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There are 18778 results for: content related to: Retail investors exonerated: the case of the January effect

  1. 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

  2. Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction?

    Journal of Accounting Research

    Volume 53, Issue 1, March 2015, Pages: 175–220, JONATHAN A. MILIAN

    Article first published online : 14 JAN 2015, DOI: 10.1111/1475-679X.12070

  3. 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

  4. Retail Investor Sentiment and Return Comovements

    The Journal of Finance

    Volume 61, Issue 5, October 2006, Pages: 2451–2486, ALOK KUMAR and CHARLES M.C. LEE

    Article first published online : 19 SEP 2006, DOI: 10.1111/j.1540-6261.2006.01063.x

  5. What Influences Trader Choice of Electronic versus Intermediated Execution?

    International Review of Finance

    Volume 11, Issue 4, December 2011, Pages: 445–476, Ryan Garvey and Fei Wu

    Article first published online : 23 SEP 2011, DOI: 10.1111/j.1468-2443.2011.01137.x

  6. The Declining Role of NASDAQ Market Makers

    Financial Review

    Volume 49, Issue 3, August 2014, Pages: 461–480, Jared Egginton

    Article first published online : 16 JUL 2014, DOI: 10.1111/fire.12045

  7. A Characterization of the Daily and Intraday Behavior of Returns on Options

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 557–579, AAMIR M. SHEIKH and EHUD I. RONN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb05152.x

  8. A Theory of Dividends Based on Tax Clienteles

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2499–2536, Franklin Allen, Antonio E. Bernardo and Ivo Welch

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00298

  9. Do Retail Investors Follow Insider Trades?

    German Economic Review

    Volume 13, Issue 3, August 2012, Pages: 257–274, Olaf Stotz

    Article first published online : 18 OCT 2011, DOI: 10.1111/j.1468-0475.2011.00556.x

  10. 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

  11. What if Trading Location Is Different from Business Location? Evidence from the Jardine Group

    The Journal of Finance

    Volume 58, Issue 3, June 2003, Pages: 1221–1246, Kalok Chan, Allaudeen Hameed and Sie Ting Lau

    Article first published online : 6 MAY 2003, DOI: 10.1111/1540-6261.00564

  12. Toward a National Market System for U.S. Exchange–listed Equity Options

    The Journal of Finance

    Volume 59, Issue 2, April 2004, Pages: 933–962, Robert Battalio, Brian Hatch and Robert Jennings

    Article first published online : 25 MAR 2004, DOI: 10.1111/j.1540-6261.2004.00653.x

  13. Call Auction Transparency and Market Liquidity: Evidence from China

    International Review of Finance

    Volume 15, Issue 2, June 2015, Pages: 223–255, Dionigi Gerace, Qigui Liu, Gary Gang Tian and Willa Zheng

    Article first published online : 18 MAR 2015, DOI: 10.1111/irfi.12047

  14. Price Discovery in Near- and Away-from-the-Money Option Markets

    Financial Review

    Volume 48, Issue 1, February 2013, Pages: 25–48, Thomas Rourke

    Article first published online : 19 MAR 2013, DOI: 10.1111/j.1540-6288.2012.00352.x

  15. How to Minimize Your Cost of Trading ETFs

    The Exchange-Traded Funds Manual, Second Edition

    Gary L. Gastineau, Pages: 197–225, 2011

    Published Online : 29 NOV 2011, DOI: 10.1002/9781118266946.ch8

  16. Valuation scepticism, liquidity benefits and closed-end fund premiums/discounts: evidence from fair value disclosures

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 729–751, Charles P. Cullinan and Xiaochuan Zheng

    Article first published online : 27 MAY 2013, DOI: 10.1111/acfi.12023

  17. INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS

    Journal of Financial Research

    Volume 8, Issue 2, Summer 1985, Pages: 119–126, Thomas H. McInish and Robert A. Wood

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1985.tb00393.x

  18. What Makes Circuit Breakers Attractive to Financial Markets? A Survey

    Financial Markets, Institutions & Instruments

    Volume 13, Issue 3, August 2004, Pages: 109–146, by Yong H. Kim and J. Jimmy Yang

    Article first published online : 29 JUL 2004, DOI: 10.1111/j.0963-8008.2004.00074.x

  19. Retail Investors and the Idiosyncratic Volatility Puzzle: Evidence from the Korean Stock Market

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 2, April 2014, Pages: 183–222, Jangkoo Kang, Eunmee Lee and Myounghwa Sim

    Article first published online : 15 MAY 2014, DOI: 10.1111/ajfs.12044

  20. Interactive data and retail investor decision-making: an experimental study

    Accounting & Finance

    Volume 55, Issue 1, March 2015, Pages: 213–240, Joanne Locke, Alan Lowe and Andy Lymer

    Article first published online : 7 NOV 2013, DOI: 10.1111/acfi.12048