| 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 |
0 |
39 |
0 |
4 |
20 |
161 |
| A Survey of the Microstructure of Fixed-Income Markets |
0 |
1 |
2 |
34 |
1 |
6 |
21 |
131 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
1 |
139 |
2 |
5 |
17 |
514 |
| An empirical analysis of risk premia in futures markets |
0 |
0 |
0 |
10 |
0 |
1 |
5 |
48 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
0 |
2 |
263 |
1 |
1 |
10 |
648 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
2 |
6 |
581 |
2 |
5 |
23 |
1,482 |
| Capital Commitment and Illiquidity in Corporate Bonds |
0 |
1 |
4 |
56 |
4 |
9 |
36 |
248 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
1 |
3 |
49 |
6 |
8 |
20 |
158 |
| Chinese and Global ADRs: The US Investor Experience |
0 |
0 |
1 |
3 |
0 |
0 |
11 |
16 |
| Comments |
0 |
0 |
0 |
2 |
0 |
1 |
5 |
88 |
| Do stocks outperform Treasury bills? |
5 |
8 |
58 |
445 |
70 |
138 |
518 |
1,648 |
| Does an electronic stock exchange need an upstairs market? |
0 |
0 |
1 |
185 |
0 |
1 |
12 |
514 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
3 |
7 |
35 |
729 |
10 |
24 |
117 |
1,374 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
3 |
3 |
156 |
1 |
6 |
33 |
614 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
1 |
1 |
4 |
196 |
1 |
2 |
24 |
504 |
| Futures-Trading Activity and Stock Price Volatility |
1 |
3 |
9 |
537 |
5 |
9 |
30 |
1,261 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
1 |
106 |
2 |
2 |
9 |
284 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
0 |
2 |
112 |
1 |
8 |
25 |
456 |
| How Should Investors’ Long-Term Returns Be Measured? |
1 |
2 |
17 |
27 |
1 |
6 |
42 |
69 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
0 |
2 |
11 |
418 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
0 |
3 |
13 |
1 |
2 |
25 |
84 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
0 |
1 |
19 |
627 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
0 |
0 |
5 |
78 |
4 |
13 |
30 |
266 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
0 |
1 |
10 |
1 |
3 |
19 |
40 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
1 |
2 |
14 |
38 |
9 |
30 |
95 |
139 |
| Long-run post-event returns in global stock markets |
2 |
2 |
13 |
13 |
5 |
9 |
66 |
66 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
7 |
11 |
55 |
1,181 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
0 |
19 |
0 |
1 |
16 |
91 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
0 |
0 |
7 |
441 |
10 |
16 |
50 |
1,076 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
38 |
0 |
1 |
34 |
497 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
2 |
5 |
15 |
668 |
3 |
7 |
38 |
1,407 |
| Measuring Abnormal Bond Performance |
1 |
5 |
11 |
204 |
2 |
9 |
28 |
500 |
| Mutual fund performance at long horizons |
0 |
0 |
8 |
39 |
5 |
16 |
63 |
162 |
| Noisy Prices and Inference Regarding Returns |
0 |
0 |
1 |
35 |
2 |
2 |
11 |
170 |
| Overallocation and secondary market outcomes in corporate bond offerings |
0 |
0 |
3 |
13 |
1 |
6 |
30 |
80 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
0 |
21 |
0 |
1 |
7 |
91 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
2 |
7 |
30 |
470 |
10 |
40 |
101 |
1,013 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
0 |
0 |
129 |
0 |
0 |
9 |
386 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
1 |
139 |
0 |
1 |
14 |
472 |
| Risk Hedging and Loan Covenants |
0 |
0 |
3 |
3 |
1 |
6 |
17 |
25 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
1 |
3 |
13 |
658 |
12 |
23 |
54 |
1,746 |
| The (Large) Effect of Return Horizon on Fund Alpha |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
8 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
1 |
1 |
8 |
181 |
| The profitability of technical trading rules in the Asian stock markets |
1 |
1 |
6 |
635 |
4 |
8 |
30 |
1,294 |
| The “Roll Yield” Myth |
0 |
0 |
8 |
10 |
1 |
3 |
26 |
33 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
0 |
0 |
8 |
470 |
| Time-varying risk premia and forecastable returns in futures markets |
0 |
0 |
2 |
458 |
2 |
6 |
25 |
883 |
| Trade Execution Costs and Market Quality after Decimalization |
1 |
1 |
2 |
108 |
2 |
2 |
19 |
292 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
0 |
28 |
0 |
2 |
12 |
121 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
0 |
0 |
13 |
15 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
8 |
| Total Journal Articles |
22 |
55 |
296 |
8,427 |
190 |
461 |
1,925 |
24,060 |
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