| 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 |
4 |
1 |
3 |
7 |
1,015 |
| A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
3 |
0 |
3 |
7 |
535 |
| A Baysian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
2 |
0 |
3 |
6 |
697 |
| An Analysis of Daily Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
1 |
2 |
4 |
7 |
299 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
4 |
9 |
401 |
| COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION |
0 |
0 |
0 |
0 |
1 |
7 |
11 |
227 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
2 |
1 |
6 |
14 |
2,011 |
| Dynamic Insider Trading |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
240 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
2 |
24 |
2 |
7 |
17 |
105 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
1 |
13 |
21 |
151 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
0 |
0 |
0 |
2 |
0 |
2 |
5 |
477 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
0 |
0 |
3 |
6 |
258 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
0 |
6 |
12 |
536 |
| INSIDER TRADING AND THE VALUE OF THE FIRM |
0 |
0 |
0 |
0 |
0 |
3 |
8 |
378 |
| INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING |
0 |
0 |
0 |
1 |
2 |
4 |
5 |
618 |
| IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? |
0 |
0 |
0 |
9 |
2 |
5 |
9 |
33 |
| Information Aggregation and Strategic Trading in Speculative Markets |
0 |
0 |
0 |
1 |
0 |
3 |
4 |
130 |
| Intertemporal Price Discovery by Market Makers: Active versus Passive Learning |
0 |
0 |
0 |
2 |
1 |
4 |
8 |
580 |
| Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time |
0 |
1 |
1 |
818 |
0 |
3 |
10 |
1,735 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
0 |
0 |
5 |
6 |
176 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
1 |
2 |
4 |
6 |
272 |
| Price Experimentation and Security Market Structure |
0 |
0 |
0 |
1 |
1 |
5 |
7 |
289 |
| Risky Business: The Clearance and Settlement of Financial Transactions |
0 |
0 |
0 |
1 |
0 |
2 |
12 |
1,050 |
| Security Prices and Market Transparency |
0 |
0 |
0 |
3 |
0 |
3 |
4 |
500 |
| Security Prices and Market Transparency (Revised: 1-92) |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
189 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
5 |
7 |
224 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
1 |
8 |
9 |
167 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
0 |
4 |
6 |
1,342 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
0 |
2 |
5 |
960 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
85 |
1 |
1 |
1 |
271 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
78 |
0 |
2 |
4 |
1,527 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revised: 10-94) |
0 |
0 |
0 |
0 |
0 |
4 |
9 |
368 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
0 |
0 |
0 |
1 |
0 |
2 |
6 |
466 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
0 |
4 |
2 |
7 |
14 |
2,835 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
7 |
5 |
8 |
20 |
680 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
3 |
1 |
6 |
18 |
951 |
| Total Working Papers |
0 |
1 |
3 |
1,121 |
26 |
155 |
313 |
23,009 |
| 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 |
2 |
5 |
10 |
932 |
| ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION |
0 |
0 |
0 |
9 |
1 |
10 |
12 |
72 |
| An Analysis of Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
249 |
1 |
6 |
13 |
936 |
| An empirical analysis of NYSE specialist trading |
0 |
0 |
2 |
259 |
1 |
4 |
14 |
578 |
| Anatomy of the trading process Empirical evidence on the behavior of institutional traders |
0 |
0 |
1 |
322 |
11 |
14 |
27 |
766 |
| Book Reviews |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
| COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION |
0 |
0 |
0 |
14 |
0 |
2 |
4 |
76 |
| Click or Call? Auction versus Search in the Over-the-Counter Market |
0 |
1 |
1 |
26 |
3 |
11 |
20 |
139 |
| Competition and Collusion in Dealer Markets |
0 |
0 |
2 |
149 |
0 |
5 |
10 |
393 |
| Consolidation, Fragmentation, and the Disclosure of Trading Information |
0 |
1 |
5 |
261 |
1 |
8 |
19 |
719 |
| Cooperation for Monopolization? An Empirical Analysis of Cartelization |
0 |
0 |
0 |
69 |
2 |
5 |
6 |
201 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
87 |
0 |
3 |
7 |
215 |
| Discussion |
0 |
0 |
0 |
10 |
0 |
0 |
2 |
38 |
| Estimating Time-Varying Factor Exposures (Corrected October 2017) |
0 |
0 |
2 |
4 |
0 |
3 |
8 |
11 |
| Exchange-Traded Funds 101 for Economists |
0 |
3 |
6 |
43 |
3 |
17 |
34 |
285 |
| Exchange-Traded Funds, Market Structure, and the Flash Crash |
1 |
6 |
16 |
19 |
5 |
15 |
35 |
42 |
| Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts |
3 |
3 |
14 |
88 |
6 |
13 |
32 |
212 |
| In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets |
0 |
0 |
0 |
3 |
0 |
3 |
9 |
959 |
| Insider Trading and the Value of the Firm |
0 |
0 |
0 |
60 |
1 |
5 |
9 |
200 |
| Intertemporal price discovery by market makers: Active versus passive learning |
0 |
0 |
0 |
78 |
5 |
8 |
12 |
236 |
| Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time |
0 |
1 |
3 |
9 |
0 |
3 |
14 |
38 |
| Market Microstructure: A Practitioner's Guide |
0 |
1 |
4 |
4 |
2 |
13 |
21 |
21 |
| Market Segmentation and Stock Prices: Evidence from an Emerging Market |
0 |
0 |
1 |
254 |
1 |
2 |
6 |
722 |
| Market microstructure: A survey |
2 |
6 |
16 |
1,828 |
4 |
23 |
56 |
3,291 |
| Pre-Trade Transparency |
0 |
0 |
0 |
1 |
1 |
3 |
5 |
59 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
20 |
0 |
0 |
4 |
79 |
| Price Discovery in Auction Markets: A Look Inside the Black Box |
0 |
0 |
0 |
2 |
1 |
12 |
29 |
718 |
| Price Experimentation and Security Market Structure |
0 |
1 |
1 |
98 |
0 |
6 |
10 |
389 |
| Security Prices and Market Transparency |
1 |
1 |
2 |
154 |
1 |
3 |
8 |
346 |
| Should securities markets be transparent? |
0 |
0 |
1 |
410 |
0 |
3 |
8 |
905 |
| Stock returns and trading at the close |
0 |
1 |
1 |
253 |
2 |
7 |
15 |
637 |
| The Cost of Institutional Equity Trades |
1 |
1 |
1 |
1 |
3 |
5 |
9 |
9 |
| The Relation between Stock Market Movements and NYSE Seat Prices |
0 |
0 |
0 |
60 |
1 |
6 |
9 |
414 |
| The Russell Reconstitution Effect |
0 |
2 |
4 |
4 |
3 |
9 |
20 |
21 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects |
0 |
1 |
2 |
375 |
4 |
9 |
20 |
1,257 |
| Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens |
1 |
1 |
2 |
2 |
2 |
7 |
20 |
22 |
| Trading Mechanisms in Securities Markets |
2 |
2 |
2 |
502 |
3 |
5 |
11 |
1,267 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades |
1 |
2 |
5 |
548 |
1 |
8 |
17 |
1,080 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
2 |
0 |
10 |
20 |
1,129 |
| Total Journal Articles |
12 |
34 |
94 |
6,728 |
71 |
272 |
586 |
19,415 |
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