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There are 10535 results for: content related to: Transactions Costs and Holding Periods for Common Stocks

  1. THE CROSS-SECTIONAL EFFECTS OF OPTION LISTING ON FIRM STOCK RETURN VARIANCES

    Journal of Financial Research

    Volume 19, Issue 4, Winter 1996, Pages: 515–539, Bruce D. Niendorf and David R. Peterson

    Article first published online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.1996.tb00228.x

  2. Contracts for dummies? The performance of investors in contracts for difference

    Accounting & Finance

    Volume 54, Issue 3, September 2014, Pages: 965–997, Adrian D. Lee and Shan Choy

    Article first published online : 24 MAR 2013, DOI: 10.1111/acfi.12018

  3. Derivative Pricing with Liquidity Risk: Theory and Evidence from the Credit Default Swap Market

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 203–240, DION BONGAERTS, FRANK DE JONG and JOOST DRIESSEN

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01630.x

  4. 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

  5. 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

  6. The Impact of Option Introduction on Stock Return Variances: The Role of Bid-Ask Spreads, Return Autocorrelations, and Intrinsic Variances

    Financial Review

    Volume 32, Issue 1, February 1997, Pages: 125–144, Bruce D. Niendorf and David R. Peterson

    Article first published online : 9 MAR 2005, DOI: 10.1111/j.1540-6288.1997.tb00418.x

  7. Short-Selling Bans Around the World: Evidence from the 2007–09 Crisis

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 343–381, ALESSANDRO BEBER and MARCO PAGANO

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01802.x

  8. Trading noise, adverse selection, and intraday bid-ask spreads in futures markets

    Journal of Futures Markets

    Volume 12, Issue 5, October 1992, Pages: 519–538, Christopher K. Ma, Richard L. Peterson and R. Stephen Sears

    Article first published online : 28 AUG 2006, DOI: 10.1002/fut.3990120504

  9. Determinants of the components of bid-ask spreads on stocks

    European Financial Management

    Volume 2, Issue 1, March 1996, Pages: 127–145, Sung-Hun Kim and Joseph P. Ogden

    Article first published online : 27 OCT 2006, DOI: 10.1111/j.1468-036X.1996.tb00032.x

  10. 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

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04401.x

  11. The Illiquidity of Corporate Bonds

    The Journal of Finance

    Volume 66, Issue 3, June 2011, Pages: 911–946, JACK BAO, JUN PAN and JIANG WANG

    Article first published online : 23 MAY 2011, DOI: 10.1111/j.1540-6261.2011.01655.x

  12. 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

  13. Information Disclosure and Stock Liquidity: Evidence from Borsa Italiana

    Abacus

    Volume 49, Issue 4, December 2013, Pages: 423–440, Alex Frino, Riccardo Palumbo, Francesco Capalbo, Dionigi Gerace and Vito Mollica

    Article first published online : 17 DEC 2013, DOI: 10.1111/abac.12014

  14. 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

  15. Seasonalities in NYSE Bid-Ask Spreads and Stock Returns in January

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1999–2014, ROBERT A. CLARK, JOHN J. McCONNELL and MANOJ SINGH

    Article first published online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04694.x

  16. Regulatory Uncertainty and Market Liquidity: The 2008 Short Sale Ban's Impact on Equity Option Markets

    The Journal of Finance

    Volume 66, Issue 6, December 2011, Pages: 2013–2053, ROBERT BATTALIO and PAUL SCHULTZ

    Article first published online : 14 NOV 2011, DOI: 10.1111/j.1540-6261.2011.01700.x

  17. What Explains the Bid-Ask Spread Decline after Nasdaq Reforms?

    Financial Markets, Institutions & Instruments

    Volume 12, Issue 5, December 2003, Pages: 347–376, By Yan He and Chunchi Wu

    Article first published online : 6 NOV 2003, DOI: 10.1046/j.0963-8008.2003.00002.x

  18. Post-Earnings Announcement Drift: Bounds on Profitability for the Marginal Investor

    Financial Review

    Volume 46, Issue 4, November 2011, Pages: 513–539, Robert H. Battalio and Richard R. Mendenhall

    Article first published online : 5 OCT 2011, DOI: 10.1111/j.1540-6288.2011.00310.x

  19. THE LIQUIDITY ROUTE TO A LOWER COST OF CAPITAL

    Journal of Applied Corporate Finance

    Volume 12, Issue 4, Winter 2000, Pages: 8–25, Yakov Amihud and Haim Mendelson

    Article first published online : 5 APR 2005, DOI: 10.1111/j.1745-6622.2000.tb00016.x

  20. You have free access to this content
    The impact of electronic trading on bid-ask spreads: Evidence from futures markets in Hong Kong, London, and Sydney

    Journal of Futures Markets

    Volume 24, Issue 7, July 2004, Pages: 675–696, Michael J. Aitken, Alex Frino, Amelia M. Hill and Elvis Jarnecic

    Article first published online : 5 MAY 2004, DOI: 10.1002/fut.20106