Financial Review

Cover image for Vol. 52 Issue 2

Edited By: Srini Krishnamurthy, NC State University; Richard Warr, NC State University

Online ISSN: 1540-6288

Virtual Issue: Trading


Short Selling and the Weekend Effect in Nasdaq Stock Returns
Stephen E. Christophe, Michael G. Ferri and James J. Angel

Anonymity, Stealth Trading, and the Information Content of Broker Identity
Alex Frino, David Johnstone and Hui Zheng

Price Movers on the Stock Exchange of Thailand: Evidence from a Fully Automated Order- Driven Market
Charlie Charoenwong, David K. Ding and Nattawut Jenwittayaroje

Changes in the Information Efficiency of Stock Prices: Additional Evidence
Richard A DeFusco, Suchi Mishra and K. Raghunandan

The Impact of Large Changes in Asset Prices on Intra- Market Correlations in the Domestic and International Markets
Ehud I. Ronn, Akin Sayrak and Stathis Tompaidis