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There are 9815 results for: content related to: Electricity Forward Prices: A High-Frequency Empirical Analysis

  1. Noisy Prices and Inference Regarding Returns

    The Journal of Finance

    Volume 68, Issue 2, April 2013, Pages: 665–714, ELENA ASPAROUHOVA, HENDRIK BESSEMBINDER and IVALINA KALCHEVA

    Article first published online : 7 MAR 2013, DOI: 10.1111/jofi.12010

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    Does Algorithmic Trading Improve Liquidity?

    The Journal of Finance

    Volume 66, Issue 1, February 2011, Pages: 1–33, TERRENCE HENDERSHOTT, CHARLES M. JONES and ALBERT J. MENKVELD

    Article first published online : 6 JAN 2011, DOI: 10.1111/j.1540-6261.2010.01624.x

  3. Corporate Bond Market Transaction Costs and Transparency

    The Journal of Finance

    Volume 62, Issue 3, June 2007, Pages: 1421–1451, AMY K. EDWARDS, LAWRENCE E. HARRIS and MICHAEL S. PIWOWAR

    Article first published online : 8 MAY 2007, DOI: 10.1111/j.1540-6261.2007.01240.x

  4. Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1259–1294, Werner Antweiler and Murray Z. Frank

    Article first published online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00662.x

  5. Competition for Order Flow and Smart Order Routing Systems

    The Journal of Finance

    Volume 63, Issue 1, February 2008, Pages: 119–158, THIERRY FOUCAULT and ALBERT J. MENKVELD

    Article first published online : 10 JAN 2008, DOI: 10.1111/j.1540-6261.2008.01312.x

  6. A Simple Way to Estimate Bid-Ask Spreads from Daily High and Low Prices

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 719–760, SHANE A. CORWIN and PAUL SCHULTZ

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01729.x

  7. Individual Investors and Volatility

    The Journal of Finance

    Volume 66, Issue 4, August 2011, Pages: 1369–1406, THIERRY FOUCAULT, DAVID SRAER and DAVID J. THESMAR

    Article first published online : 19 JUL 2011, DOI: 10.1111/j.1540-6261.2011.01668.x

  8. Rollover Risk and Credit Risk

    The Journal of Finance

    Volume 67, Issue 2, April 2012, Pages: 391–430, ZHIGUO HE and WEI XIONG

    Article first published online : 27 MAR 2012, DOI: 10.1111/j.1540-6261.2012.01721.x

  9. An Anatomy of Commodity Futures Risk Premia

    The Journal of Finance

    Volume 69, Issue 1, February 2014, Pages: 453–482, MARTA SZYMANOWSKA, FRANS DE ROON, THEO NIJMAN and ROB VAN DEN GOORBERGH

    Article first published online : 7 JAN 2014, DOI: 10.1111/jofi.12096

  10. The Variability of IPO Initial Returns

    The Journal of Finance

    Volume 65, Issue 2, April 2010, Pages: 425–465, MICHELLE LOWRY, MICAH S. OFFICER and G. WILLIAM SCHWERT

    Article first published online : 19 MAR 2010, DOI: 10.1111/j.1540-6261.2009.01540.x

  11. Equilibrium Exhaustible Resource Price Dynamics

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1663–1703, MURRAY CARLSON, ZEIGHAM KHOKHER and SHERIDAN TITMAN

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01254.x

  12. Liquidity and the Law of One Price: The Case of the Futures-Cash Basis

    The Journal of Finance

    Volume 62, Issue 5, October 2007, Pages: 2201–2234, RICHARD ROLL, EDUARDO SCHWARTZ and AVANIDHAR SUBRAHMANYAM

    Article first published online : 4 SEP 2007, DOI: 10.1111/j.1540-6261.2007.01273.x

  13. Equilibrium in a Dynamic Limit Order Market

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2149–2192, RONALD L. GOETTLER, CHRISTINE A. PARLOUR and UDAY RAJAN

    Article first published online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00795.x

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    Click or Call? Auction versus Search in the Over-the-Counter Market

    The Journal of Finance

    Volume 70, Issue 1, Febraruy 2015, Pages: 419–447, TERRENCE HENDERSHOTT and ANANTH MADHAVAN

    Article first published online : 19 JAN 2015, DOI: 10.1111/jofi.12164

  15. Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates

    The Journal of Finance

    Volume 60, Issue 5, October 2005, Pages: 2283–2331, JAIME CASASSUS and PIERRE COLLIN-DUFRESNE

    Article first published online : 16 SEP 2005, DOI: 10.1111/j.1540-6261.2005.00799.x

  16. Price Discovery in Illiquid Markets: Do Financial Asset Prices Rise Faster Than They Fall?

    The Journal of Finance

    Volume 65, Issue 5, October 2010, Pages: 1669–1702, RICHARD C. GREEN, DAN LI and NORMAN SCHÜRHOFF

    Article first published online : 21 SEP 2010, DOI: 10.1111/j.1540-6261.2010.01590.x

  17. Model Uncertainty and Option Markets with Heterogeneous Beliefs

    The Journal of Finance

    Volume 61, Issue 6, December 2006, Pages: 2841–2897, ANDREA BURASCHI and ALEXEI JILTSOV

    Article first published online : 11 JAN 2007, DOI: 10.1111/j.1540-6261.2006.01006.x

  18. Working Orders in Limit Order Markets and Floor Exchanges

    The Journal of Finance

    Volume 62, Issue 4, August 2007, Pages: 1589–1621, KERRY BACK and SHMUEL BARUCH

    Article first published online : 14 AUG 2007, DOI: 10.1111/j.1540-6261.2007.01252.x

  19. Liquidity Cycles and Make/Take Fees in Electronic Markets

    The Journal of Finance

    Volume 68, Issue 1, February 2013, Pages: 299–341, THIERRY FOUCAULT, OHAD KADAN and EUGENE KANDEL

    Article first published online : 11 JAN 2013, DOI: 10.1111/j.1540-6261.2012.01801.x

  20. Time Variation in Liquidity: The Role of Market-Maker Inventories and Revenues

    The Journal of Finance

    Volume 65, Issue 1, February 2010, Pages: 295–331, CAROLE COMERTON-FORDE, TERRENCE HENDERSHOTT, CHARLES M. JONES, PAMELA C. MOULTON and MARK S. SEASHOLES

    Article first published online : 13 JAN 2010, DOI: 10.1111/j.1540-6261.2009.01530.x