| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A NEW APPROACH TO CONTROLLING FOR THIN TRADING |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
13 |
| A New Approach to Capital Budgeting in Closely-Held Firms and Small Firms |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
5 |
| A Regime-Level Empirical Model of the Specialist Quote Revision Process |
0 |
0 |
0 |
12 |
0 |
0 |
0 |
155 |
| A Transactions Data Analysis of Intraday Betas |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
90 |
| A note on the distribution types of financial ratios in the commercial banking industry |
0 |
0 |
0 |
59 |
0 |
1 |
2 |
329 |
| A transactions data analysis of the variability of common stock returns during 1980-1984 |
0 |
0 |
0 |
99 |
0 |
0 |
2 |
198 |
| Adjusting for Beta Bias: An Assessment of Alternative Techniques: A Note |
0 |
0 |
2 |
133 |
1 |
1 |
4 |
337 |
| After-hours trading of NYSE stocks on the regional stock exchanges |
0 |
1 |
1 |
38 |
0 |
1 |
3 |
583 |
| After‐hours trading of NYSE stocks on the regional stock exchanges |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
3 |
| An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks |
0 |
0 |
4 |
477 |
5 |
5 |
12 |
1,336 |
| An Intraday Examination of the Components of the Bid–Ask Spread |
0 |
0 |
0 |
76 |
0 |
0 |
1 |
201 |
| An Investigation of Transactions Data for NYSE Stocks |
0 |
1 |
7 |
337 |
0 |
5 |
19 |
786 |
| An analysis of transactions data for the Toronto Stock Exchange: Return patterns and end-of-the-day effect |
0 |
0 |
2 |
101 |
0 |
0 |
3 |
306 |
| An examination of minimum tick sizes on the Tokyo Stock Exchange |
0 |
0 |
0 |
61 |
0 |
1 |
4 |
361 |
| An exploratory study of portfolio objectives and asset holdings |
0 |
0 |
1 |
80 |
0 |
1 |
3 |
344 |
| An investigation of price discovery in informationally-linked markets: equity trading in Malaysia and Singapore |
0 |
0 |
0 |
73 |
0 |
0 |
0 |
212 |
| Analysis of the Characteristics of Individual Investors in Real Estate Securities and Income‐Producing Property |
0 |
0 |
0 |
18 |
0 |
1 |
2 |
166 |
| Asymmetric Information in the IPO Aftermarket |
0 |
1 |
2 |
157 |
0 |
2 |
4 |
458 |
| Automated trade execution and trading activity: The case of the Vancouver stock exchange |
0 |
0 |
0 |
33 |
0 |
0 |
0 |
175 |
| Behavior of municipal bond default-risk premiums by maturity |
0 |
0 |
0 |
45 |
0 |
0 |
0 |
279 |
| Behavioral explanations of trading volume and short-horizon price patterns: An investigation of seven Asia-Pacific markets |
0 |
0 |
0 |
72 |
0 |
1 |
1 |
282 |
| Bias from Nonsynchronous Trading in Tests of the Levhari-Levy Hypothesis |
0 |
0 |
0 |
27 |
0 |
1 |
2 |
208 |
| Bid-Ask Spreads, Information Asymmetry, and Abnormal Investor Sentiment: Evidence from Closed-End Funds |
0 |
0 |
0 |
58 |
0 |
0 |
2 |
253 |
| Bids and asks in disequilibrium market microstructure: The case of IBM |
0 |
0 |
1 |
43 |
0 |
0 |
1 |
161 |
| Block versus Nonblock Trading Patterns |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
199 |
| Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets |
0 |
0 |
0 |
124 |
0 |
1 |
1 |
294 |
| Common factor components versus information shares: a reply |
0 |
0 |
1 |
102 |
1 |
1 |
4 |
281 |
| Comovements of international equity returns: A comparison of the pre- and post-October 19, 1987, periods |
0 |
0 |
0 |
62 |
0 |
0 |
1 |
170 |
| Competition from the limit order book and NYSE spreads |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
144 |
| Cross‐Listings and Home Market Trading Volume: The Case of Malaysia and Singapore |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
93 |
| Cyclical variability of bond risk premia: A note |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
36 |
| Director discretion and insider trading profitability |
0 |
0 |
0 |
16 |
0 |
1 |
1 |
69 |
| Do More Risk-Averse Investors Have Lower Net Worth and Income? |
0 |
0 |
0 |
0 |
0 |
2 |
5 |
212 |
| Does high-frequency trading increase systemic risk? |
0 |
1 |
2 |
50 |
0 |
2 |
5 |
184 |
| Ex-Ante Expectations and Portfolio Selection |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
74 |
| Explaining investor behavior using an adjective check list |
0 |
0 |
0 |
62 |
0 |
0 |
0 |
447 |
| Exploring the manipulation toolkit: the failure of Doral Financial Corporation |
0 |
0 |
2 |
4 |
0 |
0 |
2 |
58 |
| Financial analysts and price discovery |
0 |
0 |
0 |
99 |
0 |
1 |
4 |
248 |
| HOURLY RETURNS, VOLUME, TRADE SIZE, AND NUMBER OF TRADES |
0 |
0 |
1 |
13 |
0 |
0 |
1 |
36 |
| IMF bailouts, contagion effects, and bank security returns |
0 |
0 |
0 |
79 |
0 |
0 |
1 |
195 |
| INTRADAY AND OVERNIGHT RETURNS AND DAY-OF-THE-WEEK EFFECTS |
0 |
0 |
0 |
23 |
0 |
0 |
1 |
52 |
| Individual investors and risk-taking |
1 |
1 |
2 |
172 |
1 |
2 |
6 |
372 |
| Information Content of Earnings Announcements: Evidence from After-Hours Trading |
0 |
0 |
2 |
38 |
0 |
1 |
6 |
220 |
| Information-based trading, price impact of trades, and trade autocorrelation |
0 |
0 |
0 |
75 |
0 |
0 |
1 |
231 |
| Insights from bitcoin trading |
0 |
0 |
1 |
36 |
0 |
1 |
4 |
110 |
| Intertemporal Differences in Movements of Minute-to-Minute Stock Returns |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
109 |
| Intraday price behavior of cryptocurrencies |
0 |
0 |
0 |
32 |
1 |
1 |
5 |
106 |
| Liquidity and foreign ownership restrictions |
0 |
0 |
0 |
12 |
0 |
0 |
1 |
86 |
| Liquidity supply in electronic markets |
0 |
0 |
3 |
99 |
1 |
2 |
9 |
241 |
| Market changes and spread components, implications for international markets |
0 |
0 |
0 |
31 |
0 |
3 |
3 |
239 |
| Merger Announcements and Trading |
0 |
0 |
0 |
24 |
0 |
0 |
0 |
89 |
| Naked Short Selling and the Market Impact of Fails-to-Deliver: Evidence from the Trading of Real Estate Investment Trusts |
0 |
0 |
1 |
17 |
0 |
0 |
5 |
180 |
| New equity offerings in Japan: an examination of theory and practice |
0 |
0 |
0 |
21 |
0 |
1 |
1 |
94 |
| Opening and closing behavior following the introduction of call auctions in Singapore |
0 |
0 |
3 |
53 |
0 |
0 |
5 |
186 |
| Ownership of Cross–Listed Equities: An Investigation of Turnover, Diversification, and Risk |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
112 |
| Price Clustering of Chinese IPOs: The Impact of Regulation, Cultural Factors, and Negotiation |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
16 |
| Price Clustering on the Tokyo Stock Exchange |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
192 |
| Price Discovery in the Pits: The Role of Market Makers on the CBOT and the Sydney Futures Exchange |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
12 |
| Price clustering on the Shanghai Stock Exchange |
0 |
0 |
0 |
6 |
0 |
1 |
1 |
31 |
| Price movement and trade size on the National Stock Exchange of India |
0 |
0 |
0 |
8 |
0 |
0 |
1 |
31 |
| Production of information, information asymmetry, and the bid-ask spread: Empirical evidence from analysts' forecasts |
0 |
0 |
1 |
140 |
1 |
2 |
6 |
379 |
| Reducing tick size on the Stock Exchange of Singapore |
0 |
0 |
0 |
122 |
0 |
0 |
0 |
514 |
| Reprint of Director discretion and insider trading profitability |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
24 |
| Security price adjustment across exchanges: an investigation of common factor components for Dow stocks |
1 |
1 |
2 |
219 |
1 |
2 |
4 |
507 |
| Short Selling: The Impact of SEC Rule 201 of 2010 |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
68 |
| Short-horizon contrarian and momentum strategies in Asian markets: An integrated analysis |
0 |
0 |
0 |
126 |
0 |
0 |
0 |
353 |
| Stealth trading: The case of the Tokyo Stock Exchange |
0 |
0 |
0 |
28 |
0 |
1 |
2 |
142 |
| Stock returns and beta, firms size, E/P, CF/P, book-to-market, and sales growth: evidence from Singapore and Malaysia |
0 |
1 |
4 |
264 |
0 |
1 |
5 |
739 |
| THE DETERMINANTS OF MUNICIPAL BOND RISK PREMIUMS BY MATURITY |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
15 |
| THE EFFECT OF DIFFERENCING INTERVAL LENGTH ON BETA |
0 |
0 |
0 |
8 |
0 |
0 |
0 |
20 |
| THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ |
0 |
0 |
0 |
2 |
0 |
1 |
1 |
22 |
| TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
| Tests of stability for variances and means of overnight/intraday returns during bull and bear markets |
0 |
2 |
6 |
67 |
0 |
2 |
6 |
154 |
| The Determination of Court-Awarded Legal Fees |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
4 |
| The Flash Crash: Trading Aggressiveness, Liquidity Supply, and the Impact of Intermarket Sweep Orders |
0 |
0 |
0 |
13 |
0 |
0 |
3 |
50 |
| The Quote Exception Rule: Giving High Frequency Traders an Unintended Advantage |
0 |
0 |
2 |
26 |
0 |
2 |
4 |
64 |
| The determinants of investment in collectibles: A probit analysis |
1 |
1 |
2 |
63 |
1 |
1 |
6 |
227 |
| The information content of trading halts |
0 |
0 |
0 |
44 |
0 |
1 |
1 |
172 |
| The liquidity of automated exchanges: new evidence from German Bund futures |
0 |
0 |
0 |
83 |
0 |
0 |
1 |
257 |
| The nature of individual investors' heterogeneous expectations |
0 |
0 |
1 |
24 |
0 |
1 |
2 |
90 |
| Trading rules, competition for order flow and market fragmentation |
0 |
0 |
1 |
53 |
0 |
0 |
3 |
211 |
| Trading volume and location of trade: Evidence from Jardine group listings in Hong Kong and Singapore |
0 |
0 |
0 |
33 |
0 |
0 |
1 |
150 |
| What order flow reveals about the role of the underwriter in IPO aftermarkets |
0 |
0 |
0 |
29 |
0 |
0 |
0 |
185 |
| Worldwide reach of short selling regulations |
0 |
0 |
1 |
98 |
0 |
0 |
3 |
314 |
| Total Journal Articles |
3 |
10 |
58 |
4,860 |
13 |
55 |
194 |
17,358 |
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