| 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 |
6 |
12 |
149 |
| A Survey of the Microstructure of Fixed-Income Markets |
0 |
0 |
1 |
32 |
1 |
7 |
16 |
120 |
| A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks |
0 |
0 |
0 |
138 |
0 |
3 |
8 |
503 |
| An empirical analysis of risk premia in futures markets |
0 |
0 |
0 |
10 |
0 |
2 |
5 |
46 |
| An empirical examination of information, differences of opinion, and trading activity |
0 |
1 |
2 |
263 |
0 |
4 |
7 |
645 |
| Bid-ask spreads in the interbank foreign exchange markets |
0 |
2 |
5 |
578 |
0 |
7 |
18 |
1,471 |
| Capital Commitment and Illiquidity in Corporate Bonds |
0 |
0 |
6 |
53 |
1 |
11 |
35 |
230 |
| Characteristic-Based Benchmark Returns and Corporate Events |
0 |
0 |
2 |
46 |
0 |
5 |
12 |
147 |
| Chinese and Global ADRs: The US Investor Experience |
0 |
0 |
2 |
3 |
2 |
9 |
12 |
15 |
| Comments |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
86 |
| Do stocks outperform Treasury bills? |
12 |
22 |
34 |
415 |
53 |
161 |
254 |
1,333 |
| Does an electronic stock exchange need an upstairs market? |
0 |
0 |
1 |
184 |
1 |
7 |
12 |
512 |
| Equilibrium Pricing and Optimal Hedging in Electricity Forward Markets |
5 |
10 |
29 |
707 |
13 |
38 |
91 |
1,311 |
| Firm characteristics and long-run stock returns after corporate events |
0 |
0 |
2 |
153 |
0 |
12 |
29 |
597 |
| Forward Contracts and Firm Value: Investment Incentive and Contracting Effects |
1 |
2 |
5 |
194 |
4 |
12 |
18 |
494 |
| Futures-Trading Activity and Stock Price Volatility |
0 |
0 |
5 |
530 |
1 |
4 |
21 |
1,240 |
| Gains from Trade under Uncertainty: The Case of Electric Power Markets |
0 |
0 |
0 |
105 |
0 |
3 |
6 |
280 |
| Hidden liquidity: An analysis of order exposure strategies in electronic stock markets |
0 |
0 |
1 |
110 |
1 |
8 |
16 |
443 |
| How Should Investors’ Long-Term Returns Be Measured? |
7 |
8 |
18 |
18 |
11 |
21 |
42 |
51 |
| Issues in assessing trade execution costs |
0 |
0 |
0 |
184 |
1 |
4 |
7 |
414 |
| Liquidity Provision Contracts and Market Quality: Evidence from the New York Stock Exchange |
0 |
1 |
2 |
12 |
1 |
6 |
12 |
67 |
| Liquidity biases in asset pricing tests |
0 |
0 |
0 |
140 |
2 |
10 |
15 |
621 |
| Liquidity, resiliency and market quality around predictable trades: Theory and evidence |
0 |
1 |
2 |
75 |
0 |
6 |
15 |
247 |
| Long Run Stock Returns after Corporate Events Revisited |
0 |
0 |
0 |
9 |
0 |
5 |
10 |
30 |
| Long-Term Shareholder Returns: Evidence from 64,000 Global Stocks |
5 |
7 |
21 |
33 |
11 |
26 |
55 |
80 |
| Market Efficiency and the Returns to Technical Analysis |
0 |
0 |
0 |
0 |
6 |
24 |
47 |
1,158 |
| Market Making Contracts, Firm Value, and the IPO Decision |
0 |
0 |
0 |
19 |
1 |
10 |
15 |
88 |
| Market transparency, liquidity externalities, and institutional trading costs in corporate bonds |
1 |
2 |
6 |
437 |
4 |
13 |
22 |
1,044 |
| Markets: Transparency and the Corporate Bond Market |
0 |
0 |
1 |
38 |
2 |
13 |
17 |
480 |
| Mean Reversion in Equilibrium Asset Prices: Evidence from the Futures Term Structure |
1 |
3 |
12 |
657 |
2 |
7 |
25 |
1,381 |
| Measuring Abnormal Bond Performance |
2 |
2 |
9 |
195 |
6 |
8 |
21 |
482 |
| Mutual fund performance at long horizons |
3 |
5 |
9 |
37 |
6 |
18 |
46 |
127 |
| Noisy Prices and Inference Regarding Returns |
0 |
0 |
0 |
34 |
1 |
6 |
10 |
167 |
| Overallocation and secondary market outcomes in corporate bond offerings |
1 |
2 |
2 |
12 |
2 |
12 |
31 |
68 |
| Predictable Corporate Distributions and Stock Returns |
0 |
0 |
2 |
21 |
1 |
3 |
7 |
87 |
| Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets |
3 |
8 |
21 |
453 |
8 |
29 |
63 |
949 |
| Quote-based competition and trade execution costs in NYSE-listed stocks |
0 |
0 |
1 |
129 |
0 |
5 |
9 |
383 |
| Return Autocorrelations around Nontrading Days |
0 |
0 |
0 |
138 |
0 |
4 |
9 |
466 |
| Risk Hedging and Loan Covenants |
1 |
1 |
2 |
2 |
1 |
6 |
12 |
16 |
| Systematic Risk, Hedging Pressure, and Risk Premiums in Futures Markets |
1 |
7 |
11 |
652 |
4 |
17 |
37 |
1,714 |
| The degree of price resolution and equity trading costs |
0 |
0 |
0 |
52 |
2 |
4 |
5 |
178 |
| The profitability of technical trading rules in the Asian stock markets |
2 |
3 |
8 |
633 |
4 |
9 |
23 |
1,279 |
| The “Roll Yield” Myth |
0 |
0 |
3 |
4 |
1 |
3 |
9 |
13 |
| Tick Size, Spreads, and Liquidity: An Analysis of Nasdaq Securities Trading near Ten Dollars |
0 |
0 |
0 |
114 |
1 |
5 |
7 |
468 |
| Time-varying risk premia and forecastable returns in futures markets |
0 |
1 |
5 |
458 |
3 |
10 |
18 |
871 |
| Trade Execution Costs and Market Quality after Decimalization |
1 |
1 |
4 |
107 |
3 |
8 |
19 |
283 |
| Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison |
0 |
0 |
1 |
28 |
0 |
5 |
9 |
117 |
| Trading Activity and Transaction Costs in Structured Credit Products |
0 |
0 |
0 |
0 |
0 |
4 |
8 |
9 |
| Trading Costs and Volatility for Technology Stocks |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
| Total Journal Articles |
46 |
89 |
238 |
8,253 |
166 |
606 |
1,206 |
22,965 |
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