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There are 17295 results for: content related to: Price Discovery in Near- and Away-from-the-Money Option Markets

  1. Price Discovery and Liquidity in Basket Securities

    Financial Review

    Volume 43, Issue 2, May 2008, Pages: 219–239, Thomas Henker and Martin Martens

    Version of Record online : 31 MAR 2008, DOI: 10.1111/j.1540-6288.2008.00192.x

  2. Intra-Dealer Integration

    European Financial Management

    Volume 16, Issue 4, September 2010, Pages: 507–527, Laurent Germain, Brian Kluger, Crina Pungulescu, David Stolin and Daniel Weaver

    Version of Record online : 9 JUL 2010, DOI: 10.1111/j.1468-036X.2010.00553.x

  3. Forecasting Stock Return Volatility: A Comparison of GARCH, Implied Volatility, and Realized Volatility Models

    Journal of Futures Markets

    Volume 36, Issue 12, December 2016, Pages: 1127–1163, Dimos S. Kambouroudis, David G. McMillan and Katerina Tsakou

    Version of Record online : 29 APR 2016, DOI: 10.1002/fut.21783

  4. 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

    Version of Record online : 18 MAR 2011, DOI: 10.1111/j.1475-6803.2010.01286.x

  5. Market Sidedness: Insights into Motives for Trade Initiation

    The Journal of Finance

    Volume 64, Issue 1, February 2009, Pages: 375–423, ASANI SARKAR and ROBERT A. SCHWARTZ

    Version of Record online : 23 JAN 2009, DOI: 10.1111/j.1540-6261.2008.01437.x

  6. Has the introduction of S&P 500 ETF options led to improvements in price discovery of SPDRs?

    Journal of Futures Markets

    Volume 32, Issue 7, July 2012, Pages: 683–711, Wei-Peng Chen and Huimin Chung

    Version of Record online : 5 JUL 2011, DOI: 10.1002/fut.20538

  7. Short Selling and Intraday Price Pressures

    Financial Management

    Volume 41, Issue 2, Summer 2012, Pages: 345–370, Andriy Shkilko, Bonnie Van Ness and Robert Van Ness

    Version of Record online : 4 APR 2012, DOI: 10.1111/j.1755-053X.2012.01189.x

  8. Can Brokers Have It All? On the Relation between Make-Take Fees and Limit Order Execution Quality

    The Journal of Finance

    Volume 71, Issue 5, October 2016, Pages: 2193–2238, ROBERT BATTALIO, SHANE A. CORWIN and ROBERT JENNINGS

    Version of Record online : 14 SEP 2016, DOI: 10.1111/jofi.12422

  9. 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

  10. Regulation NMS and Market Quality

    Financial Management

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

    Version of Record online : 24 APR 2012, DOI: 10.1111/j.1755-053X.2012.01184.x

  11. THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE-SELECTION COSTS FOR NASDAQ STOCKS

    Journal of Financial Research

    Volume 28, Issue 3, September 2005, Pages: 461–485, Bonnie F. Van Ness, Robert A. Van Ness and Richard S. Warr

    Version of Record online : 28 JUL 2005, DOI: 10.1111/j.1475-6803.2005.00134.x

  12. Intraday Rallies and Crashes: Spillovers of Trading Halts

    International Journal of Finance & Economics

    Volume 21, Issue 4, October 2016, Pages: 472–501, Bei Cui and Arie E. Gozluklu

    Version of Record online : 12 AUG 2016, DOI: 10.1002/ijfe.1556

  13. Information-Based Trading and Price Improvement

    Journal of Business Finance & Accounting

    Volume 36, Issue 5-6, June/July 2009, Pages: 754–773, Kaun Y. Lee and Kee H. Chung

    Version of Record online : 4 JUN 2009, DOI: 10.1111/j.1468-5957.2009.02142.x

  14. Informed Trading in Stock and Option Markets

    The Journal of Finance

    Volume 59, Issue 3, June 2004, Pages: 1235–1257, Sugato Chakravarty, Huseyin Gulen and Stewart Mayhew

    Version of Record online : 27 NOV 2005, DOI: 10.1111/j.1540-6261.2004.00661.x

  15. The Impact of Terrorism on the Defence Industry

    Economica

    Volume 77, Issue 307, July 2010, Pages: 518–543, CLAUDE BERREBI and ESTEBAN F. KLOR

    Version of Record online : 24 DEC 2008, DOI: 10.1111/j.1468-0335.2008.00766.x

  16. Relative Efficiency of Price Discovery on an Established New Market and the Main Board: Evidence from Korea

    Asia-Pacific Journal of Financial Studies

    Volume 39, Issue 4, August 2010, Pages: 459–494, Kyong Shik Eom, Junghoon Seon and Kook-Hyun Chang

    Version of Record online : 30 JUL 2010, DOI: 10.1111/j.2041-6156.2010.01019.x

  17. Emerging from Bankruptcy with When-Issued Trading

    Financial Review

    Volume 47, Issue 3, August 2012, Pages: 445–467, Raymond M. Brooks and J. Jimmy Yang

    Version of Record online : 6 JUL 2012, DOI: 10.1111/j.1540-6288.2012.00336.x

  18. Cross-Border Listings and Price Discovery: Evidence from U.S.-Listed Canadian Stocks

    The Journal of Finance

    Volume 58, Issue 2, April 2003, Pages: 549–575, Cheol S. Eun and Sanjiv Sabherwal

    Version of Record online : 21 MAR 2003, DOI: 10.1111/1540-6261.00537

  19. Short- and Long-Term Effects of Multimarket Trading

    Financial Review

    Volume 42, Issue 3, August 2007, Pages: 349–372, Vanthuan Nguyen, Bonnie F. Van Ness and Robert A. Van Ness

    Version of Record online : 30 AUG 2007, DOI: 10.1111/j.1540-6288.2007.00175.x

  20. Intraday Variation in the Bid-Ask Spread: Evidence after the Market Reform

    Journal of Financial Research

    Volume 26, Issue 2, June 2003, Pages: 191–206, Kee H. Chung and Xin Zhao

    Version of Record online : 14 MAY 2003, DOI: 10.1111/1475-6803.00054