| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks |
2 |
6 |
11 |
11 |
7 |
16 |
23 |
23 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
3 |
19 |
74 |
4 |
15 |
61 |
262 |
| An empirical examination of information, differences of opinion, and trading activity |
4 |
7 |
28 |
114 |
7 |
16 |
59 |
236 |
| Bid-ask spreads in the interbank foreign exchange markets |
8 |
27 |
103 |
285 |
22 |
77 |
310 |
768 |
| Comments |
0 |
0 |
0 |
0 |
1 |
4 |
13 |
13 |
| Does an electronic stock exchange need an upstairs market? |
0 |
2 |
7 |
125 |
1 |
5 |
31 |
307 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
12 |
19 |
113 |
437 |
15 |
35 |
168 |
690 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
1 |
8 |
11 |
11 |
3 |
11 |
16 |
16 |
| Futures-Trading Activity and Stock Price Volatility |
3 |
13 |
70 |
202 |
7 |
26 |
139 |
413 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
2 |
5 |
32 |
59 |
2 |
7 |
46 |
116 |
| Issues in assessing trade execution costs |
1 |
3 |
21 |
126 |
3 |
7 |
34 |
239 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
19 |
34 |
125 |
421 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
3 |
6 |
24 |
58 |
4 |
12 |
49 |
150 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
0 |
0 |
11 |
27 |
116 |
131 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
3 |
12 |
66 |
300 |
8 |
29 |
141 |
647 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
6 |
13 |
32 |
32 |
9 |
31 |
72 |
72 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
1 |
18 |
71 |
1 |
7 |
38 |
219 |
| Return Autocorrelations around Nontrading Days |
0 |
2 |
13 |
82 |
0 |
5 |
26 |
288 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
2 |
11 |
63 |
352 |
6 |
22 |
110 |
1,032 |
| The degree of price resolution and equity trading costs |
0 |
1 |
4 |
39 |
0 |
4 |
13 |
110 |
| The profitability of technical trading rules in the Asian stock markets |
6 |
11 |
58 |
247 |
7 |
21 |
92 |
421 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
11 |
84 |
2 |
3 |
26 |
246 |
| Time-varying risk premia and forecastable returns in futures markets |
4 |
20 |
65 |
194 |
5 |
33 |
106 |
328 |
| Trade Execution Costs and Market Quality after Decimalization |
1 |
4 |
8 |
8 |
4 |
12 |
22 |
22 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
3 |
3 |
2 |
6 |
10 |
10 |
| Total Journal Articles |
58 |
174 |
780 |
2,914 |
150 |
465 |
1,846 |
7,180 |
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