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There are 15690 results for: content related to: Market Liquidity and Trading Activity

  1. Overreaction or Fundamentals: Some Lessons from Insiders' Response to the Market Crash of 1987

    The Journal of Finance

    Volume 45, Issue 5, December 1990, Pages: 1363–1388, H. NEJAT SEYHUN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03719.x

  2. The High-Volume Return Premium

    The Journal of Finance

    Volume 56, Issue 3, June 2001, Pages: 877–919, Simon Gervais, Ron Kaniel and Dan H. Mingelgrin

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00349

  3. Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1787–1811, DAVID J. DENIS and GREGORY B. KADLEC

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04781.x

  4. The Relation between Stock Market Movements and NYSE Seat Prices

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2817–2840, Donald B. Keim and Ananth Madhavan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00308

  5. Is Sound Just Noise?

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1887–1910, Joshua D. Coval and Tyler Shumway

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00393

  6. Automated Versus Floor Trading: An Analysis of Execution Costs on the Paris and New York Exchanges

    The Journal of Finance

    Volume 56, Issue 4, August 2001, Pages: 1445–1485, Kumar Venkataraman

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  7. Trading Activity and Financial Market Integration

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 589–616, Chia-Hao Lee and Pei-I Chou

    Article first published online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00341.x

  8. Futures-Trading Activity and Stock Price Volatility

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2015–2034, HENDRIK BESSEMBINDER and PAUL J. SEGUIN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04695.x

  9. 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

    Article first published online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00606.x

  10. Market Making and Trading in Nasdaq Stocks

    Financial Review

    Volume 34, Issue 1, February 1999, Pages: 27–44, Michael A. Goldstein and Edward F. Nelling

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00443.x

  11. Concentrated Trading and Order Execution Costs

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 895–917, Ryan Garvey, Tao Huang and Fei Wu

    Article first published online : 8 JAN 2015, DOI: 10.1111/ajfs.12076

  12. Information Content of Trading Activity in Precious Metals Futures Markets

    Journal of Futures Markets

    Elina Pradkhan

    Article first published online : 21 SEP 2015, DOI: 10.1002/fut.21755

  13. Limit Orders, Depth, and Volatility: Evidence from the Stock Exchange of Hong Kong

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 767–788, Hee-Joon Ahn, Kee-Hong Bae and Kalok Chan

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00345

  14. What Makes Investors Trade?

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 589–616, Mark Grinblatt and Matti Keloharju

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00338

  15. Measuring the Information Content of Stock Trades

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 179–207, JOEL HASBROUCK

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03749.x

  16. The Relation Between Common Stock Returns Trading Activity and Market Value

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1075–1086, CHRISTOPHER JAMES and ROBERT O. EDMISTER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02283.x

  17. Limited Attention and the Allocation of Effort in Securities Trading

    The Journal of Finance

    Volume 63, Issue 6, December 2008, Pages: 3031–3067, SHANE A. CORWIN and JAY F. COUGHENOUR

    Article first published online : 11 NOV 2008, DOI: 10.1111/j.1540-6261.2008.01420.x

  18. Individual Investors and Volatility

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1369–1406, THIERRY FOUCAULT, DAVID SRAER and DAVID J. THESMAR

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01668.x

  19. The Effects of Margin Changes on the Composition of Traders and Market Liquidity: Evidence from the Taiwan Futures Exchange

    Journal of Futures Markets

    Volume 35, Issue 10, October 2015, Pages: 894–915, Robin K. Chou, George H. K. Wang and Yun-Yi Wang

    Article first published online : 18 MAR 2015, DOI: 10.1002/fut.21718

  20. Commonality in trading activity and futures-cash basis: Evidence from the Taiwan futures and stock markets

    Journal of Futures Markets

    Volume 32, Issue 10, October 2012, Pages: 964–994, Hsiu-Chuan Lee, Cheng-Yi Chien and Tzu-Hsiang Liao

    Article first published online : 8 JUL 2011, DOI: 10.1002/fut.20541