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There are 19466 results for: content related to: Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

  1. Merging Markets

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 1083–1107, Tom Arnold, Philip Hersch, J. Harold Mulherin and Jeffry Netter

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00137

  2. Stock Options as Lotteries

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1485–1527, BRIAN H. BOYER and KEITH VORKINK

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12152

  3. Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1805–1841, LORIANO MANCINI, ANGELO RANALDO and JAN WRAMPELMEYER

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12053

  4. The Effects of Stock Lending on Security Prices: An Experiment

    The Journal of Finance

    Volume 68, Issue 5, October 2013, Pages: 1891–1936, STEVEN N. KAPLAN, TOBIAS J. MOSKOWITZ and BERK A. SENSOY

    Version of Record online : 10 SEP 2013, DOI: 10.1111/jofi.12051

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    Ex-Dividend Profitability and Institutional Trading Skill

    The Journal of Finance

    Volume 72, Issue 1, February 2017, Pages: 461–494, TYLER R. HENRY and JENNIFER L. KOSKI

    Version of Record online : 12 JAN 2017, DOI: 10.1111/jofi.12472

  6. The TIPS-Treasury Bond Puzzle

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2151–2197, MATTHIAS FLECKENSTEIN, FRANCIS A. LONGSTAFF and HANNO LUSTIG

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12032

  7. MARKETABILITY OF COMMON STOCKS IN CANADA AND THE U.S.A.: A COMPARISON OF AGENT VERSUS DEALER DOMINATED MARKETS

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 729–746, Seha M. Tinic and Richard R. West

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01480.x

  8. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  9. Shaping Liquidity: On the Causal Effects of Voluntary Disclosure

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2237–2278, KARTHIK BALAKRISHNAN, MARY BROOKE BILLINGS, BRYAN KELLY and ALEXANDER LJUNGQVIST

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12180

  10. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00171

  11. A Specialist's Quoted Depth and the Limit Order Book

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 747–771, Kenneth A. Kavajecz

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00124

  12. Order Flow and Expected Option Returns

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 673–708, DMITRIY MURAVYEV

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12380

  13. Subsidizing Liquidity: The Impact of Make/Take Fees on Market Quality

    The Journal of Finance

    Volume 70, Issue 2, April 2015, Pages: 509–536, KATYA MALINOVA and ANDREAS PARK

    Version of Record online : 12 MAR 2015, DOI: 10.1111/jofi.12230

  14. The Calm before the Storm

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 225–266, FERHAT AKBAS

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12377

  15. CEO Ownership, Stock Market Performance, and Managerial Discretion

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1013–1050, ULF VON LILIENFELD-TOAL and STEFAN RUENZI

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12139

  16. Institutions and Individuals at the Turn-of-the-Year

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1543–1562, RICHARD W. SIAS and LAURA T. STARKS

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01120.x

  17. Differences in Trading Behavior across NYSE Specialist Firms

    The Journal of Finance

    Volume 54, Issue 2, April 1999, Pages: 721–745, Shane A. Corwin

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00123

  18. Earnings Announcements and Systematic Risk

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 83–138, PAVEL SAVOR and MUNGO WILSON

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12361

  19. The Role of Institutional Investors in Voting: Evidence from the Securities Lending Market

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2309–2346, REENA AGGARWAL, PEDRO A. C. SAFFI and JASON STURGESS

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12284

  20. The Pre-FOMC Announcement Drift

    The Journal of Finance

    Volume 70, Issue 1, February 2015, Pages: 329–371, DAVID O. LUCCA and EMANUEL MOENCH

    Version of Record online : 19 JAN 2015, DOI: 10.1111/jofi.12196