| 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 |
0 |
0 |
4 |
36 |
0 |
0 |
6 |
137 |
| A Survey of the Microstructure of Fixed-Income Markets |
2 |
5 |
6 |
31 |
2 |
7 |
15 |
104 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
3 |
138 |
0 |
0 |
6 |
495 |
| An empirical analysis of risk premia in futures markets |
0 |
1 |
2 |
10 |
1 |
2 |
3 |
41 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
0 |
5 |
261 |
0 |
0 |
9 |
638 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
1 |
2 |
573 |
1 |
2 |
11 |
1,453 |
| Capital Commitment and Illiquidity in Corporate Bonds |
1 |
2 |
12 |
47 |
2 |
6 |
29 |
195 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
0 |
5 |
44 |
1 |
1 |
10 |
135 |
| Chinese and Global ADRs: The US Investor Experience |
0 |
1 |
1 |
1 |
0 |
2 |
3 |
3 |
| Comments |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
82 |
| Do stocks outperform Treasury bills? |
0 |
3 |
23 |
381 |
2 |
10 |
84 |
1,079 |
| Does an electronic stock exchange need an upstairs market? |
0 |
0 |
4 |
183 |
1 |
1 |
5 |
500 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
3 |
9 |
24 |
678 |
6 |
16 |
42 |
1,220 |
| Firm characteristics and long-run stock returns after corporate events |
1 |
1 |
7 |
151 |
2 |
3 |
18 |
568 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
0 |
0 |
2 |
189 |
1 |
2 |
8 |
476 |
| Futures-Trading Activity and Stock Price Volatility |
1 |
3 |
14 |
525 |
2 |
4 |
26 |
1,219 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
0 |
105 |
0 |
1 |
1 |
274 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
0 |
0 |
109 |
0 |
0 |
2 |
427 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
0 |
0 |
1 |
407 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
55 |
| Liquidity biases in asset pricing tests |
0 |
0 |
2 |
140 |
0 |
1 |
8 |
606 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
1 |
1 |
9 |
73 |
1 |
3 |
23 |
232 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
0 |
3 |
9 |
0 |
1 |
7 |
20 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
0 |
4 |
12 |
12 |
2 |
8 |
25 |
25 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
4 |
6 |
25 |
1,111 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
1 |
19 |
0 |
0 |
3 |
73 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
0 |
0 |
2 |
431 |
0 |
2 |
12 |
1,022 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
37 |
0 |
3 |
12 |
463 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
0 |
2 |
9 |
645 |
2 |
4 |
15 |
1,356 |
| Measuring Abnormal Bond Performance |
1 |
3 |
15 |
186 |
1 |
7 |
30 |
461 |
| Mutual fund performance at long horizons |
1 |
1 |
6 |
28 |
2 |
2 |
17 |
81 |
| Noisy Prices and Inference Regarding Returns |
1 |
1 |
2 |
34 |
1 |
2 |
3 |
157 |
| Overallocation and secondary market outcomes in corporate bond offerings |
1 |
1 |
4 |
10 |
2 |
2 |
10 |
37 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
80 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
1 |
3 |
16 |
432 |
1 |
3 |
38 |
886 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
1 |
1 |
128 |
0 |
1 |
2 |
374 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
0 |
138 |
0 |
2 |
3 |
457 |
| Risk Hedging and Loan Covenants |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
4 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
1 |
4 |
13 |
641 |
1 |
7 |
23 |
1,677 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
173 |
| The profitability of technical trading rules in the Asian stock markets |
0 |
1 |
3 |
625 |
0 |
3 |
11 |
1,256 |
| The “Roll Yield” Myth |
0 |
0 |
1 |
1 |
0 |
0 |
4 |
4 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
0 |
0 |
4 |
461 |
| Time-varying risk premia and forecastable returns in futures markets |
1 |
2 |
9 |
453 |
1 |
2 |
13 |
853 |
| Trade Execution Costs and Market Quality after Decimalization |
0 |
2 |
4 |
103 |
0 |
4 |
10 |
264 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
0 |
27 |
0 |
0 |
1 |
108 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Total Journal Articles |
16 |
52 |
227 |
8,015 |
43 |
126 |
590 |
21,750 |
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