| 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 |
0 |
8 |
18 |
157 |
| A Survey of the Microstructure of Fixed-Income Markets |
0 |
1 |
1 |
33 |
0 |
3 |
17 |
125 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
1 |
1 |
1 |
139 |
1 |
4 |
14 |
509 |
| 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 |
1 |
2 |
9 |
647 |
| Bid-ask spreads in the interbank foreign exchange markets |
1 |
1 |
5 |
579 |
2 |
6 |
21 |
1,477 |
| Capital Commitment and Illiquidity in Corporate Bonds |
1 |
2 |
4 |
55 |
3 |
6 |
32 |
239 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
0 |
2 |
48 |
0 |
1 |
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? |
3 |
12 |
55 |
437 |
51 |
118 |
414 |
1,510 |
| 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 |
2 |
10 |
31 |
722 |
8 |
29 |
104 |
1,350 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
0 |
0 |
153 |
1 |
9 |
29 |
608 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
0 |
1 |
5 |
195 |
0 |
7 |
24 |
502 |
| Futures-Trading Activity and Stock Price Volatility |
1 |
3 |
6 |
534 |
1 |
8 |
23 |
1,252 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
1 |
1 |
1 |
106 |
1 |
2 |
7 |
282 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
2 |
2 |
112 |
2 |
5 |
19 |
448 |
| How Should Investors’ Long-Term Returns Be Measured? |
0 |
4 |
21 |
25 |
0 |
7 |
44 |
63 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
0 |
1 |
9 |
416 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
0 |
3 |
13 |
5 |
13 |
26 |
82 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
2 |
5 |
19 |
626 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
1 |
3 |
5 |
78 |
1 |
5 |
19 |
253 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
1 |
1 |
10 |
0 |
6 |
17 |
37 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
0 |
2 |
17 |
36 |
8 |
26 |
73 |
109 |
| Long-run post-event returns in global stock markets |
1 |
4 |
11 |
11 |
4 |
23 |
57 |
57 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
3 |
9 |
50 |
1,170 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
0 |
19 |
0 |
0 |
16 |
90 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
1 |
3 |
8 |
441 |
4 |
11 |
35 |
1,060 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
38 |
6 |
10 |
33 |
496 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
3 |
4 |
13 |
663 |
6 |
12 |
35 |
1,400 |
| Measuring Abnormal Bond Performance |
0 |
4 |
7 |
199 |
1 |
6 |
20 |
491 |
| Mutual fund performance at long horizons |
0 |
1 |
9 |
39 |
4 |
13 |
57 |
146 |
| Noisy Prices and Inference Regarding Returns |
0 |
0 |
1 |
35 |
0 |
0 |
11 |
168 |
| Overallocation and secondary market outcomes in corporate bond offerings |
0 |
1 |
3 |
13 |
0 |
6 |
32 |
74 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
0 |
21 |
0 |
2 |
8 |
90 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
2 |
9 |
25 |
463 |
5 |
19 |
70 |
973 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
0 |
0 |
129 |
0 |
1 |
10 |
386 |
| Return Autocorrelations around Nontrading Days |
1 |
1 |
1 |
139 |
3 |
4 |
13 |
471 |
| Risk Hedging and Loan Covenants |
0 |
1 |
3 |
3 |
1 |
3 |
13 |
19 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
0 |
3 |
13 |
655 |
3 |
9 |
44 |
1,723 |
| The (Large) Effect of Return Horizon on Fund Alpha |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
5 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
0 |
1 |
7 |
180 |
| The profitability of technical trading rules in the Asian stock markets |
0 |
1 |
5 |
634 |
2 |
7 |
23 |
1,286 |
| The “Roll Yield” Myth |
0 |
3 |
9 |
10 |
0 |
8 |
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 |
2 |
3 |
22 |
877 |
| Trade Execution Costs and Market Quality after Decimalization |
0 |
0 |
2 |
107 |
0 |
4 |
21 |
290 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
0 |
28 |
0 |
1 |
10 |
119 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
0 |
6 |
13 |
15 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
0 |
3 |
7 |
8 |
| Total Journal Articles |
19 |
80 |
281 |
8,372 |
131 |
439 |
1,631 |
23,599 |
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