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There are 13552 results for: content related to: One Security, Many Markets: Determining the Contributions to Price Discovery

  1. Off-Board Trading of NYSE-Listed Stocks: The Effects of Deregulation and the National Market System

    The Journal of Finance

    Volume 42, Issue 5, December 1987, Pages: 1331–1345, JAMES L. HAMILTON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04369.x

  2. 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

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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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04398.x

  4. Transactions Costs and Holding Periods for Common Stocks

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 309–325, ALLEN B. ATKINS and EDWARD A. DYL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03817.x

  5. 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

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04781.x

  6. MARKETPLACE ORGANIZATION AND MARKETABILITY: NASDAQ, THE STOCK EXCHANGE, AND THE NATIONAL MARKET SYSTEM

    The Journal of Finance

    Volume 33, Issue 2, May 1978, Pages: 487–503, James L. Hamilton

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1978.tb04863.x

  7. The January Anomaly: Effects of Low Share Price, Transaction Costs, and Bid-Ask Bias

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 553–575, RAVINDER K. BHARDWAJ and LEROY D. BROOKS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04401.x

  8. 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

  9. 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

  10. Institutional Equity Trading Costs: NYSE Versus Nasdaq

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 713–735, LOUIS K. C. CHAN and JOSEF LAKONISHOK

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04819.x

  11. 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

  12. Stock Prices and the Supply of Information

    The Journal of Finance

    Volume 46, Issue 5, December 1991, Pages: 1665–1691, MICHAEL J. BRENNAN and PATRICIA J. HUGHES

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1991.tb04639.x

  13. Volume for Winners and Losers: Taxation and Other Motives for Stock Trading

    The Journal of Finance

    Volume 41, Issue 4, September 1986, Pages: 951–974, JOSEF LAKONISHOK and SEYMOUR SMIDT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb04559.x

  14. 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

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00300

  15. Tick Size, Share Prices, and Stock Splits

    The Journal of Finance

    Volume 52, Issue 2, June 1997, Pages: 655–681, JAMES J. ANGEL

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb04817.x

  16. Volume, Volatility, and New York Stock Exchange Trading Halts

    The Journal of Finance

    Volume 49, Issue 1, March 1994, Pages: 183–214, CHARLES M. C. LEE, MARK J. READY and PAUL J. SEGUIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04425.x

  17. On the CAPM Approach to the Estimation of A Public Utility's Cost of Equity Capital

    The Journal of Finance

    Volume 35, Issue 2, May 1980, Pages: 369–383, ROBERT LITZENBERGER, KRISHNA RAMASWAMY and HOWARD SOSIN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1980.tb02166.x

  18. MARKETABILITY OF COMMON STOCKS IN CANADA AND THE U.S.A.: A COMPARISON OF AGENT VERSUS DEALER DOMINATED MARKETS

    The Journal of Finance

    Volume 29, Issue 3, June 1974, Pages: 729–746, Seha M. Tinic and Richard R. West

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1974.tb01480.x

  19. Long-Term Market Overreaction or Biases in Computed Returns?

    The Journal of Finance

    Volume 48, Issue 1, March 1993, Pages: 39–63, JENNIFER CONRAD and GAUTAM KAUL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04701.x

  20. On Jumps in Common Stock Prices and Their Impact on Call Option Pricing

    The Journal of Finance

    Volume 40, Issue 1, March 1985, Pages: 155–173, CLIFFORD A. BALL and WALTER N. TOROUS

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb04942.x