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There are 17260 results for: content related to: Liquidity Externalities and Adverse Selection: Evidence from Trading after Hours

  1. Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures

    Financial Review

    Volume 49, Issue 2, May 2014, Pages: 245–270, Tina Viljoen, P. Joakim Westerholm and Hui Zheng

    Version of Record online : 7 APR 2014, DOI: 10.1111/fire.12034

  2. Do Analyst Stock Recommendations Piggyback on Recent Corporate News? An Analysis of Regular-Hour and After-Hours Revisions

    Journal of Accounting Research

    Volume 53, Issue 4, September 2015, Pages: 821–861, EDWARD XUEJUN LI, K. RAMESH, MIN SHEN and JOANNA SHUANG WU

    Version of Record online : 18 JUN 2015, DOI: 10.1111/1475-679X.12083

  3. Intraday Behavior of Stock Prices and Trades around Insider Trading

    Financial Management

    Volume 39, Issue 1, Spring 2010, Pages: 323–363, A. Can Inci, Biao Lu and H. Nejat Seyhun

    Version of Record online : 31 MAR 2010, DOI: 10.1111/j.1755-053X.2009.01075.x

  4. Informed Trading and Market Structure

    European Financial Management

    Volume 21, Issue 1, January 2015, Pages: 148–177, Charlie X. Cai, Jeffrey H. Harris, Robert S. Hudson and Kevin Keasey

    Version of Record online : 28 FEB 2013, DOI: 10.1111/eufm.12003

  5. 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

    Version of Record online : 24 MAR 2013, DOI: 10.1111/acfi.12018

  6. TRADE SIZE CLUSTERING IN THE E-MINI INDEX FUTURES MARKETS

    Journal of Financial Research

    Volume 39, Issue 3, Fall 2016, Pages: 247–262, Qin Wang and Jun Zhang

    Version of Record online : 2 SEP 2016, DOI: 10.1111/jfir.12097

  7. Competition among Trading Venues: Information and Trading on Electronic Communications Networks

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2637–2665, Michael J. Barclay, Terrence Hendershott and D. Timothy McCormick

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00618.x

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    High Speed Equities Trading: 1993–2012

    Asia-Pacific Journal of Financial Studies

    Volume 43, Issue 6, December 2014, Pages: 767–797, Hans R. Stoll

    Version of Record online : 8 JAN 2015, DOI: 10.1111/ajfs.12078

  9. INFORMATION AND NOISE IN FINANCIAL MARKETS: EVIDENCE FROM THE E-MINI INDEX FUTURES

    Journal of Financial Research

    Volume 31, Issue 3, Fall 2008, Pages: 247–270, Alexander Kurov

    Version of Record online : 5 SEP 2008, DOI: 10.1111/j.1475-6803.2008.00239.x

  10. Overnight Trading and Price Discovery over the Course of a Trading Day: Evidence from Stock Index Futures in Korea

    Asia-Pacific Journal of Financial Studies

    Volume 45, Issue 3, June 2016, Pages: 463–491, Sang Lyong Joo, Junghoon Seon and Ji Soo Lee

    Version of Record online : 2 JUL 2016, DOI: 10.1111/ajfs.12136

  11. Insider Trading and Corporate Governance: The Case of Germany

    European Financial Management

    Volume 15, Issue 2, March 2009, Pages: 402–429, André Betzer and Erik Theissen

    Version of Record online : 7 DEC 2007, DOI: 10.1111/j.1468-036X.2007.00422.x

  12. The Intraday Pattern of Information Asymmetry, Spread, and Depth: Evidence from the NYSE

    International Review of Finance

    Volume 13, Issue 2, June 2013, Pages: 215–240, George Tannous, Juan Wang and Craig Wilson

    Version of Record online : 25 FEB 2013, DOI: 10.1111/irfi.12005

  13. Size Effects in the Pricing of Corporate Bonds

    Financial Markets, Institutions & Instruments

    Volume 22, Issue 4, November 2013, Pages: 229–258, Padma Kadiyala and P.V. Viswanath

    Version of Record online : 16 OCT 2013, DOI: 10.1111/fmii.12011

  14. TRADE SIZE AND INFORMED TRADING: WHICH TRADES ARE “BIG”?

    Journal of Financial Research

    Volume 28, Issue 1, March 2005, Pages: 133–163, Frank Heflin and Kenneth W. Shaw

    Version of Record online : 2 FEB 2005, DOI: 10.1111/j.1475-6803.2005.00118.x

  15. ADVERSE SELECTION, INVENTORY-HOLDING COSTS, AND DEPTH

    Journal of Financial Research

    Volume 24, Issue 1, Spring 2001, Pages: 65–82, Frank Heflin and Kenneth W. Shaw

    Version of Record online : 27 AUG 2014, DOI: 10.1111/j.1475-6803.2001.tb00818.x

  16. Event Day 0? After-Hours Earnings Announcements

    Journal of Accounting Research

    Volume 47, Issue 1, March 2009, Pages: 71–103, HENK BERKMAN and CAMERON TRUONG

    Version of Record online : 22 DEC 2008, DOI: 10.1111/j.1475-679X.2008.00312.x

  17. Information Content in Small and Large Trades

    Economic Notes

    Volume 40, Issue 1-2, February / July 2011, Pages: 45–74, Malay K. Dey, Hal Stern and Hongmei Zhang

    Version of Record online : 7 JUL 2011, DOI: 10.1111/j.1468-0300.2011.00232.x

  18. Competition between Exchanges: Euronext versus Xetra

    European Financial Management

    Volume 15, Issue 1, January 2009, Pages: 181–207, Maria Kasch-Haroutounian and Erik Theissen

    Version of Record online : 22 JAN 2008, DOI: 10.1111/j.1468-036X.2007.00425.x

  19. Secondary Trading Costs in the Municipal Bond Market

    The Journal of Finance

    Volume 61, Issue 3, June 2006, Pages: 1361–1397, LAWRENCE E. HARRIS and MICHAEL S. PIWOWAR

    Version of Record online : 16 MAY 2006, DOI: 10.1111/j.1540-6261.2006.00875.x

  20. Run EDGAR Run: SEC Dissemination in a High-Frequency World

    Journal of Accounting Research

    Volume 55, Issue 2, May 2017, Pages: 459–505, JONATHAN L. ROGERS, DOUGLAS J. SKINNER and SARAH L. C. ZECHMAN

    Version of Record online : 22 MAR 2017, DOI: 10.1111/1475-679X.12167