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There are 16770 results for: content related to: Price Discovery without Trading: Evidence from the Nasdaq Preopening

  1. When the Underwriter Is the Market Maker: An Examination of Trading in the IPO Aftermarket

    The Journal of Finance

    Volume 55, Issue 3, June 2000, Pages: 1039–1074, Katrina Ellis, Roni Michaely and Maureen O'Hara

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00240

  2. Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1747–1785, CRAIG W. HOLDEN and STACEY JACOBSEN

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12127

  3. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321

  4. The Making of a Dealer Market: From Entry to Equilibrium in the Trading of Nasdaq Stocks

    The Journal of Finance

    Volume 57, Issue 5, October 2002, Pages: 2289–2316, Katrina Ellis, Roni Michaely and Maureen O'Hara

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00496

  5. Do Inventories Matter in Dealership Markets? Evidence from the London Stock Exchange

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1623–1656, Oliver Hansch, Narayan Y. Naik and S. Viswanathan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00067

  6. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  7. Competition among Trading Venues: Information and Trading on Electronic Communications Networks

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2637–2665, Michael J. Barclay, Terrence Hendershott and D. Timothy McCormick

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00618.x

  8. The Quality of ECN and Nasdaq Market Maker Quotes

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1285–1319, Roger D. Huang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00461

  9. Competition on the Nasdaq and the Impact of Recent Market Reforms

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2565–2598, James P. Weston

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00300

  10. Quotes, Prices, and Estimates in a Laboratory Market

    The Journal of Finance

    Volume 51, Issue 5, December 1996, Pages: 1791–1808, ROBERT BLOOMFIELD

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb05226.x

  11. Market Making Contracts, Firm Value, and the IPO Decision

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 1997–2028, HENDRIK BESSEMBINDER, JIA HAO and KUNCHENG ZHENG

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12285

  12. Disclosure, Liquidity, and the Cost of Capital

    The Journal of Finance

    Volume 46, Issue 4, September 1991, Pages: 1325–1359, DOUGLAS W. DIAMOND and ROBERT E. VERRECCHIA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04620.x

  13. The Declining Role of NASDAQ Market Makers

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 461–480, Jared Egginton

    Version of Record online : 16 JUL 2014, DOI: 10.1111/fire.12045

  14. Call and Continuous Trading Mechanisms Under Asymmetric Information: An Experimental Investigation

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 613–636, CHARLES R. SCHNITZLEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02696.x

  15. Trading Mechanisms and the Components of the Bid-Ask Spread

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1471–1488, JOHN AFFLECK-GRAVES, SHANTARAM P. HEGDE and ROBERT E. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02462.x

  16. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  17. Market Maker Quotation Behavior and Pretrade Transparency

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1247–1267, Yusif Simaan, Daniel G. Weaver and David K. Whitcomb

    Version of Record online : 6 MAY 2003, DOI: 10.1111/1540-6261.00565

  18. The Dynamics of Institutional and Individual Trading

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2285–2320, John M. Griffin, Jeffrey H. Harris and Selim Topaloglu

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00606.x

  19. Price Discovery in Initial Public Offerings and the Role of the Lead Underwriter

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2903–2922, Reena Aggarwal and Pat Conroy

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00312

  20. Liquidity and Market Structure

    The Journal of Finance

    Volume 43, Issue 3, July 1988, Pages: 617–633, SANFORD J. GROSSMAN and MERTON H. MILLER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1988.tb04594.x