| 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 |
1 |
1 |
4 |
532 |
| A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
4 |
0 |
1 |
4 |
1,012 |
| A Baysian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
694 |
| An Analysis of Daily Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
1 |
1 |
2 |
4 |
295 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
316 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) |
0 |
0 |
0 |
1 |
0 |
3 |
7 |
397 |
| COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION |
0 |
0 |
0 |
0 |
3 |
3 |
4 |
220 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
2 |
2 |
6 |
10 |
2,005 |
| Dynamic Insider Trading |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
237 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
1 |
5 |
9 |
138 |
| Exchange Traded Funds 101 For Economists |
0 |
1 |
2 |
24 |
3 |
6 |
11 |
98 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
0 |
0 |
0 |
2 |
1 |
3 |
3 |
475 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
2 |
5 |
6 |
530 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
0 |
2 |
2 |
4 |
255 |
| INSIDER TRADING AND THE VALUE OF THE FIRM |
0 |
0 |
0 |
0 |
1 |
4 |
6 |
375 |
| INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
614 |
| IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? |
0 |
0 |
1 |
9 |
0 |
0 |
11 |
28 |
| Information Aggregation and Strategic Trading in Speculative Markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
127 |
| Intertemporal Price Discovery by Market Makers: Active versus Passive Learning |
0 |
0 |
0 |
2 |
2 |
2 |
4 |
576 |
| Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time |
0 |
0 |
0 |
817 |
0 |
2 |
8 |
1,732 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
171 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
268 |
| Price Experimentation and Security Market Structure |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
284 |
| Risky Business: The Clearance and Settlement of Financial Transactions |
0 |
0 |
0 |
1 |
2 |
5 |
12 |
1,048 |
| Security Prices and Market Transparency |
0 |
0 |
0 |
3 |
0 |
1 |
1 |
497 |
| Security Prices and Market Transparency (Revised: 1-92) |
0 |
0 |
0 |
0 |
1 |
1 |
5 |
188 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
159 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
219 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
2 |
2 |
3 |
1,338 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
0 |
1 |
4 |
958 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
78 |
2 |
2 |
2 |
1,525 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
270 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
0 |
0 |
0 |
0 |
3 |
4 |
6 |
364 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
0 |
0 |
0 |
1 |
2 |
2 |
4 |
464 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
0 |
4 |
3 |
5 |
7 |
2,828 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
3 |
6 |
9 |
13 |
945 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
7 |
3 |
7 |
16 |
672 |
| Total Working Papers |
0 |
1 |
3 |
1,120 |
46 |
98 |
192 |
22,854 |
| 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 |
5 |
5 |
6 |
927 |
| ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION |
0 |
0 |
0 |
9 |
2 |
2 |
3 |
62 |
| An Analysis of Changes in Specialist Inventories and Quotations |
0 |
0 |
2 |
249 |
5 |
5 |
10 |
930 |
| An empirical analysis of NYSE specialist trading |
0 |
1 |
3 |
259 |
4 |
8 |
12 |
574 |
| Anatomy of the trading process Empirical evidence on the behavior of institutional traders |
0 |
0 |
1 |
322 |
1 |
7 |
15 |
752 |
| Book Reviews |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION |
0 |
0 |
0 |
14 |
1 |
2 |
2 |
74 |
| Click or Call? Auction versus Search in the Over-the-Counter Market |
0 |
0 |
1 |
25 |
5 |
7 |
11 |
128 |
| Competition and Collusion in Dealer Markets |
1 |
1 |
4 |
149 |
2 |
3 |
9 |
388 |
| Consolidation, Fragmentation, and the Disclosure of Trading Information |
2 |
3 |
4 |
260 |
7 |
9 |
13 |
711 |
| Cooperation for Monopolization? An Empirical Analysis of Cartelization |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
196 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
87 |
2 |
4 |
7 |
212 |
| Discussion |
0 |
0 |
0 |
10 |
0 |
2 |
2 |
38 |
| Estimating Time-Varying Factor Exposures (Corrected October 2017) |
0 |
0 |
3 |
4 |
1 |
2 |
6 |
8 |
| Exchange-Traded Funds 101 for Economists |
1 |
2 |
4 |
40 |
2 |
7 |
19 |
268 |
| Exchange-Traded Funds, Market Structure, and the Flash Crash |
1 |
3 |
11 |
13 |
3 |
9 |
24 |
27 |
| Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts |
1 |
3 |
15 |
85 |
5 |
8 |
25 |
199 |
| In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets |
0 |
0 |
0 |
3 |
1 |
2 |
9 |
956 |
| Insider Trading and the Value of the Firm |
0 |
0 |
0 |
60 |
1 |
3 |
4 |
195 |
| Intertemporal price discovery by market makers: Active versus passive learning |
0 |
0 |
0 |
78 |
0 |
0 |
5 |
228 |
| Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time |
1 |
2 |
2 |
8 |
1 |
7 |
13 |
35 |
| Market Microstructure: A Practitioner's Guide |
0 |
2 |
3 |
3 |
0 |
4 |
8 |
8 |
| Market Segmentation and Stock Prices: Evidence from an Emerging Market |
0 |
0 |
1 |
254 |
1 |
2 |
5 |
720 |
| Market microstructure: A survey |
1 |
2 |
14 |
1,822 |
8 |
15 |
45 |
3,268 |
| Pre-Trade Transparency |
0 |
0 |
0 |
1 |
0 |
2 |
2 |
56 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
20 |
2 |
4 |
4 |
79 |
| Price Discovery in Auction Markets: A Look Inside the Black Box |
0 |
0 |
0 |
2 |
7 |
9 |
19 |
706 |
| Price Experimentation and Security Market Structure |
0 |
0 |
3 |
97 |
1 |
3 |
7 |
383 |
| Security Prices and Market Transparency |
0 |
0 |
1 |
153 |
1 |
2 |
9 |
343 |
| Should securities markets be transparent? |
0 |
0 |
1 |
410 |
0 |
1 |
6 |
902 |
| Stock returns and trading at the close |
0 |
0 |
0 |
252 |
3 |
5 |
8 |
630 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
0 |
2 |
3 |
4 |
4 |
| The Relation between Stock Market Movements and NYSE Seat Prices |
0 |
0 |
0 |
60 |
1 |
2 |
5 |
408 |
| The Russell Reconstitution Effect |
0 |
0 |
2 |
2 |
3 |
5 |
12 |
12 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects |
0 |
0 |
2 |
374 |
3 |
4 |
14 |
1,248 |
| Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens |
0 |
1 |
1 |
1 |
2 |
3 |
15 |
15 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
1 |
500 |
1 |
5 |
8 |
1,262 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades |
1 |
2 |
4 |
546 |
1 |
6 |
12 |
1,072 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
2 |
1 |
3 |
12 |
1,119 |
| Total Journal Articles |
9 |
22 |
83 |
6,694 |
85 |
170 |
391 |
19,143 |
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