| 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 |
1 |
2 |
527 |
| A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
4 |
0 |
0 |
2 |
1,008 |
| A Baysian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
690 |
| An Analysis of Daily Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
290 |
| Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
312 |
| 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 |
2 |
389 |
| COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
215 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
2 |
0 |
0 |
0 |
1,994 |
| Dynamic Insider Trading |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
233 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
2 |
22 |
0 |
1 |
13 |
85 |
| Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
0 |
0 |
3 |
128 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) |
0 |
0 |
0 |
2 |
0 |
0 |
2 |
472 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
0 |
1 |
2 |
523 |
| Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
250 |
| INSIDER TRADING AND THE VALUE OF THE FIRM |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
369 |
| INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING |
0 |
0 |
0 |
1 |
1 |
1 |
3 |
611 |
| IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? |
0 |
2 |
6 |
6 |
1 |
5 |
12 |
12 |
| Information Aggregation and Strategic Trading in Speculative Markets |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
125 |
| Intertemporal Price Discovery by Market Makers: Active versus Passive Learning |
0 |
0 |
0 |
2 |
2 |
3 |
4 |
572 |
| Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time |
1 |
1 |
6 |
814 |
3 |
5 |
11 |
1,720 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
266 |
| Price Continuity Rules and Insider Trading |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
170 |
| Price Experimentation and Security Market Structure |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
281 |
| Risky Business: The Clearance and Settlement of Financial Transactions |
0 |
0 |
0 |
1 |
2 |
2 |
3 |
1,034 |
| 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 |
0 |
0 |
0 |
183 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
157 |
| Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
216 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
1 |
2 |
2 |
1,335 |
| The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
0 |
2 |
2 |
954 |
| The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
85 |
0 |
0 |
1 |
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 |
354 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
460 |
| Trading Mechanisms in Securities Markets |
0 |
0 |
0 |
4 |
3 |
3 |
23 |
2,813 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
7 |
0 |
0 |
5 |
654 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
3 |
0 |
0 |
1 |
929 |
| Total Working Papers |
1 |
3 |
14 |
1,112 |
14 |
29 |
110 |
22,620 |
| 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 |
2 |
451 |
0 |
2 |
11 |
920 |
| ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION |
0 |
0 |
0 |
9 |
0 |
0 |
1 |
59 |
| An Analysis of Changes in Specialist Inventories and Quotations |
1 |
2 |
7 |
247 |
1 |
2 |
9 |
920 |
| An empirical analysis of NYSE specialist trading |
0 |
1 |
4 |
256 |
0 |
1 |
12 |
562 |
| Anatomy of the trading process Empirical evidence on the behavior of institutional traders |
1 |
3 |
6 |
319 |
1 |
3 |
15 |
729 |
| 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 |
71 |
| Click or Call? Auction versus Search in the Over-the-Counter Market |
0 |
1 |
2 |
24 |
1 |
2 |
5 |
114 |
| Competition and Collusion in Dealer Markets |
0 |
0 |
1 |
144 |
0 |
0 |
4 |
377 |
| Consolidation, Fragmentation, and the Disclosure of Trading Information |
0 |
0 |
1 |
255 |
0 |
0 |
1 |
695 |
| Cooperation for Monopolization? An Empirical Analysis of Cartelization |
0 |
0 |
0 |
69 |
0 |
0 |
1 |
192 |
| Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
87 |
0 |
0 |
1 |
205 |
| Discussion |
0 |
0 |
0 |
10 |
0 |
0 |
0 |
36 |
| Exchange-Traded Funds 101 for Economists |
0 |
1 |
2 |
33 |
1 |
2 |
16 |
244 |
| Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts |
0 |
0 |
0 |
66 |
0 |
2 |
4 |
169 |
| In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets |
0 |
0 |
0 |
3 |
2 |
2 |
13 |
942 |
| Insider Trading and the Value of the Firm |
0 |
0 |
0 |
60 |
0 |
0 |
1 |
191 |
| Intertemporal price discovery by market makers: Active versus passive learning |
0 |
0 |
0 |
77 |
1 |
1 |
5 |
222 |
| Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time |
0 |
0 |
0 |
6 |
0 |
0 |
6 |
21 |
| Market Segmentation and Stock Prices: Evidence from an Emerging Market |
0 |
0 |
1 |
253 |
0 |
0 |
5 |
715 |
| Market microstructure: A survey |
0 |
1 |
17 |
1,806 |
3 |
5 |
40 |
3,217 |
| Pre-Trade Transparency |
0 |
0 |
1 |
1 |
0 |
2 |
11 |
49 |
| 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 |
1 |
11 |
683 |
| Price Experimentation and Security Market Structure |
0 |
1 |
1 |
94 |
0 |
2 |
3 |
376 |
| Security Prices and Market Transparency |
0 |
0 |
1 |
152 |
2 |
2 |
4 |
333 |
| Should securities markets be transparent? |
1 |
2 |
7 |
407 |
1 |
3 |
16 |
893 |
| Stock returns and trading at the close |
0 |
0 |
2 |
252 |
2 |
3 |
10 |
619 |
| The Relation between Stock Market Movements and NYSE Seat Prices |
0 |
0 |
0 |
60 |
1 |
1 |
1 |
402 |
| The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects |
0 |
0 |
4 |
372 |
0 |
2 |
11 |
1,234 |
| Trading Mechanisms in Securities Markets |
0 |
1 |
3 |
498 |
2 |
4 |
9 |
1,248 |
| Transactions costs and investment style: an inter-exchange analysis of institutional equity trades |
1 |
3 |
5 |
542 |
1 |
3 |
8 |
1,059 |
| Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
1,101 |
| Total Journal Articles |
4 |
16 |
67 |
6,591 |
20 |
46 |
245 |
18,673 |
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