| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| Algorithmic Trading, Liquidity, and Price Discovery: An Intraday Analysis of the SPI 200 Futures |
0 |
1 |
5 |
17 |
0 |
2 |
13 |
72 |
| Brokerage Commissions and Institutional Trading Patterns |
0 |
1 |
4 |
59 |
2 |
4 |
9 |
271 |
| Circuit Breakers, Trading Collars, and Volatility Transmission Across Markets: Evidence from NYSE Rule 80A |
0 |
0 |
0 |
6 |
0 |
0 |
0 |
35 |
| Clustering of Trade Prices by High-Frequency and Non–High-Frequency Trading Firms |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
43 |
| Competition in the market for NASDAQ securities |
0 |
0 |
0 |
36 |
0 |
1 |
1 |
151 |
| Computerization of the Equity, Foreign Exchange, Derivatives, and Fixed-Income Markets |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
33 |
| Computerized and High-Frequency Trading |
0 |
0 |
0 |
34 |
1 |
1 |
2 |
100 |
| Do dividends matter more in declining markets? |
0 |
0 |
1 |
67 |
0 |
0 |
8 |
281 |
| Eighths, sixteenths, and market depth: changes in tick size and liquidity provision on the NYSE |
1 |
1 |
1 |
112 |
1 |
1 |
8 |
465 |
| High-Frequency Traders and Market Structure |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
34 |
| High-Frequency Trading and the Execution Costs of Institutional Investors |
0 |
0 |
3 |
19 |
0 |
0 |
4 |
71 |
| How Aggressive Are High-Frequency Traders? |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
59 |
| How Slow Is the NBBO? A Comparison with Direct Exchange Feeds |
2 |
2 |
4 |
18 |
2 |
2 |
4 |
111 |
| Information Transmission between Financial Markets in Chicago and New York |
0 |
0 |
0 |
13 |
0 |
0 |
0 |
56 |
| Inter-market competition for NYSE-listed securities under decimals |
0 |
0 |
0 |
27 |
1 |
1 |
1 |
82 |
| Market Making and Trading in Nasdaq Stocks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
141 |
| Privatization success and failure: finance theory and regulation in the transitional economies of Albania and the Czech Republic |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
209 |
| Purchasing IPOs with Commissions |
0 |
1 |
1 |
28 |
1 |
2 |
3 |
85 |
| Quotes, Order Flow, and Price Discovery |
0 |
0 |
1 |
80 |
0 |
1 |
2 |
329 |
| Real Estate Investment Trusts, Small Stocks and Bid‐ask Spreads |
0 |
0 |
1 |
22 |
0 |
0 |
6 |
127 |
| Special Issue on Computerized and High-Frequency Trading: Guest Editor's Note |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
23 |
| The Global Preference for Dividends in Declining Markets |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
24 |
| The Provision of Liquidity by High-Frequency Participants |
0 |
3 |
7 |
43 |
0 |
5 |
9 |
102 |
| The Sound of Silence |
0 |
0 |
0 |
7 |
1 |
1 |
4 |
34 |
| Trading strategies during circuit breakers and extreme market movements |
0 |
0 |
5 |
224 |
0 |
0 |
10 |
509 |
| When Finance Meets Physics: The Impact of the Speed of Light on Financial Markets and Their Regulation |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
37 |
| Total Journal Articles |
3 |
9 |
35 |
867 |
10 |
22 |
94 |
3,484 |
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