Search Results

There are 25234 results for: content related to: Call and Continuous Trading Mechanisms Under Asymmetric Information: An Experimental Investigation

  1. Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading

    The Journal of Finance

    Volume 51, Issue 2, June 1996, Pages: 579–611, MARCO PAGANO and AILSA RÖELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02695.x

  2. Crossing Networks and Dealer Markets: Competition and Performance

    The Journal of Finance

    Volume 55, Issue 5, October 2000, Pages: 2071–2115, Terrence Hendershott and Haim Mendelson

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00281

  3. Trading and Returns under Periodic Market Closures

    The Journal of Finance

    Volume 55, Issue 1, February 2000, Pages: 297–354, Harrison Hong and Jiang Wang

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00207

  4. Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?

    The Journal of Finance

    Volume 45, Issue 2, June 1990, Pages: 397–429, WAYNE E. FERSON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1990.tb03696.x

  5. A Theory of Bank Capital

    The Journal of Finance

    Volume 55, Issue 6, December 2000, Pages: 2431–2465, Douglas W. Diamond and Raghuram G. Rajan

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00296

  6. Additional Evidence on Integration in the Canadian Stock Market

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 2035–2054, USHA R. MITTOO

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04696.x

  7. RISK, RETURN AND EQUILIBRIUM: SOME CLARIFYING COMMENTS

    The Journal of Finance

    Volume 23, Issue 1, March 1968, Pages: 29–40, Eugene F. Fama

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1968.tb02996.x

  8. You have free access to this content
    News Trading and Speed

    The Journal of Finance

    Volume 71, Issue 1, February 2016, Pages: 335–382, THIERRY FOUCAULT, JOHAN HOMBERT and IOANID ROŞU

    Version of Record online : 14 JAN 2016, DOI: 10.1111/jofi.12302

  9. Trading Mechanisms in Securities Markets

    The Journal of Finance

    Volume 47, Issue 2, June 1992, Pages: 607–641, ANANTH MADHAVAN

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04403.x

  10. 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

  11. Reformulating Tax Shield Valuation: A Note

    The Journal of Finance

    Volume 40, Issue 5, December 1985, Pages: 1485–1492, JAMES A. MILES and JOHN R. EZZELL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1985.tb02396.x

  12. Why Do Markets Move Together? An Investigation of U.S.-Japan Stock Return Comovements

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 951–986, G. ANDREW KAROLYI and RENÉ M. STULZ

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02713.x

  13. A Theory of Trading Volume

    The Journal of Finance

    Volume 41, Issue 5, December 1986, Pages: 1069–1087, JONATHAN M. KARPOFF

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1986.tb02531.x

  14. The Dynamics of Dealer Markets Under Competition

    The Journal of Finance

    Volume 38, Issue 4, September 1983, Pages: 1053–1074, THOMAS S. Y. HO and HANS R. STOLL

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1983.tb02282.x

  15. A Theory of the Dynamics of Security Returns around Market Closures

    The Journal of Finance

    Volume 49, Issue 4, September 1994, Pages: 1163–1211, STEVE L. SLEZAK

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb02451.x

  16. Market Orders and Market Efficiency

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 277–308, DAVID P. BROWN and ZHI MING ZHANG

    Version of Record online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03816.x

  17. FX Trading and Exchange Rate Dynamics

    The Journal of Finance

    Volume 57, Issue 6, December 2002, Pages: 2405–2447, Martin D. D. Evans

    Version of Record online : 17 DEC 2002, DOI: 10.1111/1540-6261.00501

  18. How Investors Interpret Past Fund Returns

    The Journal of Finance

    Volume 58, Issue 5, October 2003, Pages: 2033–2058, Anthony W. Lynch and David K. Musto

    Version of Record online : 11 SEP 2003, DOI: 10.1111/1540-6261.00596

  19. Structural Organization of Secondary Markets: Clearing Frequency, Dealer Activity and Liquidity Risk

    The Journal of Finance

    Volume 34, Issue 3, June 1979, Pages: 577–593, KENNETH D. GARBADE and WILLIAM L. SILBER

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1979.tb02126.x

  20. Strategic Trading in a Dynamic Noisy Market

    The Journal of Finance

    Volume 56, Issue 1, February 2001, Pages: 131–171, Dimitri Vayanos

    Version of Record online : 17 DEC 2002, DOI: 10.1111/0022-1082.00321