| 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 |
3 |
39 |
3 |
4 |
9 |
146 |
| A Survey of the Microstructure of Fixed-Income Markets |
0 |
0 |
3 |
32 |
5 |
8 |
17 |
119 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
0 |
138 |
3 |
3 |
8 |
503 |
| An empirical analysis of risk premia in futures markets |
0 |
0 |
0 |
10 |
2 |
3 |
6 |
46 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
2 |
2 |
263 |
1 |
7 |
7 |
645 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
3 |
5 |
578 |
3 |
10 |
19 |
1,471 |
| Capital Commitment and Illiquidity in Corporate Bonds |
0 |
1 |
7 |
53 |
8 |
15 |
36 |
229 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
0 |
2 |
46 |
2 |
9 |
13 |
147 |
| Chinese and Global ADRs: The US Investor Experience |
0 |
0 |
2 |
3 |
7 |
7 |
10 |
13 |
| Comments |
0 |
0 |
0 |
2 |
2 |
3 |
6 |
86 |
| Do stocks outperform Treasury bills? |
5 |
14 |
22 |
403 |
52 |
133 |
203 |
1,280 |
| Does an electronic stock exchange need an upstairs market? |
0 |
0 |
1 |
184 |
5 |
9 |
12 |
511 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
3 |
5 |
27 |
702 |
16 |
35 |
84 |
1,298 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
0 |
3 |
153 |
6 |
16 |
31 |
597 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
0 |
1 |
4 |
193 |
5 |
8 |
15 |
490 |
| Futures-Trading Activity and Stock Price Volatility |
0 |
0 |
6 |
530 |
3 |
4 |
22 |
1,239 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
0 |
105 |
2 |
4 |
6 |
280 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
0 |
1 |
110 |
5 |
9 |
15 |
442 |
| How Should Investors’ Long-Term Returns Be Measured? |
0 |
1 |
11 |
11 |
5 |
13 |
40 |
40 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
2 |
4 |
6 |
413 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
1 |
2 |
12 |
2 |
6 |
11 |
66 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
6 |
10 |
13 |
619 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
0 |
1 |
3 |
75 |
1 |
9 |
16 |
247 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
0 |
0 |
9 |
2 |
7 |
10 |
30 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
0 |
4 |
16 |
28 |
5 |
21 |
46 |
69 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
11 |
22 |
45 |
1,152 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
0 |
19 |
4 |
9 |
14 |
87 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
0 |
2 |
5 |
436 |
1 |
11 |
18 |
1,040 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
38 |
7 |
13 |
15 |
478 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
2 |
3 |
11 |
656 |
4 |
9 |
25 |
1,379 |
| Measuring Abnormal Bond Performance |
0 |
0 |
8 |
193 |
1 |
4 |
16 |
476 |
| Mutual fund performance at long horizons |
2 |
3 |
7 |
34 |
7 |
18 |
42 |
121 |
| Noisy Prices and Inference Regarding Returns |
0 |
0 |
1 |
34 |
2 |
5 |
10 |
166 |
| Overallocation and secondary market outcomes in corporate bond offerings |
1 |
1 |
2 |
11 |
5 |
13 |
31 |
66 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
2 |
21 |
2 |
2 |
6 |
86 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
2 |
7 |
19 |
450 |
8 |
24 |
56 |
941 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
0 |
1 |
129 |
3 |
6 |
9 |
383 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
0 |
138 |
3 |
5 |
9 |
466 |
| Risk Hedging and Loan Covenants |
0 |
0 |
1 |
1 |
2 |
5 |
13 |
15 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
3 |
6 |
11 |
651 |
7 |
15 |
34 |
1,710 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
1 |
2 |
3 |
176 |
| The profitability of technical trading rules in the Asian stock markets |
0 |
1 |
6 |
631 |
3 |
8 |
19 |
1,275 |
| The “Roll Yield” Myth |
0 |
1 |
3 |
4 |
1 |
3 |
8 |
12 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
4 |
4 |
6 |
467 |
| Time-varying risk premia and forecastable returns in futures markets |
1 |
1 |
6 |
458 |
5 |
8 |
16 |
868 |
| Trade Execution Costs and Market Quality after Decimalization |
0 |
0 |
3 |
106 |
2 |
7 |
16 |
280 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
1 |
28 |
5 |
6 |
9 |
117 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
3 |
6 |
8 |
9 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Total Journal Articles |
19 |
58 |
208 |
8,207 |
244 |
563 |
1,092 |
22,799 |
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