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There are 5902 results for: content related to: Firm Size and Turn-of-the-Year Effects in the OTC/NASDAQ Market

  1. Regulation NMS and Market Quality

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 285–317, Kee H. Chung and Chairat Chuwonganant

    Article first published online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  2. Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1813–1840, WILLIAM G. CHRISTIE and PAUL H. SCHULTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04782.x

  3. RECENT GROWTH IN NASDAQ TRADING VOLUME AND ITS RELATION TO MARKET VOLATILITY

    Journal of Financial Research

    Volume 22, Issue 4, Winter 1999, Pages: 489–501, Steven Freund and Gwendolyn P. Webb

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00707.x

  4. Is the Adverse Selection Component Really Higher on the NYSE/Amex than on the Nasdaq?

    Journal of Business Finance & Accounting

    Volume 29, Issue 5-6, June/July 2002, Pages: 807–824, Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00451

  5. Evidence and Implications of Increases in Trading Volume Around Exchange Listings

    Financial Review

    Volume 36, Issue 2, May 2001, Pages: 21–44, Kishore Tandon and Gwendolyn P. Webb

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.2001.tb00009.x

  6. SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS

    Journal of Financial Research

    Volume 16, Issue 3, Fall 1993, Pages: 209–220, Raj Aggarwal and Reena Aggarwal

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1993.tb00141.x

  7. THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER-HANDLING RULES

    Journal of Financial Research

    Volume 34, Issue 1, Spring 2011, Pages: 103–130, James A. Ligon and Hao-Chen Liu

    Article first published online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01286.x

  8. Volatility, Market Structure, and the Bid-Ask Spread

    Asia-Pacific Journal of Financial Studies

    Volume 38, Issue 1, February 2009, Pages: 67–107, Kee H. Chung and Youngsoo Kim

    Article first published online : 22 MAR 2010, DOI: 10.1111/j.2041-6156.2009.tb00008.x

  9. THE EFFECT OF THE 1986 TAX REFORM ACT ON EX-DIVIDEND DAY RETURN BEHAVIOR

    Journal of Financial Research

    Volume 17, Issue 2, Summer 1994, Pages: 175–186, Ki C. Han

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1994.tb00184.x

  10. Corporate Events, Trading Activity, and the Estimation of Systematic Risk: Evidence From Equity Offerings and Share Repurchases

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1787–1811, DAVID J. DENIS and GREGORY B. KADLEC

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04781.x

  11. 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

  12. Intra-Dealer Integration

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 507–527, Laurent Germain, Brian Kluger, Crina Pungulescu, David Stolin and Daniel Weaver

    Article first published online : 9 JUL 2010, DOI: 10.1111/j.1468-036X.2010.00553.x

  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. Is reversal of large stock-price declines caused by overreaction or information asymmetry: Evidence from stock and option markets

    Journal of Futures Markets

    Volume 29, Issue 4, April 2009, Pages: 348–376, Hyung-Suk Choi and Narayanan Jayaraman

    Article first published online : 23 JAN 2009, DOI: 10.1002/fut.20360

  15. Trading Mechanisms and the Components of the Bid-Ask Spread

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1471–1488, JOHN AFFLECK-GRAVES, SHANTARAM P. HEGDE and ROBERT E. MILLER

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02462.x

  16. TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS

    Journal of Financial Research

    Volume 35, Issue 2, Summer 2012, Pages: 159–182, Benjamin M. Blau, Bonnie F. Van Ness and Robert A. Van Ness

    Article first published online : 1 JUN 2012, DOI: 10.1111/j.1475-6803.2012.01313.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. MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE

    Journal of Financial Research

    Volume 20, Issue 3, Fall 1997, Pages: 291–304, Allen B. Atkins and Edward A. Dyl

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1997.tb00250.x

  19. Nasdaq and The Chicago Stock Exchange: An Analysis of Multiple Market Trading

    Financial Review

    Volume 34, Issue 4, November 1999, Pages: 145–157, Bonnie F. Van Ness, Robert A. Van Ness and Wen-Liang Hsieh

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00473.x

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    The Cross-Section of Expected Stock Returns

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 427–465, EUGENE F. FAMA and KENNETH R. FRENCH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x