| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An update on speculation and financialization in commodity markets |
0 |
0 |
3 |
46 |
3 |
5 |
18 |
135 |
| CoMargin |
0 |
0 |
0 |
15 |
2 |
3 |
6 |
120 |
| Crude Oil Price Movements and Institutional Traders |
0 |
0 |
0 |
0 |
6 |
8 |
10 |
13 |
| Do Speculators Drive Crude Oil Futures Prices? |
0 |
0 |
2 |
3 |
4 |
7 |
11 |
13 |
| Do Speculators Drive Crude Oil Futures Prices? |
0 |
2 |
4 |
170 |
3 |
12 |
25 |
617 |
| Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis |
0 |
0 |
2 |
88 |
3 |
5 |
13 |
326 |
| Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks |
0 |
0 |
0 |
117 |
2 |
3 |
6 |
374 |
| Herding and Speculation in the Crude Oil Market |
1 |
1 |
1 |
1 |
4 |
17 |
20 |
20 |
| Herding and Speculation in the Crude Oil Market |
1 |
1 |
2 |
49 |
8 |
12 |
17 |
155 |
| Informed Trading and Market Structure |
0 |
0 |
0 |
6 |
0 |
5 |
8 |
29 |
| Interconnectedness in the interbank market |
0 |
1 |
5 |
39 |
8 |
12 |
22 |
235 |
| Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs |
0 |
0 |
1 |
62 |
4 |
6 |
12 |
267 |
| Networks, interconnectedness, and interbank information asymmetry |
0 |
1 |
1 |
6 |
4 |
12 |
16 |
28 |
| Nonstandard Errors |
0 |
1 |
13 |
42 |
5 |
13 |
63 |
161 |
| Sidedness in the interbank market |
0 |
0 |
0 |
3 |
2 |
5 |
6 |
14 |
| Speculators, Prices, and Market Volatility |
0 |
0 |
1 |
23 |
3 |
9 |
17 |
94 |
| The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 |
1 |
1 |
1 |
1 |
5 |
6 |
9 |
17 |
| The Dynamics of Institutional and Individual Trading |
0 |
0 |
1 |
152 |
4 |
8 |
11 |
462 |
| The Initial Listing Decisions of Firms that Go Public |
0 |
0 |
0 |
0 |
4 |
4 |
5 |
262 |
| The Prevalence, Sources, and Effects of Herding |
0 |
0 |
0 |
8 |
2 |
7 |
9 |
36 |
| The Sound of Silence |
0 |
0 |
1 |
8 |
0 |
2 |
7 |
40 |
| The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change |
0 |
0 |
0 |
29 |
2 |
5 |
5 |
147 |
| The trading profits of SOES bandits |
1 |
1 |
2 |
26 |
3 |
7 |
13 |
171 |
| The urgency to borrow in the interbank market |
0 |
0 |
0 |
2 |
2 |
3 |
5 |
11 |
| Trading networks |
0 |
0 |
3 |
15 |
6 |
10 |
14 |
78 |
| Who Drove and Burst the Tech Bubble? |
0 |
0 |
0 |
0 |
4 |
15 |
24 |
464 |
| Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? |
0 |
0 |
2 |
201 |
3 |
9 |
18 |
726 |
| Why are IPO investors net buyers through lead underwriters? |
0 |
0 |
0 |
43 |
4 |
6 |
7 |
178 |
| Why do expiring futures and cash prices diverge for grain markets? |
0 |
0 |
0 |
26 |
2 |
4 |
7 |
61 |
| Total Journal Articles |
4 |
9 |
45 |
1,181 |
102 |
220 |
404 |
5,254 |
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