| 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 |
3 |
530 |
| A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
4 |
0 |
1 |
1 |
1,009 |
| A Baysian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
691 |
| An Analysis of Daily Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
1 |
0 |
0 |
3 |
293 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
313 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) |
0 |
0 |
0 |
1 |
1 |
1 |
4 |
393 |
| COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
217 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
2 |
0 |
0 |
5 |
1,999 |
| Dynamic Insider Trading |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
234 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
22 |
1 |
2 |
5 |
90 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
0 |
1 |
4 |
132 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
472 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
253 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
1 |
1 |
2 |
525 |
| INSIDER TRADING AND THE VALUE OF THE FIRM |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
371 |
| INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING |
0 |
0 |
0 |
1 |
0 |
1 |
4 |
614 |
| IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? |
0 |
0 |
3 |
9 |
0 |
2 |
16 |
27 |
| Information Aggregation and Strategic Trading in Speculative Markets |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
126 |
| Intertemporal Price Discovery by Market Makers: Active versus Passive Learning |
0 |
0 |
0 |
2 |
0 |
1 |
4 |
574 |
| Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time |
0 |
0 |
4 |
817 |
0 |
2 |
10 |
1,727 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
170 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
266 |
| Price Experimentation and Security Market Structure |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
282 |
| Risky Business: The Clearance and Settlement of Financial Transactions |
0 |
0 |
0 |
1 |
1 |
3 |
10 |
1,042 |
| Security Prices and Market Transparency |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
496 |
| Security Prices and Market Transparency (Revised: 1-92) |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
187 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
159 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
217 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
0 |
0 |
2 |
1,336 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
1 |
2 |
3 |
957 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
85 |
0 |
0 |
0 |
270 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
1,523 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
0 |
0 |
0 |
0 |
1 |
1 |
7 |
360 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
461 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
0 |
4 |
0 |
0 |
11 |
2,821 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
7 |
1 |
2 |
10 |
664 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
934 |
| Total Working Papers |
0 |
0 |
7 |
1,118 |
12 |
29 |
129 |
22,735 |
| 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 |
0 |
2 |
922 |
| ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
60 |
| An Analysis of Changes in Specialist Inventories and Quotations |
0 |
0 |
3 |
249 |
0 |
1 |
5 |
924 |
| An empirical analysis of NYSE specialist trading |
0 |
0 |
1 |
257 |
0 |
1 |
3 |
565 |
| Anatomy of the trading process Empirical evidence on the behavior of institutional traders |
0 |
1 |
4 |
322 |
0 |
2 |
14 |
742 |
| Book Reviews |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION |
0 |
0 |
0 |
14 |
0 |
0 |
1 |
72 |
| Click or Call? Auction versus Search in the Over-the-Counter Market |
0 |
0 |
1 |
25 |
1 |
1 |
7 |
120 |
| Competition and Collusion in Dealer Markets |
1 |
1 |
4 |
148 |
1 |
1 |
7 |
384 |
| Consolidation, Fragmentation, and the Disclosure of Trading Information |
0 |
0 |
2 |
257 |
0 |
1 |
7 |
702 |
| Cooperation for Monopolization? An Empirical Analysis of Cartelization |
0 |
0 |
0 |
69 |
0 |
0 |
3 |
195 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
87 |
0 |
0 |
3 |
208 |
| Discussion |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
36 |
| Estimating Time-Varying Factor Exposures (Corrected October 2017) |
1 |
2 |
4 |
4 |
1 |
3 |
6 |
6 |
| Exchange-Traded Funds 101 for Economists |
0 |
1 |
5 |
38 |
6 |
9 |
18 |
261 |
| Exchange-Traded Funds, Market Structure, and the Flash Crash |
1 |
1 |
7 |
7 |
1 |
1 |
13 |
13 |
| Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts |
2 |
5 |
14 |
80 |
3 |
8 |
20 |
189 |
| In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets |
0 |
0 |
0 |
3 |
0 |
1 |
13 |
953 |
| Insider Trading and the Value of the Firm |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
192 |
| Intertemporal price discovery by market makers: Active versus passive learning |
0 |
0 |
1 |
78 |
1 |
3 |
7 |
228 |
| Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time |
0 |
0 |
0 |
6 |
0 |
2 |
6 |
27 |
| Market Microstructure: A Practitioner's Guide |
0 |
1 |
1 |
1 |
0 |
1 |
3 |
3 |
| Market Segmentation and Stock Prices: Evidence from an Emerging Market |
0 |
0 |
0 |
253 |
0 |
1 |
2 |
717 |
| Market microstructure: A survey |
0 |
5 |
13 |
1,819 |
0 |
6 |
32 |
3,246 |
| Pre-Trade Transparency |
0 |
0 |
0 |
1 |
0 |
0 |
5 |
54 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
20 |
0 |
0 |
0 |
75 |
| Price Discovery in Auction Markets: A Look Inside the Black Box |
0 |
0 |
0 |
2 |
1 |
4 |
11 |
693 |
| Price Experimentation and Security Market Structure |
0 |
0 |
3 |
97 |
1 |
1 |
4 |
380 |
| Security Prices and Market Transparency |
0 |
0 |
0 |
152 |
1 |
1 |
9 |
340 |
| Should securities markets be transparent? |
0 |
1 |
4 |
410 |
0 |
2 |
7 |
899 |
| Stock returns and trading at the close |
0 |
0 |
0 |
252 |
0 |
0 |
5 |
622 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| The Relation between Stock Market Movements and NYSE Seat Prices |
0 |
0 |
0 |
60 |
0 |
1 |
5 |
406 |
| The Russell Reconstitution Effect |
1 |
1 |
1 |
1 |
2 |
2 |
4 |
4 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects |
0 |
0 |
1 |
373 |
1 |
4 |
9 |
1,243 |
| Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
7 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
2 |
500 |
1 |
1 |
11 |
1,257 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades |
0 |
1 |
3 |
544 |
0 |
3 |
8 |
1,066 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
2 |
2 |
4 |
14 |
1,115 |
| Total Journal Articles |
6 |
20 |
74 |
6,661 |
24 |
68 |
274 |
18,927 |
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