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There are 8713 results for: content related to: Quotes, Order Flow, and Price Discovery

  1. It's SHO Time! Short-Sale Price Tests and Market Quality

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 37–73, KARL B. DIETHER, KUAN-HUI LEE and INGRID M. WERNER

    Article first published online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01428.x

  2. Regulation NMS and Market Quality

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 285–317, Kee H. Chung and Chairat Chuwonganant

    Article first published online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  3. Preferenced Trading, Quote Competition, and Market Quality: Evidence from Decimalization on the NYSE

    Financial Review

    Volume 45, Issue 3, August 2010, Pages: 523–540, Wei Huang, S. Ghon Rhee and Ning Tang

    Article first published online : 13 JUL 2010, DOI: 10.1111/j.1540-6288.2010.00259.x

  4. Intraday Patterns in the Cross-section of Stock Returns

    The Journal of Finance

    Volume 65, Issue 4, August 2010, Pages: 1369–1407, STEVEN L. HESTON, ROBERT A. KORAJCZYK and RONNIE SADKA

    Article first published online : 15 JUL 2010, DOI: 10.1111/j.1540-6261.2010.01573.x

  5. Market-Making in the Third Market for NYSE-Listed Securities

    Financial Review

    Volume 34, Issue 4, November 1999, Pages: 29–54, Lynn Doran

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1999.tb00468.x

  6. The U.S. Equity Markets

    Chapter

    Handbook of Finance

    Frank J. Jones and Frank J. Fabozzi

    Published Online : 15 SEP 2008, DOI: 10.1002/9780470404324.hof001015

  7. ANATOMY OF SATELLITE TRADING IN THE NATIONAL MARKET SYSTEM FOR NYSE-LISTED STOCKS

    Journal of Financial Research

    Volume 18, Issue 2, Summer 1995, Pages: 189–206, James L. Hamilton

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1995.tb00561.x

  8. 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

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00375

  9. Merging Markets

    The Journal of Finance

    Volume 54, Issue 3, June 1999, Pages: 1083–1107, Tom Arnold, Philip Hersch, J. Harold Mulherin and Jeffry Netter

    Article first published online : 17 DEC 2002, DOI: 10.1111/0022-1082.00137

  10. Third Market Broker-Dealers: Cost Competitors or Cream Skimmers?

    The Journal of Finance

    Volume 52, Issue 1, March 1997, Pages: 341–352, ROBERT H. BATTALIO

    Article first published online : 18 APR 2012, DOI: 10.1111/j.1540-6261.1997.tb03819.x

  11. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1993.tb04028.x

  12. THE CHOICE OF TRADING VENUE AND RELATIVE PRICE IMPACT OF INSTITUTIONAL TRADING: ADRs VERSUS THE UNDERLYING SECURITIES IN THEIR LOCAL MARKETS

    Journal of Financial Research

    Volume 34, Issue 4, Winter 2011, Pages: 537–567, Sugato Chakravarty, Chiraphol N. Chiyachantana and Christine Jiang

    Article first published online : 2 DEC 2011, DOI: 10.1111/j.1475-6803.2011.01298.x

  13. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1987.tb04369.x

  14. THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER-HANDLING RULES

    Journal of Financial Research

    Volume 34, Issue 1, Spring 2011, Pages: 103–130, James A. Ligon and Hao-Chen Liu

    Article first published online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01286.x

  15. Quote Competitiveness, 100-share Quotes, and Decimalization

    Financial Review

    Volume 46, Issue 1, February 2011, Pages: 89–101, Ning Tang, Andriy Shkilko and Gregory Stone

    Article first published online : 7 JAN 2011, DOI: 10.1111/j.1540-6288.2010.00291.x

  16. FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES

    Journal of Financial Research

    Volume 23, Issue 3, Fall 2000, Pages: 331–351, Yiuman Tse

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2000.tb00746.x

  17. Distribution of Ownership, Short Sale Constraints, and Market Efficiency: Evidence from Cross-Listed Stocks

    Financial Management

    Volume 43, Issue 3, Fall 2014, Pages: 631–670, Louis Gagnon and Jonathan Witmer

    Article first published online : 24 SEP 2014, DOI: 10.1111/fima.12073

  18. Cream-Skimming or Profit-Sharing? The Curious Role of Purchased Order Flow

    The Journal of Finance

    Volume 51, Issue 3, July 1996, Pages: 811–833, DAVID EASLEY, NICHOLAS M. KIEFER and MAUREEN O'HARA

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1996.tb02708.x

  19. Why Do Companies List Shares Abroad?: A Survey of the Evidence and Its Managerial Implications

    Financial Markets, Institutions & Instruments

    Volume 7, Issue 1, February 1998, Pages: 1–60, G. Andrew Karolyi

    Article first published online : 26 DEC 2001, DOI: 10.1111/1468-0416.00018

  20. Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?

    The Journal of Finance

    Volume 49, Issue 5, December 1994, Pages: 1813–1840, WILLIAM G. CHRISTIE and PAUL H. SCHULTZ

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1994.tb04782.x