Stock Analysts in Emerging Markets

    International Review of Finance

    Volume 12, Issue 3, September 2012, Pages: 305–327, Karolis Čekauskas, Reinis Gerasimovs, Vytautas Liatukas and Tālis J. Putniņš

    Article first published online : 28 SEP 2011, DOI: 10.1111/j.1468-2443.2011.01140.x

  12. Overconfidence, Arbitrage, and Equilibrium Asset Pricing

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 921–965, Kent D. Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00350

  13. The effects of amendments to rule 80a on liquidity, volatility, and price efficiency in the S&P 500 futures

    Journal of Futures Markets

    Volume 12, Issue 4, August 1992, Pages: 383–409, Gregory J. Kuserk, Peter R. Locke and Chera L. Sayers

    Article first published online : 15 SEP 2006, DOI: 10.1002/fut.3990120403

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    Investor Psychology and Security Market Under- and Overreactions

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 1839–1885, Kent Daniel, David Hirshleifer and Avanidhar Subrahmanyam

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00077

  15. Transaction Costs and Market Quality: Open Outcry Versus Electronic Trading

    Journal of Futures Markets

    Volume 21, Issue 8, August 2001, Pages: 713–735 , Yiuman Tse and Tatyana V. Zabotina

    Article first published online : 7 JUN 2001, DOI: 10.1002/fut.1802

  16. The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 717–732, Raman Kumar, Atulya Sarin and Kuldeep Shastri

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.285595

  17. Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

    The Journal of Finance

    Volume 54, Issue 5, October 1999, Pages: 1901–1915, Michael J. Fleming and Eli M. Remolona

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00172

  18. International Cross-Listing and Order Flow Migration: Evidence from an Emerging Market

    The Journal of Finance

    Volume 53, Issue 6, December 1998, Pages: 2001–2027, Ian Domowitz, Jack Glen and Ananth Madhavan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00081

  19. Investor Psychology and Asset Pricing

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1533–1597, David Hirshleifer

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00379

  20. An intraday analysis of Bid-Ask spreads and price volatility in the S&P 500 index futures market

    Journal of Futures Markets

    Volume 14, Issue 7, October 1994, Pages: 837–859, George H. K. Wang, Raphael J. Michalski, James V. Jordan and Eugene J. Moriarty

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990140706