| 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 |
1 |
39 |
3 |
8 |
18 |
157 |
| A Survey of the Microstructure of Fixed-Income Markets |
1 |
1 |
1 |
33 |
2 |
5 |
18 |
125 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
0 |
138 |
1 |
5 |
13 |
508 |
| An empirical analysis of risk premia in futures markets |
0 |
0 |
0 |
10 |
0 |
1 |
5 |
47 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
0 |
2 |
263 |
0 |
1 |
8 |
646 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
0 |
5 |
578 |
1 |
4 |
21 |
1,475 |
| Capital Commitment and Illiquidity in Corporate Bonds |
1 |
1 |
3 |
54 |
1 |
6 |
30 |
236 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
2 |
2 |
48 |
1 |
3 |
13 |
150 |
| Chinese and Global ADRs: The US Investor Experience |
0 |
0 |
2 |
3 |
0 |
1 |
13 |
16 |
| Comments |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
87 |
| Do stocks outperform Treasury bills? |
4 |
19 |
52 |
434 |
30 |
126 |
366 |
1,459 |
| Does an electronic stock exchange need an upstairs market? |
0 |
1 |
2 |
185 |
0 |
1 |
12 |
513 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
5 |
13 |
33 |
720 |
11 |
31 |
103 |
1,342 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
0 |
0 |
153 |
3 |
10 |
32 |
607 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
0 |
1 |
5 |
195 |
3 |
8 |
24 |
502 |
| Futures-Trading Activity and Stock Price Volatility |
1 |
3 |
5 |
533 |
3 |
11 |
23 |
1,251 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
0 |
105 |
0 |
1 |
6 |
281 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
2 |
2 |
2 |
112 |
2 |
3 |
17 |
446 |
| How Should Investors’ Long-Term Returns Be Measured? |
1 |
7 |
22 |
25 |
1 |
12 |
45 |
63 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
1 |
2 |
9 |
416 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
1 |
3 |
13 |
3 |
10 |
21 |
77 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
1 |
3 |
17 |
624 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
2 |
2 |
4 |
77 |
2 |
5 |
18 |
252 |
| Long Run Stock Returns after Corporate Events Revisited |
1 |
1 |
1 |
10 |
3 |
7 |
17 |
37 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
1 |
3 |
21 |
36 |
7 |
21 |
70 |
101 |
| Long-run post-event returns in global stock markets |
2 |
4 |
10 |
10 |
8 |
26 |
53 |
53 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
0 |
9 |
53 |
1,167 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
0 |
19 |
0 |
2 |
16 |
90 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
1 |
3 |
8 |
440 |
3 |
12 |
32 |
1,056 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
38 |
0 |
10 |
27 |
490 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
0 |
3 |
11 |
660 |
2 |
13 |
31 |
1,394 |
| Measuring Abnormal Bond Performance |
3 |
4 |
8 |
199 |
3 |
8 |
20 |
490 |
| Mutual fund performance at long horizons |
1 |
2 |
10 |
39 |
5 |
15 |
55 |
142 |
| Noisy Prices and Inference Regarding Returns |
0 |
1 |
1 |
35 |
0 |
1 |
11 |
168 |
| Overallocation and secondary market outcomes in corporate bond offerings |
0 |
1 |
3 |
13 |
2 |
6 |
35 |
74 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
0 |
21 |
1 |
3 |
8 |
90 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
5 |
8 |
23 |
461 |
10 |
19 |
66 |
968 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
0 |
1 |
129 |
0 |
3 |
11 |
386 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
0 |
138 |
0 |
2 |
10 |
468 |
| Risk Hedging and Loan Covenants |
1 |
1 |
3 |
3 |
2 |
2 |
12 |
18 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
2 |
3 |
14 |
655 |
3 |
6 |
42 |
1,720 |
| The (Large) Effect of Return Horizon on Fund Alpha |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
5 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
0 |
2 |
7 |
180 |
| The profitability of technical trading rules in the Asian stock markets |
1 |
1 |
6 |
634 |
2 |
5 |
22 |
1,284 |
| The “Roll Yield” Myth |
0 |
6 |
9 |
10 |
2 |
17 |
25 |
30 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
0 |
2 |
9 |
470 |
| Time-varying risk premia and forecastable returns in futures markets |
0 |
0 |
3 |
458 |
1 |
4 |
20 |
875 |
| Trade Execution Costs and Market Quality after Decimalization |
0 |
0 |
2 |
107 |
0 |
7 |
21 |
290 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
0 |
28 |
0 |
2 |
10 |
119 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
1 |
6 |
13 |
15 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
1 |
3 |
7 |
8 |
| Total Journal Articles |
35 |
94 |
279 |
8,353 |
126 |
472 |
1,544 |
23,468 |
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