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There are 21243 results for: content related to: Corporate Bond Trading Costs: A Peek Behind the Curtain

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    Click or Call? Auction versus Search in the Over-the-Counter Market

    The Journal of Finance

    Volume 70, Issue 1, Febraruy 2015, Pages: 419–447, TERRENCE HENDERSHOTT and ANANTH MADHAVAN

    Article first published online : 19 JAN 2015, DOI: 10.1111/jofi.12164

  2. Determinants of Trading Costs

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

    H. Kent Baker, Halil Kiymaz, Pages: 231–251, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118681145.ch13

  3. Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 681–710, Michael J. Barclay and Terrence Hendershott

    Article first published online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00646.x

  4. Domestic trading costs and pure theory of international trade

    International Journal of Economic Theory

    Volume 8, Issue 2, June 2012, Pages: 165–178, Sugata Marjit and Biswajit Mandal

    Article first published online : 28 MAY 2012, DOI: 10.1111/j.1742-7363.2012.00184.x

  5. Secondary Trading Costs in the Municipal Bond Market

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1361–1397, LAWRENCE E. HARRIS and MICHAEL S. PIWOWAR

    Article first published online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00875.x

  6. Forecasting market impact costs and identifying expensive trades

    Journal of Forecasting

    Volume 27, Issue 1, January 2008, Pages: 21–39, Jacob A. Bikker, Laura Spierdijk, Roy P. M. M. Hoevenaars and Pieter Jelle Van der Sluis

    Article first published online : 24 JAN 2008, DOI: 10.1002/for.1052

  7. Size Effects in the Pricing of Corporate Bonds

    Financial Markets, Institutions & Instruments

    Volume 22, Issue 4, November 2013, Pages: 229–258, Padma Kadiyala and P.V. Viswanath

    Article first published online : 16 OCT 2013, DOI: 10.1111/fmii.12011

  8. Bid-Ask Spreads, Commissions, and Other Costs

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

    H. Kent Baker, Halil Kiymaz, Pages: 325–343, 2013

    Published Online : 23 AUG 2013, DOI: 10.1002/9781118681145.ch18

  9. THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS

    Journal of Financial Research

    Volume 34, Issue 4, Winter 2011, Pages: 537–567, Sugato Chakravarty, Chiraphol N. Chiyachantana and Christine Jiang

    Article first published online : 2 DEC 2011, DOI: 10.1111/j.1475-6803.2011.01298.x

  10. Disclosure Policy and Market Liquidity: Impact of Depth Quotes and Order Sizes

    Contemporary Accounting Research

    Volume 22, Issue 4, Winter 2005, Pages: 829–865, Frank L. Heflin, Kenneth W. Shaw and John J. Wild

    Article first published online : 15 JAN 2010, DOI: 10.1506/EETM-FALM-4KDD-9DT9

  11. 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

  12. Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time

    International Finance

    Volume 4, Issue 2, Summer 2001, Pages: 221–255, Ian Domowitz, Jack Glen and Ananth Madhavan

    Article first published online : 16 DEC 2002, DOI: 10.1111/1468-2362.00072

  13. The Paradox of “Fraud-on-the-Market Theory”: Who Relies on the Efficiency of Market Prices?

    Journal of Empirical Legal Studies

    Volume 8, Issue 2, June 2011, Pages: 260–303, Grigori Erenburg, Janet Kiholm Smith and Richard L. Smith

    Article first published online : 12 MAY 2011, DOI: 10.1111/j.1740-1461.2011.01209.x

  14. 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

  15. The relative efficiencies of price execution between the Singapore Exchange and the Taiwan Futures Exchange

    Journal of Futures Markets

    Volume 22, Issue 2, February 2002, Pages: 173–196, Robin K. Chou and Jie-Haun Lee

    Article first published online : 11 DEC 2001, DOI: 10.1002/fut.2213

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

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2637–2666, Michael J. Barclay, Terrence Hendershott and D. Timothy McCormick

    Article first published online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00618.x

  17. Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks

    The Journal of Finance

    Volume 54, Issue 1, February 1999, Pages: 1–34, Michael J. Barclay, William G. Christie, Jeffrey H. Harris, Eugene Kandel and Paul H. Schultz

    Article first published online : 6 MAY 2003, DOI: 10.1111/0022-1082.00097

  18. Modelling the Blind Principal Bid Basket Trading Cost

    European Financial Management

    Volume 18, Issue 2, March 2012, Pages: 271–302, Christos Giannikos, Hany Guirguis and Tin Shan Suen

    Article first published online : 3 DEC 2009, DOI: 10.1111/j.1468-036X.2009.00525.x

  19. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00300

  20. Variations in Trading Volume, Return Volatility, and Trading Costs; Evidence on Recent Price Formation Models

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 187–211, F. DOUGLAS FOSTER and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04706.x