| 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 |
6 |
38 |
0 |
0 |
8 |
139 |
| A Survey of the Microstructure of Fixed-Income Markets |
0 |
0 |
6 |
32 |
1 |
4 |
16 |
109 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
1 |
138 |
2 |
2 |
5 |
497 |
| An empirical analysis of risk premia in futures markets |
0 |
0 |
1 |
10 |
0 |
0 |
3 |
42 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
0 |
1 |
261 |
0 |
0 |
2 |
638 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
1 |
3 |
574 |
0 |
3 |
10 |
1,456 |
| Capital Commitment and Illiquidity in Corporate Bonds |
0 |
3 |
10 |
51 |
0 |
5 |
29 |
207 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
0 |
3 |
46 |
0 |
0 |
6 |
137 |
| Chinese and Global ADRs: The US Investor Experience |
1 |
1 |
2 |
2 |
2 |
2 |
5 |
5 |
| Comments |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
83 |
| Do stocks outperform Treasury bills? |
2 |
2 |
11 |
384 |
10 |
18 |
69 |
1,106 |
| Does an electronic stock exchange need an upstairs market? |
1 |
1 |
1 |
184 |
1 |
1 |
3 |
502 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
1 |
8 |
28 |
692 |
2 |
17 |
58 |
1,248 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
0 |
5 |
153 |
1 |
6 |
21 |
580 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
1 |
1 |
3 |
191 |
1 |
1 |
9 |
479 |
| Futures-Trading Activity and Stock Price Volatility |
0 |
1 |
12 |
528 |
0 |
4 |
26 |
1,229 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
0 |
105 |
0 |
0 |
2 |
275 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
1 |
1 |
110 |
1 |
3 |
4 |
430 |
| How Should Investors’ Long-Term Returns Be Measured? |
4 |
6 |
8 |
8 |
4 |
6 |
23 |
23 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
0 |
0 |
1 |
407 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
56 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
0 |
0 |
5 |
607 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
0 |
0 |
4 |
73 |
0 |
1 |
16 |
234 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
0 |
3 |
9 |
0 |
0 |
7 |
20 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
2 |
8 |
21 |
21 |
3 |
11 |
39 |
39 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
3 |
11 |
22 |
1,123 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
1 |
19 |
1 |
2 |
3 |
75 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
1 |
3 |
3 |
434 |
1 |
4 |
9 |
1,026 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
37 |
0 |
0 |
8 |
463 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
1 |
2 |
11 |
651 |
1 |
5 |
19 |
1,366 |
| Measuring Abnormal Bond Performance |
0 |
2 |
13 |
192 |
0 |
4 |
25 |
471 |
| Mutual fund performance at long horizons |
0 |
1 |
7 |
30 |
2 |
8 |
20 |
91 |
| Noisy Prices and Inference Regarding Returns |
0 |
0 |
1 |
34 |
1 |
1 |
3 |
158 |
| Overallocation and secondary market outcomes in corporate bond offerings |
0 |
0 |
1 |
10 |
0 |
4 |
11 |
42 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
2 |
21 |
2 |
2 |
5 |
84 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
1 |
4 |
14 |
439 |
1 |
12 |
30 |
904 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
1 |
2 |
129 |
0 |
1 |
4 |
376 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
0 |
138 |
0 |
1 |
4 |
458 |
| Risk Hedging and Loan Covenants |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
7 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
1 |
2 |
10 |
643 |
2 |
3 |
17 |
1,681 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
0 |
0 |
1 |
173 |
| The profitability of technical trading rules in the Asian stock markets |
0 |
1 |
6 |
629 |
1 |
3 |
13 |
1,264 |
| The “Roll Yield” Myth |
0 |
0 |
1 |
1 |
1 |
1 |
6 |
6 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
0 |
0 |
1 |
461 |
| Time-varying risk premia and forecastable returns in futures markets |
0 |
0 |
8 |
455 |
0 |
0 |
10 |
855 |
| Trade Execution Costs and Market Quality after Decimalization |
0 |
1 |
6 |
105 |
1 |
4 |
13 |
270 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
1 |
28 |
0 |
0 |
1 |
109 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
2 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Total Journal Articles |
16 |
50 |
218 |
8,107 |
46 |
151 |
607 |
22,014 |
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