Journal Article |
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Abstract Views |
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3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems |
0 |
0 |
0 |
27 |
0 |
0 |
2 |
229 |
Are trading imbalances indicative of private information? |
0 |
0 |
1 |
34 |
0 |
0 |
1 |
130 |
Causes of Deviation from Interest-Rate Parity: A Comment |
0 |
0 |
0 |
117 |
0 |
1 |
1 |
507 |
Comments `An analysis of the economic justificiation for consolidation in a secondary security market' by Kalman J. Cohen et al |
0 |
0 |
0 |
5 |
0 |
0 |
0 |
45 |
Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium |
0 |
0 |
2 |
62 |
0 |
1 |
7 |
150 |
Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks |
0 |
0 |
0 |
28 |
0 |
0 |
3 |
70 |
Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE |
0 |
1 |
7 |
652 |
0 |
4 |
15 |
1,823 |
Dynamic Financial System: Complexity, Fragility and Regulatory Principles |
0 |
1 |
3 |
3 |
0 |
4 |
8 |
8 |
Electronic Trading in Stock Markets |
0 |
0 |
2 |
434 |
0 |
1 |
5 |
1,335 |
Energy shocks and financial markets |
0 |
1 |
5 |
175 |
0 |
1 |
16 |
486 |
Exchange rates and firms' liquidity: evidence from ADRs |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
163 |
Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures |
0 |
1 |
1 |
4 |
0 |
1 |
6 |
38 |
Failure to exercise call options: An anomaly and a trading game |
1 |
1 |
1 |
116 |
1 |
1 |
4 |
309 |
Future of Securities Markets: Competition or Consolidation? |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Index futures, program trading, and stock market procedures |
0 |
0 |
0 |
4 |
0 |
1 |
2 |
26 |
Is It Time to Split the S&P 500 Futures Contract? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
Market Fragmentation |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
Market Microstructure and Stock Return Predictions |
1 |
1 |
4 |
523 |
1 |
1 |
5 |
1,285 |
Market structure and transaction costs: Implied spreads in the German stock market |
0 |
0 |
1 |
71 |
0 |
0 |
2 |
207 |
ORGANIZATION OF THE STOCK MARKET: COMPETITION OR FRAGMENTATION? |
0 |
0 |
0 |
26 |
0 |
1 |
1 |
60 |
On Dealer Markets under Competition |
1 |
2 |
11 |
207 |
4 |
7 |
26 |
414 |
Optimal dealer pricing under transactions and return uncertainty |
7 |
16 |
139 |
2,014 |
12 |
36 |
270 |
3,732 |
Parallel Trading by Institutional Investors |
1 |
1 |
3 |
47 |
2 |
4 |
9 |
274 |
Presidential Address: Friction |
0 |
0 |
16 |
287 |
1 |
3 |
31 |
567 |
Price Impacts of Block Trading on the New York Stock Exchange |
0 |
1 |
18 |
833 |
1 |
3 |
41 |
2,189 |
Price impacts of options volume |
0 |
1 |
1 |
102 |
0 |
2 |
5 |
236 |
Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew |
0 |
0 |
0 |
151 |
0 |
1 |
2 |
676 |
REGULATION OF FINANCIAL MARKETS: TOWARD A FOCUSED APPROACH |
0 |
0 |
0 |
20 |
0 |
1 |
1 |
54 |
Reconsidering the Affirmative Obligation of Market Makers |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
Regulation of Financial Markets: A Focused Approach |
0 |
0 |
0 |
9 |
0 |
0 |
11 |
45 |
Regulatory Capital of Financial Institutions: A Comparative Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
Small Business and the New Issues Market for Equities |
0 |
0 |
2 |
152 |
2 |
3 |
10 |
467 |
Special Issue: Ten Years Since the Crash of 1987 |
0 |
0 |
0 |
11 |
0 |
0 |
1 |
42 |
Spot and Futures Prices and the Law of One Price |
0 |
0 |
2 |
80 |
0 |
0 |
5 |
178 |
Stock Market Structure and Volatility |
0 |
0 |
1 |
414 |
0 |
0 |
3 |
1,239 |
Stock option contract adjustments: The case of special dividends |
0 |
0 |
0 |
32 |
0 |
2 |
5 |
196 |
THE NEW DISCLOSURES OF EXECUTIVE PAY |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
61 |
The Components of the Bid-Ask Spread: A General Approach |
0 |
0 |
0 |
8 |
2 |
4 |
19 |
1,213 |
The Dynamics of Dealer Markets under Competition |
0 |
0 |
6 |
558 |
0 |
1 |
15 |
1,238 |
The Dynamics of Stock Index and Stock Index Futures Returns |
1 |
2 |
4 |
219 |
3 |
4 |
18 |
582 |
The Law of One Price in international commodity markets: A reformulation and some formal tests |
0 |
0 |
1 |
39 |
0 |
0 |
2 |
96 |
The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks |
0 |
0 |
2 |
239 |
1 |
1 |
7 |
538 |
The Relationship Between Put and Call Option Prices: Reply |
0 |
0 |
0 |
42 |
0 |
0 |
0 |
141 |
The Relationship between Put and Call Option Prices |
0 |
3 |
15 |
1,141 |
1 |
6 |
36 |
2,763 |
The Supply of Dealer Services in Securities Markets |
1 |
1 |
12 |
918 |
2 |
2 |
28 |
1,781 |
Tick Size, Bid-Ask Spreads, and Market Structure |
0 |
0 |
1 |
102 |
1 |
2 |
4 |
242 |
Trades outside the quotes: Reporting delay, trading option, or trade size? |
0 |
0 |
0 |
37 |
0 |
1 |
2 |
185 |
Transaction costs and the small firm effect |
1 |
3 |
10 |
885 |
1 |
6 |
29 |
1,869 |
Total Journal Articles |
14 |
36 |
271 |
10,874 |
37 |
111 |
666 |
27,895 |