Search Results

There are 45106 results for: content related to: Differences in Trading Behavior across NYSE Specialist Firms

  1. Order Flow and Liquidity around NYSE Trading Halts

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1771–1805, Shane A. Corwin and Marc L. Lipson

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00267

  2. What Makes Circuit Breakers Attractive to Financial Markets? A Survey

    Financial Markets, Institutions & Instruments

    Volume 13, Issue 3, August 2004, Pages: 109–146, by Yong H. Kim and J. Jimmy Yang

    Article first published online : 29 JUL 2004, DOI: 10.1111/j.0963-8008.2004.00074.x

  3. Volume, Volatility, and New York Stock Exchange Trading Halts

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 183–214, CHARLES M. C. LEE, MARK J. READY and PAUL J. SEGUIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04425.x

  4. Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1443–1478, William G. Christie, Shane A. Corwin and Jeffrey H. Harris

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00466

  5. Corporate disclosure and price discovery associated with NYSE temporary trading halts

    Contemporary Accounting Research

    Volume 8, Issue 2, Spring 1992, Pages: 509–531, RONALD KING, GRACE POWNALL and GREGORY WAYMIRE

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1992.tb00858.x

  6. Holding Back Volatility: Circuit Breakers, Price Limits, and Trading Halts

    Market Microstructure in Emerging and Developed Markets: Price Discovery, Information Flows, and Transaction Costs

    David Abad, Roberto Pascual, Pages: 303–324, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118681145.ch17

  7. Market Quote and Spread Component Cost Behavior Around Trading Halts for Stocks Interlisted on the Montreal and Toronto Stock Exchanges

    Financial Review

    Volume 36, Issue 2, May 2001, Pages: 115–138, Lawrence Kryzanowski and Howard Nemiroff

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00013.x

  8. THE OVER-THE-COUNTER MARKET AND NEW YORK STOCK EXCHANGE TRADING HALTS

    Financial Review

    Volume 23, Issue 4, November 1988, Pages: 427–437, Frank J. Fabozzi and Christopher K. Ma

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1988.tb01279.x

  9. Program Trading and the Link Between the Spot and Futures Prices

    Journal of Futures Markets

    Steven J. Jordan, Woo-Baik Lee and Jong Won Park

    Article first published online : 13 AUG 2014, DOI: 10.1002/fut.21690

  10. Discussion

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1801–1805, Daniel G. Weaver

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00268

  11. Discussion of “Corporate disclosure and price discovery associated with NYSE temporary trading halts”

    Contemporary Accounting Research

    Volume 8, Issue 2, Spring 1992, Pages: 532–539, CHARLES M.C. LEE

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1992.tb00859.x

  12. Price discovery around trading halts on the Montreal Exchange using trade-by-trade data

    Financial Review

    Volume 33, Issue 2, May 1998, Pages: 195–212, Lawrence Kryzanowski and Howard Nemiroff

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1998.tb01377.x

  13. SWITCHING TO A TEMPORARY CALL AUCTION IN TIMES OF HIGH UNCERTAINTY

    Journal of Financial Research

    Volume 33, Issue 1, Spring 2010, Pages: 45–75, David Abad and Roberto Pascual

    Article first published online : 18 MAR 2010, DOI: 10.1111/j.1475-6803.2010.01262.x

  14. Symposium on Market Microstructure: A Review of Empirical Research

    Financial Review

    Volume 34, Issue 4, November 1999, Pages: 1–27, Jay Coughenour and Kuldeep Shastri

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00467.x

  15. Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 951–984, BRUCE N. LEHMANN and DAVID M. MODEST

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00084.x

  16. Circuit Breakers with Uncertainty about the Presence of Informed Agents: I Know What You Know … I Think

    Financial Markets, Institutions & Instruments

    Volume 14, Issue 3, August 2005, Pages: 135–168, by Lucy F. Ackert, Bryan K. Church and Narayanan Jayaraman

    Article first published online : 1 AUG 2005, DOI: 10.1111/j.0963-8008.2005.00082.x

  17. Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1765–1784, MASON S. GERETY and J. HAROLD MULHERIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04682.x

  18. Computability Theory

    Problem Solving in Automata, Languages, and Complexity

    Ding-Zhu Du, Ker-I Ko, Pages: 225–279, 2002

    Published Online : 18 FEB 2002, DOI: 10.1002/0471224642.ch5

  19. Liquidity Provision and the Organizational Form of NYSE Specialist Firms

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 841–869, Jay F. Coughenour and Daniel N. Deli

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00444

  20. Does the Specialist Matter? Differential Execution Costs and Intersecurity Subsidization on the New York Stock Exchange

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1615–1640, CHARLES CAO, HYUK CHOE and FRANK HATHEWAY

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01123.x