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There are 8731 results for: content related to: Security Design

  1. Trade Timing, Price Volatility and Serial Correlation

    European Financial Management

    Volume 19, Issue 5, November 2013, Pages: 911–934, Ming-Chang Wang and Lon-Ping Zu

    Article first published online : 3 MAY 2011, DOI: 10.1111/j.1468-036X.2011.00614.x

  2. THE DEALERS' PRICE/SIZE QUOTE AND MARKET LIQUIDITY

    Journal of Financial Research

    Volume 19, Issue 2, Summer 1996, Pages: 243–271, Steven V. Mann and Pradipkumar Ramanlal

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00596.x

  3. Entry cost, the Tobin tax, and noise trading in the foreign exchange market

    Canadian Journal of Economics/Revue canadienne d'économique

    Volume 42, Issue 4, November / novembre 2009, Pages: 1501–1526, Kang Shi and Juanyi Xu

    Article first published online : 7 OCT 2009, DOI: 10.1111/j.1540-5982.2009.01555.x

  4. Strategic Trading When Agents Forecast the Forecasts of Others

    The Journal of Finance

    Volume 51, Issue 4, September 1996, Pages: 1437–1478, F. DOUGLAS FOSTER and S. VISWANATHAN

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb04075.x

  5. Trading and Manipulation Around Seasoned Equity Offerings

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 213–245, BRUNO GERARD and VIKRAM NANDA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04707.x

  6. Competing for Securities Underwriting Mandates: Banking Relationships and Analyst Recommendations

    The Journal of Finance

    Volume 61, Issue 1, February 2006, Pages: 301–340, ALEXANDER LJUNGQVIST, FELICIA MARSTON and WILLIAM J. WILHELM JR.

    Article first published online : 20 JAN 2006, DOI: 10.1111/j.1540-6261.2006.00837.x

  7. The Role of Agents in Private Entrepreneurial Finance

    Entrepreneurship Theory and Practice

    Douglas J. Cumming, J. Ari Pandes and Michael J. Robinson

    Article first published online : 9 MAY 2013, DOI: 10.1111/etap.12043

  8. Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order-Driven Market

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 761–783, Charlie Charoenwong, David K. Ding and Nattawut Jenwittayaroje

    Article first published online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00270.x

  9. FROM DISCRETE-TIME MODELS TO CONTINUOUS-TIME, ASYNCHRONOUS MODELING OF FINANCIAL MARKETS

    Computational Intelligence

    Volume 23, Issue 2, May 2007, Pages: 142–161, Katalin Boer, Uzay Kaymak and Jaap Spiering

    Article first published online : 14 MAY 2007, DOI: 10.1111/j.1467-8640.2007.00302.x

  10. Incomplete Information, Trading Costs and Cross-autocorrelations in Stock Returns

    Economic Notes

    Volume 33, Issue 1, February 2004, Pages: 145–181, Tarun Chordia and Bhaskaran Swaminathan

    Article first published online : 25 MAY 2004, DOI: 10.1111/j.0391-5026.2004.00128.x

  11. Discovering a Profitable Trading Strategy in an Apparently Efficient Market: Exploiting the Actions of Less Informed Traders in Speculative Markets

    Journal of Business Finance & Accounting

    Volume 39, Issue 7-8, September/October 2012, Pages: 1131–1159, Ming-Chien Sung, Johnnie E. V. Johnson and John Peirson

    Article first published online : 8 AUG 2012, DOI: 10.1111/j.1468-5957.2012.02300.x

  12. Long-Lived Private Information and Imperfect Competition

    The Journal of Finance

    Volume 47, Issue 1, March 1992, Pages: 247–270, CRAIG W. HOLDEN and AVANIDHAR SUBRAHMANYAM

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb03985.x

  13. A Liquidity-based Model of Security Design

    Econometrica

    Volume 67, Issue 1, January 1999, Pages: 65–99, Peter Demarzo and Darrell Duffie

    Article first published online : 9 DEC 2003, DOI: 10.1111/1468-0262.00004

  14. Liquidity and Optimal Market Transparency

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 599–623, Ariadna Dumitrescu

    Article first published online : 19 AUG 2010, DOI: 10.1111/j.1468-036X.2008.00474.x

  15. You have free access to this content
    Information Diversity and Complementarities in Trading and Information Acquisition

    The Journal of Finance

    Accepted manuscript online: 2 DEC 2014, ITAY GOLDSTEIN and LIYAN YANG

    DOI: 10.1111/jofi.12226

  16. Interchange fee rate, merchant discount rate, and retail price in a credit card network: A game-theoretic analysis

    Naval Research Logistics (NRL)

    Volume 59, Issue 7, October 2012, Pages: 525–551, Hangfei Guo, Mingming Leng and Yulan Wang

    Article first published online : 29 AUG 2012, DOI: 10.1002/nav.21505

  17. Option Volume and Stock Prices: Evidence on Where Informed Traders Trade

    The Journal of Finance

    Volume 53, Issue 2, April 1998, Pages: 431–465, David Easley, Maureen O'Hara and P.S. Srinivas

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.194060

  18. Imperfect Competition among Informed Traders

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2117–2155, Kerry Back, C. Henry Cao and Gregory A. Willard

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00282

  19. Momentum, Reversal, and Uninformed Traders in Laboratory Markets

    The Journal of Finance

    Volume 64, Issue 6, December 2009, Pages: 2535–2558, ROBERT J. BLOOMFIELD, WILLIAM B. TAYLER and FLORA (HAILAN) ZHOU

    Article first published online : 25 NOV 2009, DOI: 10.1111/j.1540-6261.2009.01510.x

  20. Auditing quality, signaling, and underwriting contracts

    Contemporary Accounting Research

    Volume 6, Issue 1, Fall 1989, Pages: 216–241, JOSEPH BACHAR

    Article first published online : 20 APR 2010, DOI: 10.1111/j.1911-3846.1989.tb00754.x