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There are 7122 results for: content related to: Variations in Trading Volume, Return Volatility, and Trading Costs; Evidence on Recent Price Formation Models

  1. 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

  2. Retail investors exonerated: the case of the January effect

    Accounting & Finance

    Volume 52, Issue 4, December 2012, Pages: 1083–1099, Julia Henker and Debapriya J. Paul

    Article first published online : 4 OCT 2011, DOI: 10.1111/j.1467-629X.2011.00449.x

  3. 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

  4. 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

  5. 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

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

    Journal of Accounting Research

    Accepted manuscript online: 24 NOV 2014, Jonathan A Milian

    DOI: 10.1111/1475-679X.12070

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

    The Journal of Finance

    Volume 49, Issue 2, June 1994, Pages: 557–580, AAMIR M. SHEIKH and EHUD I. RONN

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

  8. Interdaily Volatility in a Continuous Order-Driven Market

    Journal of Business Finance & Accounting

    Volume 26, Issue 7-8, September/October 1999, Pages: 1013–1036, Peter H.L. Lam and Wilson H.S. Tong

    Article first published online : 3 MAR 2003, DOI: 10.1111/1468-5957.00284

  9. What moves German Bund futures contracts on the Eurex?

    Journal of Futures Markets

    Volume 22, Issue 7, July 2002, Pages: 679–696, Hee-Joon Ahn, Jun Cai and Yan-Leung Cheung

    Article first published online : 3 MAY 2002, DOI: 10.1002/fut.10027

  10. 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

  11. 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

  12. Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 685–706, Honghui Chen and Vijay Singal

    Article first published online : 21 MAR 2003, DOI: 10.1111/1540-6261.00541

  13. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT

    Journal of Financial Research

    Volume 22, Issue 2, Summer 1999, Pages: 227–246, Paul Brockman and Dennis Y. Chung

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1999.tb00724.x

  14. INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID–ASK SPREAD

    Journal of Financial Research

    Volume 31, Issue 3, Fall 2008, Pages: 225–246, Bart Frijns, Aaron Gilbert and Alireza Tourani-Rad

    Article first published online : 5 SEP 2008, DOI: 10.1111/j.1475-6803.2008.00238.x

  15. 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

  16. 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

  17. You have free access to this content
    Asymmetric Price Distribution and Bid–Ask Quotes in the Stock Options Market

    Asia-Pacific Journal of Financial Studies

    Volume 41, Issue 1, February 2012, Pages: 87–102, Kalok Chan and Y. Peter Chung

    Article first published online : 9 FEB 2012, DOI: 10.1111/j.2041-6156.2011.01063.x

  18. An Analysis of Individual NYSE Specialist Portfolios and Execution Quality

    Financial Review

    Volume 44, Issue 3, August 2009, Pages: 311–344, Jerry W. Liu

    Article first published online : 7 JUL 2009, DOI: 10.1111/j.1540-6288.2009.00220.x

  19. Default and Punishment in General Equilibrium

    Econometrica

    Volume 73, Issue 1, January 2005, Pages: 1–37, Pradeep Dubey, 1 John Geanakoplos and 2 Martin Shubik 3

    Article first published online : 3 DEC 2004, DOI: 10.1111/j.1468-0262.2005.00563.x

  20. 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

    Article first published online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00258.x