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There are 21446 results for: content related to: Corporate Bond Trading Costs: A Peek Behind the Curtain

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    Presidential Address: Investment Noise and Trends

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1415–1453, ROBERT F. STAMBAUGH

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12174

  2. Liquidity in a Market for Unique Assets: Specified Pool and To-Be-Announced Trading in the Mortgage-Backed Securities Market

    The Journal of Finance

    Volume 72, Issue 3, June 2017, Pages: 1119–1170, PENGJIE GAO, PAUL SCHULTZ and ZHAOGANG SONG

    Version of Record online : 13 APR 2017, DOI: 10.1111/jofi.12496

  3. 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

  4. The Boats That Did Not Sail: Asset Price Volatility in a Natural Experiment

    The Journal of Finance

    Volume 71, Issue 3, June 2016, Pages: 1185–1226, PETER KOUDIJS

    Version of Record online : 11 MAY 2016, DOI: 10.1111/jofi.12312

  5. Dynamic Trading with Predictable Returns and Transaction Costs

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2309–2340, NICOLAE GÂRLEANU and LASSE HEJE PEDERSEN

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12080

  6. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04706.x

  7. Do Funds Make More When They Trade More?

    The Journal of Finance

    Volume 72, Issue 4, August 2017, Pages: 1483–1528, ĽUBOŠ PÁSTOR, ROBERT F. STAMBAUGH and LUCIAN A. TAYLOR

    Version of Record online : 15 MAY 2017, DOI: 10.1111/jofi.12509

  8. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  9. Arbitrage With Holding Costs: A Utility-Based Approach

    The Journal of Finance

    Volume 47, Issue 4, September 1992, Pages: 1283–1302, BRUCE TUCKMAN and JEAN-LUC VILA

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04658.x

  10. 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

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

    The Journal of Finance

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

    Version of Record online : 19 JAN 2015, DOI: 10.1111/jofi.12164

  12. A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets

    The Journal of Finance

    Volume 54, Issue 6, December 1999, Pages: 2143–2184, Harrison Hong and Jeremy C. Stein

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00184

  13. News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  14. The Cross-Section of Managerial Ability, Incentives, and Risk Preferences

    The Journal of Finance

    Volume 69, Issue 3, June 2014, Pages: 1051–1098, RALPH S.J. KOIJEN

    Version of Record online : 8 MAY 2014, DOI: 10.1111/jofi.12140

  15. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  16. 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

  17. Mutual Fund Performance: An Empirical Decomposition into Stock-Picking Talent, Style, Transactions Costs, and Expenses

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1655–1695, Russ Wermers

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00263

  18. On Intraday Risk Premia

    The Journal of Finance

    Volume 50, Issue 1, March 1995, Pages: 319–339, MATTHEW SPIEGEL and AVANIDHAR SUBRAHMANYAM

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05176.x

  19. Are Momentum Profits Robust to Trading Costs?

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1039–1082, Robert A. Korajczyk and Ronnie Sadka

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00656.x

  20. 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