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There are 30875 results for: content related to: Information Effects of Trade Size and Trade Direction: Evidence from the KOSPI 200 Index Options Market *

  1. Large trades and intraday futures price behavior

    Journal of Futures Markets

    Volume 28, Issue 12, December 2008, Pages: 1147–1181, Alex Frino, Johan Bjursell, George H. K. Wang and Andrew Lepone

    Version of Record online : 17 OCT 2008, DOI: 10.1002/fut.20366

  2. Tax-Induced Dividend Capturing

    Journal of Business Finance & Accounting

    Volume 37, Issue 7-8, July/August 2010, Pages: 866–904, Oliver Zhen Li

    Version of Record online : 7 JUN 2010, DOI: 10.1111/j.1468-5957.2010.02210.x

  3. Assessing inefficiency in the s&p 500 futures market

    Journal of Forecasting

    Volume 12, Issue 5, June 1993, Pages: 395–420, C. H. Farrell and E. A. Olszewski

    Version of Record online : 2 NOV 2006, DOI: 10.1002/for.3980120503

  4. Commonality in trading activity and futures-cash basis: Evidence from the Taiwan futures and stock markets

    Journal of Futures Markets

    Volume 32, Issue 10, October 2012, Pages: 964–994, Hsiu-Chuan Lee, Cheng-Yi Chien and Tzu-Hsiang Liao

    Version of Record online : 8 JUL 2011, DOI: 10.1002/fut.20541

  5. Trigger happy or gun shy? Dissolving common-value partnerships with Texas shootouts

    The RAND Journal of Economics

    Volume 41, Issue 4, Winter 2010, Pages: 649–673, Richard R. W. Brooks, Claudia M. Landeo and Kathryn E. Spier

    Version of Record online : 8 NOV 2010, DOI: 10.1111/j.1756-2171.2010.00115.x

  6. Option Market Characteristics and Price Monotonicity Violations

    Journal of Futures Markets

    Volume 37, Issue 5, May 2017, Pages: 473–498, Heejin Yang, Hyung-Suk Choi and Doojin Ryu

    Version of Record online : 22 NOV 2016, DOI: 10.1002/fut.21826

  7. Should an OEM Retain Component Procurement when the CM Produces Competing Products?

    Production and Operations Management

    Volume 21, Issue 5, September-October 2012, Pages: 907–922, Ying-Ju Chen, Stephen Shum and Wenqiang Xiao

    Version of Record online : 11 MAR 2012, DOI: 10.1111/j.1937-5956.2012.01325.x

  8. The Dynamics of Institutional and Individual Trading

    The Journal of Finance

    Volume 58, Issue 6, December 2003, Pages: 2285–2320, John M. Griffin, Jeffrey H. Harris and Selim Topaloglu

    Version of Record online : 7 NOV 2003, DOI: 10.1046/j.1540-6261.2003.00606.x

  9. How Investors Trade Around Interim Earnings Announcements

    Journal of Business Finance & Accounting

    Volume 33, Issue 1-2, January/March 2006, Pages: 145–178, Markku Vieru, Jukka Perttunen and Hannu Schadewitz

    Version of Record online : 21 FEB 2006, DOI: 10.1111/j.1468-5957.2006.01358.x

  10. 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

  11. Which Random Walk Best Portrays the Dynamics of the Japanese Yen?

    Australian Economic Papers

    Volume 53, Issue 3-4, December 2014, Pages: 153–169, James J. Kung and E-Ching Wu

    Version of Record online : 27 MAR 2015, DOI: 10.1111/1467-8454.12034

  12. Insightful Insiders? Insider Trading and Stock Return around Debt Covenant Violation Disclosures

    Abacus

    Volume 50, Issue 2, June 2014, Pages: 117–145, Paul A. Griffin, David H. Lont and Kate McClune

    Version of Record online : 3 JUN 2014, DOI: 10.1111/abac.12025

  13. Trading Patience, Order Flows, and Liquidity in an Index Futures Market

    Journal of Futures Markets

    Volume 34, Issue 8, August 2014, Pages: 731–756, Caihong Xu

    Version of Record online : 5 MAR 2014, DOI: 10.1002/fut.21664

  14. Transactions in futures markets: Informed or uninformed?

    Journal of Futures Markets

    Volume 27, Issue 12, December 2007, Pages: 1159–1174, Alex Frino, Jennifer Kruk and Andrew Lepone

    Version of Record online : 9 OCT 2007, DOI: 10.1002/fut.20290

  15. Slippage in futures markets: Evidence from the Sydney Futures Exchange

    Journal of Futures Markets

    Volume 25, Issue 12, December 2005, Pages: 1129–1146, Alex Frino and Teddy Oetomo

    Version of Record online : 19 OCT 2005, DOI: 10.1002/fut.20184

  16. Efficient partnership dissolution under buy-sell clauses

    The RAND Journal of Economics

    Volume 39, Issue 1, Spring 2008, Pages: 184–198, María-Angeles de Frutos and Thomas Kittsteiner

    Version of Record online : 11 APR 2008, DOI: 10.1111/j.1756-2171.2008.00009.x

  17. An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse

    The Journal of Finance

    Volume 50, Issue 5, December 1995, Pages: 1655–1689, BRUNO BIAIS, PIERRE HILLION and CHESTER SPATT

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1995.tb05192.x

  18. Simple Technical Trading Rules and the Stochastic Properties of Stock Returns

    The Journal of Finance

    Volume 47, Issue 5, December 1992, Pages: 1731–1764, WILLIAM BROCK, JOSEF LAKONISHOK and BLAKE LeBARON

    Version of Record online : 30 APR 2012, DOI: 10.1111/j.1540-6261.1992.tb04681.x

  19. Valuation Model Use and the Price Target Performance of Sell-Side Equity Analysts

    Contemporary Accounting Research

    Volume 30, Issue 1, Spring 2013 (March), Pages: 80–115, Cristi A. Gleason, W. Bruce Johnson and Haidan Li

    Version of Record online : 8 MAR 2012, DOI: 10.1111/j.1911-3846.2011.01142.x

  20. Simple Trading Rules and the Market for Internet Stocks

    International Review of Finance

    Volume 2, Issue 4, December 2001, Pages: 247–268, Wai Mun Fong and Yat Wai Ho

    Version of Record online : 17 FEB 2003, DOI: 10.1111/1468-2443.00029