| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Regime-Level Empirical Model of the Specialist Quote Revision Process |
0 |
0 |
0 |
11 |
0 |
0 |
5 |
90 |
| A Transactions Data Analysis of Intraday Betas |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
43 |
| A note on the distribution types of financial ratios in the commercial banking industry |
2 |
4 |
11 |
37 |
2 |
7 |
41 |
244 |
| A transactions data analysis of the variability of common stock returns during 1980-1984 |
2 |
2 |
17 |
42 |
4 |
6 |
33 |
87 |
| Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note |
1 |
6 |
13 |
56 |
3 |
10 |
36 |
147 |
| After-hours trading of NYSE stocks on the regional stock exchanges |
0 |
0 |
4 |
21 |
3 |
8 |
105 |
489 |
| An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks |
1 |
11 |
81 |
233 |
1 |
16 |
216 |
693 |
| An Intraday Examination of the Components of the Bid-Ask Spread |
1 |
2 |
7 |
47 |
1 |
4 |
21 |
119 |
| An Investigation of Transactions Data for NYSE Stocks |
2 |
6 |
35 |
130 |
2 |
9 |
79 |
327 |
| An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect |
1 |
4 |
12 |
69 |
2 |
6 |
39 |
226 |
| An exploratory study of portfolio objectives and asset holdings |
1 |
1 |
8 |
62 |
2 |
6 |
67 |
267 |
| An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore |
0 |
2 |
9 |
45 |
0 |
2 |
14 |
100 |
| Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income-Producing Property |
1 |
3 |
5 |
5 |
2 |
5 |
16 |
19 |
| Asymmetric Information in the IPO Aftermarket |
1 |
4 |
35 |
103 |
5 |
19 |
92 |
277 |
| Automated trade execution and trading activity: The case of the Vancouver stock exchange |
0 |
0 |
1 |
20 |
0 |
2 |
9 |
106 |
| Behavior of municipal bond default-risk premiums by maturity |
0 |
0 |
11 |
36 |
0 |
1 |
64 |
246 |
| Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets |
0 |
3 |
12 |
21 |
2 |
13 |
47 |
81 |
| Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis |
1 |
1 |
2 |
18 |
1 |
3 |
33 |
106 |
| Bids and asks in disequilibrium market microstructure: The case of IBM |
0 |
1 |
7 |
28 |
1 |
4 |
14 |
73 |
| Block versus Nonblock Trading Patterns |
0 |
0 |
0 |
1 |
1 |
2 |
14 |
136 |
| Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets |
1 |
3 |
10 |
10 |
5 |
9 |
19 |
19 |
| Common factor components versus information shares: a reply |
1 |
2 |
7 |
42 |
1 |
3 |
15 |
102 |
| Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods |
0 |
1 |
5 |
23 |
0 |
2 |
10 |
80 |
| Competition from the limit order book and NYSE spreads |
0 |
0 |
3 |
24 |
0 |
0 |
11 |
124 |
| Cross-Listings and Home Market Trading Volume: The Case of Malaysia and Singapore |
0 |
0 |
4 |
4 |
2 |
5 |
11 |
11 |
| Cyclical variability of bond risk premia: A note |
0 |
0 |
2 |
4 |
0 |
2 |
8 |
22 |
| Do More Risk-Averse Investors Have Lower Net Worth and Income? |
0 |
0 |
0 |
0 |
0 |
0 |
9 |
72 |
| Ex-Ante Expectations and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
2 |
13 |
40 |
| Explaining investor behavior using an adjective check list |
0 |
2 |
11 |
55 |
3 |
9 |
60 |
354 |
| Financial analysts and price discovery |
0 |
2 |
16 |
66 |
4 |
11 |
42 |
146 |
| Hourly Returns, Volume, Trade Size, and Number of Trades |
0 |
0 |
0 |
0 |
2 |
2 |
2 |
2 |
| IMF bailouts, contagion effects, and bank security returns |
0 |
2 |
9 |
49 |
1 |
6 |
18 |
119 |
| Individual investors and risk-taking |
1 |
10 |
26 |
67 |
2 |
17 |
47 |
124 |
| Information-based trading, price impact of trades, and trade autocorrelation |
0 |
1 |
2 |
45 |
0 |
3 |
13 |
119 |
| Intertemporal Differences in Movements of Minute-to-Minute Stock Returns |
0 |
0 |
0 |
0 |
0 |
0 |
15 |
77 |
| Liquidity and foreign ownership restrictions |
0 |
1 |
3 |
9 |
0 |
1 |
6 |
51 |
| Liquidity supply in electronic markets |
0 |
1 |
11 |
50 |
1 |
3 |
21 |
95 |
| Market changes and spread components, implications for international markets |
0 |
0 |
3 |
25 |
2 |
3 |
25 |
120 |
| Merger Announcements and Trading |
0 |
0 |
0 |
0 |
1 |
3 |
5 |
5 |
| New equity offerings in Japan: an examination of theory and practice |
0 |
0 |
1 |
12 |
0 |
0 |
3 |
38 |
| Opening and closing behavior following the introduction of call auctions in Singapore |
0 |
1 |
4 |
15 |
0 |
2 |
15 |
57 |
| Ownership of Cross-Listed Equities: An Investigation of Turnover, Diversification, and Risk |
1 |
1 |
3 |
18 |
1 |
1 |
10 |
83 |
| Price Clustering on the Tokyo Stock Exchange |
0 |
2 |
10 |
19 |
1 |
6 |
28 |
74 |
| Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts |
3 |
8 |
28 |
65 |
3 |
14 |
54 |
127 |
| Reducing tick size on the Stock Exchange of Singapore |
1 |
1 |
10 |
84 |
3 |
11 |
45 |
288 |
| Security price adjustment across exchanges: an investigation of common factor components for Dow stocks |
4 |
7 |
24 |
71 |
6 |
11 |
47 |
141 |
| Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis |
4 |
11 |
31 |
44 |
6 |
21 |
65 |
109 |
| Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia |
2 |
5 |
19 |
107 |
3 |
11 |
47 |
371 |
| Tests of stability for variances and means of overnight/intraday returns during bull and bear markets |
1 |
1 |
15 |
32 |
1 |
4 |
25 |
76 |
| The Effect of the SEC's Order-Handling Rules on NASDAQ |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| The determinants of investment in collectibles: A probit analysis |
0 |
1 |
8 |
23 |
0 |
2 |
17 |
83 |
| The liquidity of automated exchanges: new evidence from German Bund futures |
0 |
1 |
9 |
70 |
0 |
4 |
21 |
183 |
| The nature of individual investors' heterogeneous expectations |
0 |
4 |
5 |
10 |
0 |
4 |
10 |
20 |
| Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore |
0 |
0 |
3 |
24 |
1 |
3 |
9 |
95 |
| What order flow reveals about the role of the underwriter in IPO aftermarkets |
1 |
6 |
8 |
8 |
4 |
26 |
50 |
50 |
| Total Journal Articles |
34 |
124 |
560 |
2,060 |
86 |
325 |
1,748 |
7,354 |