| 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 |
1 |
8 |
43 |
0 |
3 |
19 |
117 |
| CoMargin |
0 |
0 |
0 |
15 |
0 |
0 |
0 |
114 |
| Crude Oil Price Movements and Institutional Traders |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Do Speculators Drive Crude Oil Futures Prices? |
0 |
0 |
1 |
1 |
0 |
1 |
2 |
2 |
| Do Speculators Drive Crude Oil Futures Prices? |
0 |
1 |
1 |
166 |
1 |
5 |
11 |
593 |
| Effects of Central Bank Intervention on the Interbank Market During the Subprime Crisis |
0 |
0 |
3 |
86 |
1 |
1 |
12 |
314 |
| Effects of Market Reform on the Trading Costs and Depths of Nasdaq Stocks |
0 |
0 |
1 |
117 |
1 |
1 |
4 |
369 |
| Herding and Speculation in the Crude Oil Market |
0 |
0 |
2 |
47 |
1 |
2 |
6 |
139 |
| Herding and Speculation in the Crude Oil Market |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Informed Trading and Market Structure |
0 |
0 |
1 |
6 |
0 |
0 |
2 |
21 |
| Interconnectedness in the interbank market |
0 |
1 |
3 |
34 |
1 |
3 |
13 |
214 |
| Nasdaq Trading Halts: The Impact of Market Mechanisms on Prices, Trading Activity, and Execution Costs |
0 |
0 |
2 |
61 |
1 |
1 |
5 |
256 |
| Networks, interconnectedness, and interbank information asymmetry |
0 |
0 |
5 |
5 |
0 |
0 |
8 |
12 |
| Nonstandard Errors |
2 |
7 |
31 |
31 |
8 |
24 |
106 |
106 |
| Sidedness in the interbank market |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
8 |
| Speculators, Prices, and Market Volatility |
1 |
1 |
3 |
23 |
2 |
2 |
10 |
79 |
| The Behavior of Bid‐Ask Spreads and Volume in Options Markets during the Competition for Listings in 1999 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
| The Dynamics of Institutional and Individual Trading |
0 |
0 |
4 |
151 |
1 |
5 |
16 |
452 |
| The Initial Listing Decisions of Firms that Go Public |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
257 |
| The Prevalence, Sources, and Effects of Herding |
0 |
0 |
0 |
8 |
0 |
1 |
1 |
27 |
| The Sound of Silence |
0 |
0 |
0 |
7 |
1 |
1 |
4 |
34 |
| The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change |
0 |
0 |
1 |
29 |
0 |
0 |
4 |
142 |
| The trading profits of SOES bandits |
0 |
0 |
0 |
24 |
0 |
0 |
1 |
158 |
| The urgency to borrow in the interbank market |
0 |
0 |
0 |
2 |
1 |
2 |
3 |
7 |
| Trading networks |
2 |
2 |
3 |
14 |
2 |
2 |
8 |
66 |
| Who Drove and Burst the Tech Bubble? |
0 |
0 |
0 |
0 |
0 |
3 |
14 |
440 |
| Why Did NASDAQ Market Makers Stop Avoiding Odd-Eighth Quotes? |
1 |
1 |
5 |
200 |
2 |
4 |
14 |
710 |
| Why are IPO investors net buyers through lead underwriters? |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
171 |
| Why do expiring futures and cash prices diverge for grain markets? |
0 |
1 |
2 |
26 |
0 |
3 |
9 |
54 |
| Total Journal Articles |
6 |
15 |
78 |
1,142 |
23 |
65 |
280 |
4,873 |
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