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There are 26743 results for: content related to: Inferring Trade Direction from Intraday Data

  1. What's Not There: Odd Lots and Market Data

    The Journal of Finance

    Volume 69, Issue 5, October 2014, Pages: 2199–2236, MAUREEN O'HARA, CHEN YAO and MAO YE

    Version of Record online : 12 SEP 2014, DOI: 10.1111/jofi.12185

  2. Liquidity Measurement Problems in Fast, Competitive Markets: Expensive and Cheap Solutions

    The Journal of Finance

    Volume 69, Issue 4, August 2014, Pages: 1747–1785, CRAIG W. HOLDEN and STACEY JACOBSEN

    Version of Record online : 18 JUL 2014, DOI: 10.1111/jofi.12127

  3. Do Prices Reveal the Presence of Informed Trading?

    The Journal of Finance

    Volume 70, Issue 4, August 2015, Pages: 1555–1582, PIERRE COLLIN-DUFRESNE and VYACHESLAV FOS

    Version of Record online : 23 JUL 2015, DOI: 10.1111/jofi.12260

  4. 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

  5. Does Risk Sharing Motivate Interdealer Trading?

    The Journal of Finance

    Volume 53, Issue 5, October 1998, Pages: 1657–1703, PETER C. REISS and INGRID M. WERNER

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00068

  6. 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

  7. Liquidity of the CBOE Equity Options

    The Journal of Finance

    Volume 45, Issue 4, September 1990, Pages: 1157–1179, ANAND M. VIJH

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb02431.x

  8. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2193–2238, ROBERT BATTALIO, SHANE A. CORWIN and ROBERT JENNINGS

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12422

  9. Do Hedge Funds Manipulate Stock Prices?

    The Journal of Finance

    Volume 68, Issue 6, December 2013, Pages: 2383–2434, ITZHAK BEN-DAVID, FRANCESCO FRANZONI, AUGUSTIN LANDIER and RABIH MOUSSAWI

    Version of Record online : 12 NOV 2013, DOI: 10.1111/jofi.12062

  10. Order Flow and Expected Option Returns

    The Journal of Finance

    Volume 71, Issue 2, April 2016, Pages: 673–708, DMITRIY MURAVYEV

    Version of Record online : 18 MAR 2016, DOI: 10.1111/jofi.12380

  11. Informed Trading through the Accounts of Children

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 363–404, HENK BERKMAN, PAUL D. KOCH and P. JOAKIM WESTERHOLM

    Version of Record online : 7 JAN 2014, DOI: 10.1111/jofi.12043

  12. Market Integration and Price Execution for NYSE-Listed Securities

    The Journal of Finance

    Volume 48, Issue 3, July 1993, Pages: 1009–1038, CHARLES M. C. LEE

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04028.x

  13. Anonymity, Stealth Trading, and the Information Content of Broker Identity

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 501–522, Alex Frino, David Johnstone and Hui Zheng

    Version of Record online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00258.x

  14. Call and Continuous Trading Mechanisms Under Asymmetric Information: An Experimental Investigation

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 613–636, CHARLES R. SCHNITZLEIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02696.x

  15. 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

  16. The Dynamics of Institutional and Individual Trading

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2285–2320, John M. Griffin, Jeffrey H. Harris and Selim Topaloglu

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00606.x

  17. Market Sidedness: Insights into Motives for Trade Initiation

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 375–423, ASANI SARKAR and ROBERT A. SCHWARTZ

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01437.x

  18. Liquidity Provision and the Organizational Form of NYSE Specialist Firms

    The Journal of Finance

    Volume 57, Issue 2, April 2002, Pages: 841–869, Jay F. Coughenour and Daniel N. Deli

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00444

  19. Tax-Induced Dividend Capturing

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 866–904, Oliver Zhen Li

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1468-5957.2010.02210.x

  20. Corporate Bond Trading Costs: A Peek Behind the Curtain

    The Journal of Finance

    Volume 56, Issue 2, April 2001, Pages: 677–698, Paul Schultz

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00341