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There are 34113 results for: content related to: Risk A version and Information Structure: An Experimental Study of Price Variability in the Securities Markets

  1. Hidden Liquidity: Some New Light on Dark Trading

    The Journal of Finance

    Volume 70, Issue 5, October 2015, Pages: 2227–2274, ROBERT BLOOMFIELD, MAUREEN O'HARA and GIDEON SAAR

    Version of Record online : 3 SEP 2015, DOI: 10.1111/jofi.12301

  2. Market Liquidity and Trading Activity

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 501–530, Tarun Chordia, Richard Roll and Avanidhar Subrahmanyam

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00335

  3. Does the Scope of the Sell-Side Analyst Industry Matter? An Examination of Bias, Accuracy, and Information Content of Analyst Reports

    The Journal of Finance

    Volume 72, Issue 3, June 2017, Pages: 1285–1334, KENNETH MERKLEY, RONI MICHAELY and JOSEPH PACELLI

    Version of Record online : 21 APR 2017, DOI: 10.1111/jofi.12485

  4. Toward a Theory of Financial Accounting

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 537–547, JAMES A. OHLSON and A. GREGORY BUCKMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02185.x

  5. Tax Reform and Ex-Dividend Day Behavior

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1157–1179, JOSEF LAKONISHOK and THEO VERMAELEN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02289.x

  6. Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1723–1765, ITAY GOLDSTEIN and LIYAN YANG

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12226

  7. Continuous-Time Methods in Finance: A Review and an Assessment

    The Journal of Finance

    Volume 55, Issue 4, August 2000, Pages: 1569–1622, Suresh M. Sundaresan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00261

  8. The Effect of Sequential Information Arrival on Asset Prices: An Experimental Study

    The Journal of Finance

    Volume 42, Issue 3, July 1987, Pages: 763–797, THOMAS E. COPELAND and DANIEL FRIEDMAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04585.x

  9. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  10. THE S.E.C. SPECIAL STUDY AND THE EXCHANGE MARKETS

    The Journal of Finance

    Volume 21, Issue 2, May 1966, Pages: 311–323, David K. Eiteman

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1966.tb00230.x

  11. Location Matters: An Examination of Trading Profits

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1959–1983, Harald Hau

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00396

  12. Tax-Induced Trading and the Turn-of-the-Year Anomaly: An Intraday Study

    The Journal of Finance

    Volume 48, Issue 2, June 1993, Pages: 575–598, MARK D. GRIFFITHS and ROBERT W. WHITE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04728.x

  13. 100% MARGINS: COMBATING SPECULATION IN INDIVIDUAL SECURITY ISSUES

    The Journal of Finance

    Volume 28, Issue 4, September 1973, Pages: 973–986, James A. Largay III

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1973.tb01419.x

  14. Upstairs Market for Principal and Agency Trades: Analysis of Adverse Information and Price Effects

    The Journal of Finance

    Volume 56, Issue 5, October 2001, Pages: 1723–1746, Brian F. Smith, D. Alasdair S. Turnbull and Robert W. White

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00387

  15. The Joint Cross Section of Stocks and Options

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2279–2337, BYEONG-JE AN, ANDREW ANG, TURAN G. BALI and NUSRET CAKICI

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12181

  16. The Rule 415 Experiment: Equity Markets

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1385–1401, SANJAI BHAGAT, M. WAYNE MARR and G. RODNEY THOMPSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02390.x

  17. Foreign Exchange Trading Methods and Strategies

    Essentials of Foreign Exchange Trading

    James Chen, Pages: 127–194, 2012

    Published Online : 9 MAR 2012, DOI: 10.1002/9781118386040.ch5

  18. Feedback from Stock Prices to Cash Flows

    The Journal of Finance

    Volume 56, Issue 6, December 2001, Pages: 2389–2413, Avanidhar Subrahmanyam and Sheridan Titman

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00409

  19. 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

  20. How is Futures Trading Affected by the Move to a Computerized Trading System? Lessons from the LIFFE FTSE 100 Contract

    Journal of Business Finance & Accounting

    Volume 33, Issue 7-8, September/October 2006, Pages: 1267–1297, Christopher L. Gilbert and Herbert A. Rijken

    Version of Record online : 23 JUN 2006, DOI: 10.1111/j.1468-5957.2006.00623.x