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 |
0 |
0 |
2 |
1,008 |
A Bayesian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
3 |
0 |
0 |
3 |
528 |
A Baysian Model of Intraday Specialist Pricing |
0 |
0 |
0 |
2 |
0 |
1 |
2 |
691 |
An Analysis of Daily Changes in Specialist Inventories and Quotations |
0 |
0 |
0 |
1 |
1 |
2 |
3 |
292 |
Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revised: 12-94) |
0 |
0 |
0 |
0 |
0 |
0 |
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 |
1 |
2 |
391 |
COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
216 |
Country and Currency Risk Premia in an Emerging Market |
0 |
0 |
0 |
2 |
0 |
2 |
3 |
1,997 |
Dynamic Insider Trading |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
234 |
Exchange Traded Funds 101 For Economists |
0 |
0 |
0 |
51 |
0 |
1 |
3 |
130 |
Exchange Traded Funds 101 For Economists |
0 |
0 |
1 |
22 |
1 |
1 |
7 |
88 |
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 |
0 |
0 |
0 |
2 |
251 |
Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) |
0 |
0 |
0 |
3 |
0 |
1 |
3 |
524 |
INSIDER TRADING AND THE VALUE OF THE FIRM |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
370 |
INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING |
0 |
0 |
0 |
1 |
0 |
1 |
3 |
613 |
IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? |
0 |
0 |
4 |
8 |
2 |
5 |
17 |
21 |
Information Aggregation and Strategic Trading in Speculative Markets |
0 |
0 |
0 |
1 |
0 |
1 |
1 |
126 |
Intertemporal Price Discovery by Market Makers: Active versus Passive Learning |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
572 |
Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time |
0 |
0 |
5 |
817 |
0 |
1 |
11 |
1,725 |
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 |
1 |
1 |
2 |
282 |
Risky Business: The Clearance and Settlement of Financial Transactions |
0 |
0 |
0 |
1 |
1 |
2 |
6 |
1,038 |
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 |
1 |
1 |
1 |
158 |
Security Prices and Market Transparency (Revision of 12-90) |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
217 |
The Cost of Institutional Equity Trades |
0 |
0 |
0 |
6 |
0 |
1 |
3 |
1,336 |
The Cost of Institutional Equity Trades |
0 |
0 |
0 |
7 |
0 |
1 |
3 |
955 |
The Information Contained in Stock Exchange Seat Prices |
0 |
0 |
0 |
78 |
0 |
0 |
0 |
1,523 |
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 |
1 |
1 |
9 |
359 |
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 |
0 |
0 |
21 |
2,821 |
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
3 |
0 |
1 |
5 |
933 |
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
7 |
2 |
3 |
7 |
659 |
Total Working Papers |
0 |
0 |
10 |
1,117 |
11 |
31 |
130 |
22,687 |
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 |
1 |
451 |
0 |
1 |
9 |
922 |
ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION |
0 |
0 |
0 |
9 |
0 |
1 |
1 |
60 |
An Analysis of Changes in Specialist Inventories and Quotations |
1 |
2 |
6 |
249 |
2 |
3 |
8 |
923 |
An empirical analysis of NYSE specialist trading |
0 |
0 |
2 |
256 |
0 |
1 |
7 |
563 |
Anatomy of the trading process Empirical evidence on the behavior of institutional traders |
0 |
0 |
5 |
321 |
1 |
2 |
17 |
739 |
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 |
1 |
2 |
25 |
1 |
3 |
8 |
119 |
Competition and Collusion in Dealer Markets |
1 |
2 |
3 |
146 |
1 |
3 |
6 |
381 |
Consolidation, Fragmentation, and the Disclosure of Trading Information |
0 |
0 |
1 |
256 |
1 |
2 |
4 |
699 |
Cooperation for Monopolization? An Empirical Analysis of Cartelization |
0 |
0 |
0 |
69 |
0 |
0 |
4 |
195 |
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 |
2 |
6 |
37 |
1 |
3 |
12 |
251 |
Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts |
1 |
3 |
6 |
72 |
1 |
5 |
12 |
178 |
In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets |
0 |
0 |
0 |
3 |
2 |
5 |
13 |
950 |
Insider Trading and the Value of the Firm |
0 |
0 |
0 |
60 |
0 |
0 |
0 |
191 |
Intertemporal price discovery by market makers: Active versus passive learning |
0 |
1 |
1 |
78 |
0 |
2 |
4 |
224 |
Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time |
0 |
0 |
0 |
6 |
0 |
2 |
4 |
24 |
Market Segmentation and Stock Prices: Evidence from an Emerging Market |
0 |
0 |
0 |
253 |
1 |
1 |
4 |
716 |
Market microstructure: A survey |
0 |
3 |
10 |
1,811 |
2 |
11 |
27 |
3,233 |
Pre-Trade Transparency |
0 |
0 |
1 |
1 |
0 |
1 |
11 |
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 |
2 |
10 |
689 |
Price Experimentation and Security Market Structure |
1 |
3 |
4 |
97 |
1 |
3 |
5 |
379 |
Security Prices and Market Transparency |
0 |
0 |
1 |
152 |
1 |
2 |
6 |
336 |
Should securities markets be transparent? |
0 |
2 |
8 |
409 |
0 |
3 |
14 |
897 |
Stock returns and trading at the close |
0 |
0 |
1 |
252 |
0 |
0 |
8 |
622 |
The Relation between Stock Market Movements and NYSE Seat Prices |
0 |
0 |
0 |
60 |
1 |
2 |
3 |
404 |
The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects |
1 |
1 |
3 |
373 |
2 |
2 |
10 |
1,236 |
Trading Mechanisms in Securities Markets |
0 |
0 |
2 |
499 |
1 |
1 |
13 |
1,255 |
Transactions costs and investment style: an inter-exchange analysis of institutional equity trades |
0 |
0 |
4 |
542 |
1 |
2 |
9 |
1,062 |
Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks |
0 |
0 |
0 |
2 |
0 |
1 |
10 |
1,108 |
Total Journal Articles |
5 |
20 |
67 |
6,622 |
21 |
64 |
241 |
18,798 |