| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
3 |
0 |
2 |
13 |
543 |
| A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
4 |
0 |
1 |
8 |
1,017 |
| A Baysian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
2 |
0 |
2 |
9 |
700 |
| An Analysis of Daily Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
300 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
317 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) |
0 |
0 |
0 |
1 |
0 |
0 |
8 |
401 |
| COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION |
0 |
0 |
0 |
0 |
0 |
2 |
15 |
232 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
2 |
0 |
0 |
12 |
2,011 |
| Dynamic Insider Trading |
0 |
0 |
0 |
0 |
0 |
2 |
9 |
243 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
6 |
7 |
30 |
162 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
2 |
24 |
1 |
2 |
20 |
110 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
0 |
0 |
0 |
2 |
1 |
2 |
7 |
479 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
2 |
3 |
15 |
540 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
259 |
| INSIDER TRADING AND THE VALUE OF THE FIRM |
0 |
0 |
0 |
0 |
0 |
0 |
8 |
379 |
| INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING |
0 |
0 |
0 |
1 |
1 |
1 |
6 |
620 |
| IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? |
0 |
0 |
0 |
9 |
1 |
3 |
9 |
36 |
| Information Aggregation and Strategic Trading in Speculative Markets |
0 |
0 |
0 |
1 |
0 |
0 |
6 |
132 |
| Intertemporal Price Discovery by Market Makers: Active versus Passive Learning |
0 |
0 |
0 |
2 |
0 |
1 |
9 |
583 |
| Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time |
0 |
1 |
2 |
819 |
0 |
3 |
18 |
1,745 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
273 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
179 |
| Price Experimentation and Security Market Structure |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
289 |
| Risky Business: The Clearance and Settlement of Financial Transactions |
0 |
0 |
0 |
1 |
0 |
1 |
11 |
1,053 |
| Security Prices and Market Transparency |
0 |
0 |
0 |
3 |
0 |
0 |
4 |
500 |
| Security Prices and Market Transparency (Revised: 1-92) |
0 |
0 |
0 |
0 |
1 |
1 |
3 |
190 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
169 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
1 |
10 |
227 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
1,342 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
0 |
0 |
3 |
960 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
85 |
0 |
1 |
3 |
273 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
78 |
0 |
0 |
4 |
1,527 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
0 |
0 |
0 |
0 |
1 |
3 |
12 |
372 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
0 |
0 |
0 |
1 |
0 |
0 |
7 |
468 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
0 |
4 |
0 |
2 |
22 |
2,843 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
3 |
2 |
5 |
24 |
958 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
7 |
0 |
0 |
18 |
682 |
| Total Working Papers |
0 |
1 |
4 |
1,122 |
16 |
48 |
379 |
23,114 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Bayesian model of intraday specialist pricing |
0 |
0 |
0 |
451 |
0 |
2 |
12 |
934 |
| ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION |
0 |
0 |
0 |
9 |
0 |
0 |
13 |
73 |
| An Analysis of Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
249 |
0 |
2 |
19 |
943 |
| An empirical analysis of NYSE specialist trading |
0 |
0 |
2 |
259 |
0 |
1 |
16 |
581 |
| Anatomy of the trading process Empirical evidence on the behavior of institutional traders |
0 |
2 |
2 |
324 |
2 |
6 |
30 |
772 |
| Book Reviews |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION |
0 |
0 |
0 |
14 |
0 |
0 |
6 |
78 |
| Click or Call? Auction versus Search in the Over-the-Counter Market |
0 |
0 |
2 |
27 |
1 |
4 |
25 |
145 |
| Competition and Collusion in Dealer Markets |
0 |
0 |
1 |
149 |
1 |
1 |
12 |
396 |
| Consolidation, Fragmentation, and the Disclosure of Trading Information |
0 |
0 |
4 |
261 |
0 |
0 |
17 |
719 |
| Cooperation for Monopolization? An Empirical Analysis of Cartelization |
0 |
0 |
0 |
69 |
1 |
1 |
8 |
203 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
87 |
1 |
2 |
10 |
218 |
| Discussion |
0 |
0 |
0 |
10 |
0 |
0 |
3 |
39 |
| Estimating Time-Varying Factor Exposures (Corrected October 2017) |
0 |
0 |
0 |
4 |
1 |
3 |
10 |
16 |
| Exchange-Traded Funds 101 for Economists |
1 |
2 |
8 |
46 |
2 |
6 |
39 |
300 |
| Exchange-Traded Funds, Market Structure, and the Flash Crash |
1 |
2 |
18 |
25 |
5 |
10 |
48 |
61 |
| Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts |
1 |
5 |
15 |
95 |
1 |
11 |
40 |
229 |
| In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets |
0 |
0 |
0 |
3 |
2 |
6 |
16 |
969 |
| Insider Trading and the Value of the Firm |
0 |
0 |
0 |
60 |
0 |
1 |
9 |
201 |
| Intertemporal price discovery by market makers: Active versus passive learning |
0 |
0 |
0 |
78 |
0 |
0 |
9 |
237 |
| Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time |
0 |
1 |
4 |
10 |
1 |
2 |
13 |
40 |
| Market Microstructure: A Practitioner's Guide |
0 |
0 |
4 |
5 |
1 |
6 |
29 |
32 |
| Market Segmentation and Stock Prices: Evidence from an Emerging Market |
0 |
0 |
1 |
254 |
1 |
1 |
7 |
724 |
| Market microstructure: A survey |
0 |
2 |
11 |
1,830 |
1 |
15 |
70 |
3,316 |
| Pre-Trade Transparency |
0 |
0 |
0 |
1 |
1 |
2 |
9 |
63 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
20 |
0 |
1 |
7 |
82 |
| Price Discovery in Auction Markets: A Look Inside the Black Box |
0 |
0 |
0 |
2 |
2 |
8 |
38 |
731 |
| Price Experimentation and Security Market Structure |
0 |
0 |
1 |
98 |
0 |
1 |
13 |
393 |
| Security Prices and Market Transparency |
0 |
0 |
2 |
154 |
0 |
2 |
11 |
351 |
| Should securities markets be transparent? |
0 |
1 |
1 |
411 |
0 |
2 |
10 |
909 |
| Stock returns and trading at the close |
0 |
1 |
2 |
254 |
3 |
6 |
23 |
645 |
| The Cost of Institutional Equity Trades |
0 |
0 |
1 |
1 |
1 |
3 |
14 |
15 |
| The Relation between Stock Market Movements and NYSE Seat Prices |
0 |
0 |
0 |
60 |
0 |
3 |
15 |
421 |
| The Russell Reconstitution Effect |
0 |
0 |
3 |
4 |
5 |
28 |
52 |
56 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects |
1 |
3 |
5 |
378 |
2 |
7 |
25 |
1,268 |
| Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens |
0 |
0 |
2 |
2 |
0 |
3 |
32 |
39 |
| Trading Mechanisms in Securities Markets |
2 |
2 |
4 |
504 |
2 |
6 |
22 |
1,279 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades |
0 |
0 |
5 |
549 |
0 |
1 |
21 |
1,087 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
2 |
4 |
11 |
28 |
1,143 |
| Total Journal Articles |
6 |
21 |
98 |
6,759 |
41 |
165 |
783 |
19,710 |
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