| 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 |
0 |
6 |
12 |
149 |
| A Survey of the Microstructure of Fixed-Income Markets |
0 |
0 |
1 |
32 |
2 |
8 |
18 |
122 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
0 |
138 |
2 |
5 |
10 |
505 |
| An empirical analysis of risk premia in futures markets |
0 |
0 |
0 |
10 |
0 |
2 |
4 |
46 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
0 |
2 |
263 |
0 |
1 |
7 |
645 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
0 |
5 |
578 |
0 |
3 |
18 |
1,471 |
| Capital Commitment and Illiquidity in Corporate Bonds |
0 |
0 |
6 |
53 |
3 |
12 |
38 |
233 |
| Characteristic-Based Benchmark Returns and Corporate Events |
2 |
2 |
2 |
48 |
2 |
4 |
12 |
149 |
| Chinese and Global ADRs: The US Investor Experience |
0 |
0 |
2 |
3 |
0 |
9 |
12 |
15 |
| Comments |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
86 |
| Do stocks outperform Treasury bills? |
10 |
27 |
43 |
425 |
59 |
164 |
307 |
1,392 |
| Does an electronic stock exchange need an upstairs market? |
0 |
0 |
1 |
184 |
0 |
6 |
11 |
512 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
5 |
13 |
32 |
712 |
10 |
39 |
99 |
1,321 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
0 |
2 |
153 |
2 |
8 |
30 |
599 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
0 |
1 |
4 |
194 |
1 |
10 |
18 |
495 |
| Futures-Trading Activity and Stock Price Volatility |
1 |
1 |
6 |
531 |
4 |
8 |
23 |
1,244 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
0 |
105 |
0 |
2 |
5 |
280 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
0 |
1 |
110 |
0 |
6 |
16 |
443 |
| How Should Investors’ Long-Term Returns Be Measured? |
3 |
10 |
20 |
21 |
5 |
21 |
41 |
56 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
1 |
4 |
8 |
415 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
1 |
1 |
3 |
13 |
2 |
5 |
13 |
69 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
0 |
8 |
14 |
621 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
0 |
0 |
2 |
75 |
1 |
2 |
16 |
248 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
0 |
0 |
9 |
1 |
3 |
11 |
31 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
1 |
6 |
21 |
34 |
3 |
19 |
57 |
83 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
3 |
20 |
50 |
1,161 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
0 |
19 |
2 |
7 |
17 |
90 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
1 |
2 |
7 |
438 |
5 |
10 |
27 |
1,049 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
38 |
6 |
15 |
23 |
486 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
2 |
5 |
13 |
659 |
7 |
13 |
30 |
1,388 |
| Measuring Abnormal Bond Performance |
0 |
2 |
7 |
195 |
3 |
10 |
21 |
485 |
| Mutual fund performance at long horizons |
1 |
6 |
10 |
38 |
6 |
19 |
51 |
133 |
| Noisy Prices and Inference Regarding Returns |
1 |
1 |
1 |
35 |
1 |
4 |
11 |
168 |
| Overallocation and secondary market outcomes in corporate bond offerings |
0 |
2 |
2 |
12 |
0 |
7 |
30 |
68 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
1 |
21 |
1 |
4 |
7 |
88 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
1 |
6 |
22 |
454 |
5 |
21 |
67 |
954 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
0 |
1 |
129 |
2 |
5 |
10 |
385 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
0 |
138 |
1 |
4 |
10 |
467 |
| Risk Hedging and Loan Covenants |
0 |
1 |
2 |
2 |
0 |
3 |
10 |
16 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
0 |
4 |
11 |
652 |
0 |
11 |
36 |
1,714 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
1 |
4 |
6 |
179 |
| The profitability of technical trading rules in the Asian stock markets |
0 |
2 |
6 |
633 |
0 |
7 |
21 |
1,279 |
| The “Roll Yield” Myth |
3 |
3 |
6 |
7 |
9 |
11 |
18 |
22 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
0 |
5 |
7 |
468 |
| Time-varying risk premia and forecastable returns in futures markets |
0 |
1 |
4 |
458 |
3 |
11 |
20 |
874 |
| Trade Execution Costs and Market Quality after Decimalization |
0 |
1 |
4 |
107 |
3 |
8 |
21 |
286 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
1 |
28 |
1 |
6 |
10 |
118 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
9 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
5 |
| Total Journal Articles |
32 |
97 |
255 |
8,285 |
157 |
567 |
1,319 |
23,122 |
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