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There are 31797 results for: content related to: Crossing Networks and Dealer Markets: Competition and Performance

  1. THE DEALERS' PRICE/SIZE QUOTE AND MARKET LIQUIDITY

    Journal of Financial Research

    Volume 19, Issue 2, Summer 1996, Pages: 243–271, Steven V. Mann and Pradipkumar Ramanlal

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00596.x

  2. Trade Timing, Price Volatility and Serial Correlation

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 911–934, Ming-Chang Wang and Lon-Ping Zu

    Article first published online : 3 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00614.x

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    Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 87–102, Kalok Chan and Y. Peter Chung

    Article first published online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01063.x

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    Family-Controlled Firms and Informed Trading: Evidence from Short Sales

    The Journal of Finance

    Volume 67, Issue 1, February 2012, Pages: 351–385, RONALD C. ANDERSON, DAVID M. REEB and WANLI ZHAO

    Article first published online : 17 JAN 2012, DOI: 10.1111/j.1540-6261.2011.01714.x

  5. Do Informed Traders Trade More When the Market Is Thick? Evidence from the Nikkei 225 Index Redefinition of April 2000

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 4, August 2010, Pages: 495–523, Hee-Joon Ahn, Jun Cai and Jay M. Chung

    Article first published online : 30 JUL 2010, DOI: 10.1111/j.2041-6156.2010.01021.x

  6. CHANGES IN TRADING ACTIVITY FOLLOWING STOCK SPLITS AND THEIR EFFECT ON VOLATILITY AND THE ADVERSE-INFORMATION COMPONENT OF THE BID-ASK SPREAD

    Journal of Financial Research

    Volume 21, Issue 2, Summer 1998, Pages: 159–183, Anand S. Desai, M. Nimalendran and S. Venkataraman

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1998.tb00678.x

  7. When It's Not The Only Game in Town: The Effect of Bilateral Search on the Quality of a Dealer Market

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 683–712, CHRISTOPHER G. LAMOUREUX and CHARLES R. SCHNITZLEIN

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04818.x

  8. Can Short Restrictions Actually Increase Informed Short Selling?

    Financial Management

    Volume 42, Issue 1, Spring 2013, Pages: 155–181, Adam C. Kolasinski, Adam Reed and Jacob R. Thornock

    Article first published online : 7 JAN 2013, DOI: 10.1111/j.1755-053X.2012.01223.x

  9. INFORMED TRADING RISK AND BID-ASK SPREAD CHANGES AROUND OPEN MARKET STOCK REPURCHASES IN THE NASDAQ MARKET

    Journal of Financial Research

    Volume 18, Issue 3, Fall 1995, Pages: 311–327, Diana R. Franz, Ramesh P. Rao and Niranjan Tripathy

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00569.x

  10. Earnings Announcements and Market Depth

    Contemporary Accounting Research

    Volume 14, Issue 1, Spring 1997, Pages: 43–68, ROBERT BUSHMAN, SUNIL DUTTA, JOHN HUGHES and RAFFI INDJEJIKIAN

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1997.tb00519.x

  11. Liquidity and Information Flow around Monetary Policy Announcement

    Journal of Money, Credit and Banking

    Volume 45, Issue 5, August 2013, Pages: 781–820, KEE H. CHUNG, JOHN ELDER and JANG-CHUL KIM

    Article first published online : 11 JUL 2013, DOI: 10.1111/jmcb.12025

  12. Informed trading in the index option market: The case of KOSPI 200 options

    Journal of Futures Markets

    Volume 28, Issue 12, December 2008, Pages: 1118–1146, Hee-Joon Ahn, Jangkoo Kang and Doojin Ryu

    Article first published online : 17 OCT 2008, DOI: 10.1002/fut.20369

  13. The Role of the Options Market in the Dissemination of Private Information

    Journal of Business Finance & Accounting

    Volume 31, Issue 7-8, September 2004, Pages: 1015–1042, Timothy Cairney and Judith Swisher

    Article first published online : 25 AUG 2004, DOI: 10.1111/j.0306-686X.2004.00565.x

  14. Informed Trading around Merger Announcements: An Empirical Test Using Transaction Volume and Open Interest in Options Market

    Financial Review

    Volume 36, Issue 2, May 2001, Pages: 45–74, Narayanan Jayaraman, Melissa B. Frye and Sanjiv Sabherwal

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00010.x

  15. Options Trading and the Extent that Stock Prices Lead Future Earnings Information

    Journal of Business Finance & Accounting

    Volume 39, Issue 7-8, September/October 2012, Pages: 960–996, Cameron Truong

    Article first published online : 5 JUL 2012, DOI: 10.1111/j.1468-5957.2012.02293.x

  16. 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

  17. Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns

    Economic Notes

    Volume 33, Issue 1, February 2004, Pages: 145–181, Tarun Chordia and Bhaskaran Swaminathan

    Article first published online : 25 MAY 2004, DOI: 10.1111/j.0391-5026.2004.00128.x

  18. Security Design

    The Journal of Finance

    Volume 48, Issue 4, September 1993, Pages: 1349–1378, ARNOUD W. A. BOOT and ANJAN V. THAKOR

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04757.x

  19. Financial analysts and price discovery

    Accounting & Finance

    Volume 48, Issue 1, March 2008, Pages: 1–24, Michael Aitken, Niall Almeida, Frederick H. deB. Harris and Thomas H. McInish

    Article first published online : 2 JAN 2008, DOI: 10.1111/j.1467-629X.2007.00235.x

  20. Liquidity and Optimal Market Transparency

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 599–623, Ariadna Dumitrescu

    Article first published online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2008.00474.x