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There are 4167 results for: content related to: Making a Market with Spreads and Depths

  1. Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs

    The Journal of Finance

    Volume 57, Issue 3, June 2002, Pages: 1443–1478, William G. Christie, Shane A. Corwin and Jeffrey H. Harris

    Article first published online : 17 DEC 2002, DOI: 10.1111/1540-6261.00466

  2. Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View

    The Journal of Finance

    Volume 49, Issue 3, July 1994, Pages: 951–984, BRUCE N. LEHMANN and DAVID M. MODEST

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb00084.x

  3. 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

  4. Time and the Price Impact of a Trade

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2467–2498, Alfonso Dufour and Robert F. Engle

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00297

  5. Consistency between Predicted and Actual Bid-Ask Quote-Revisions

    The Journal of Finance

    Volume 46, Issue 1, March 1991, Pages: 433–446, HASUNG JANG and P. C. VENKATESH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb03760.x

  6. The Information Content of Trading Activity and Quote Changes: Evidence from VIX Options

    Journal of Futures Markets

    Volume 35, Issue 8, August 2015, Pages: 715–737, Wei-Che Tsai, Ying-Tzu Chiu and Yaw-Huei Wang

    Article first published online : 15 JAN 2015, DOI: 10.1002/fut.21710

  7. 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

  8. Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures

    Financial Review

    Volume 49, Issue 2, May 2014, Pages: 245–270, Tina Viljoen, P. Joakim Westerholm and Hui Zheng

    Article first published online : 7 APR 2014, DOI: 10.1111/fire.12034

  9. The Impact of a Premium-Based Tick Size on Equity Option Liquidity

    Journal of Futures Markets

    Thanos Verousis, Owain ap Gwilym and Nikolaos Voukelatos

    Article first published online : 13 AUG 2015, DOI: 10.1002/fut.21734

  10. Intraday Behavior of Stock Prices and Trades around Insider Trading

    Financial Management

    Volume 39, Issue 1, Spring 2010, Pages: 323–363, A. Can Inci, Biao Lu and H. Nejat Seyhun

    Article first published online : 31 MAR 2010, DOI: 10.1111/j.1755-053X.2009.01075.x

  11. Bid-ask spreads, volatility, quote revisions, and trades of thinly traded futures contracts

    Journal of Futures Markets

    Volume 23, Issue 5, May 2003, Pages: 455–486, David K. Ding and Charlie Charoenwong

    Article first published online : 21 MAR 2003, DOI: 10.1002/fut.10071

  12. You have free access to this content
    Inferring Trade Direction from Intraday Data

    The Journal of Finance

    Volume 46, Issue 2, June 1991, Pages: 733–746, CHARLES M. C. LEE and MARK J. READY

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb02683.x

  13. 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

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

  14. The Trades of Market Makers: An Empirical Analysis of NYSE Specialists

    The Journal of Finance

    Volume 48, Issue 5, December 1993, Pages: 1565–1593, JOEL HASBROUCK and GEORGE SOFIANOS

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb05121.x

  15. 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

  16. Informed Trading Around Earnings Announcements: Another Look

    Financial Review

    Volume 39, Issue 3, August 2004, Pages: 409–434, Dennis J. Whalen and Charles D. Collver

    Article first published online : 16 JUL 2004, DOI: 10.1111/j.0732-8516.2004.00082.x

  17. TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE “BIG”?

    Journal of Financial Research

    Volume 28, Issue 1, March 2005, Pages: 133–163, Frank Heflin and Kenneth W. Shaw

    Article first published online : 2 FEB 2005, DOI: 10.1111/j.1475-6803.2005.00118.x

  18. Information Content in Small and Large Trades

    Economic Notes

    Volume 40, Issue 1-2, February / July 2011, Pages: 45–74, Malay K. Dey, Hal Stern and Hongmei Zhang

    Article first published online : 7 JUL 2011, DOI: 10.1111/j.1468-0300.2011.00232.x

  19. Informed Traders, Intervention, and Price Leadership: A Deeper View of the Microstructure of the Foreign Exchange Market

    The Journal of Finance

    Volume 52, Issue 4, September 1997, Pages: 1589–1614, BETTINA PEIERS

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb01122.x

  20. THE INFORMATION CONTENT OF ORDERS ON THE SAUDI STOCK MARKET

    Journal of Financial Research

    Volume 23, Issue 2, Summer 2000, Pages: 145–156, Mohammad Al-Suhaibani and Lawrence Kryzanowski

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00736.x