| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| An Empirical Study of the Forward Exchange Market under Fixed and Flexible Exchange Rate Systems |
0 |
0 |
0 |
27 |
0 |
0 |
0 |
229 |
| Are trading imbalances indicative of private information? |
0 |
0 |
0 |
34 |
2 |
2 |
4 |
134 |
| Causes of Deviation from Interest-Rate Parity: A Comment |
0 |
0 |
0 |
117 |
0 |
0 |
2 |
508 |
| Comments `An analysis of the economic justificiation for consolidation in a secondary security market' by Kalman J. Cohen et al |
0 |
0 |
0 |
5 |
0 |
1 |
1 |
46 |
| Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium |
0 |
1 |
1 |
63 |
1 |
2 |
5 |
154 |
| Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks |
0 |
0 |
0 |
28 |
2 |
3 |
3 |
73 |
| Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE |
0 |
0 |
5 |
654 |
2 |
6 |
18 |
1,834 |
| Dynamic Financial System: Complexity, Fragility and Regulatory Principles |
0 |
1 |
2 |
4 |
4 |
5 |
11 |
15 |
| Electronic Trading in Stock Markets |
0 |
0 |
1 |
435 |
1 |
3 |
8 |
1,342 |
| Energy shocks and financial markets |
1 |
1 |
2 |
176 |
2 |
3 |
4 |
489 |
| Exchange rates and firms' liquidity: evidence from ADRs |
0 |
0 |
0 |
40 |
0 |
3 |
4 |
166 |
| Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures |
0 |
0 |
2 |
5 |
2 |
3 |
7 |
42 |
| Failure to exercise call options: An anomaly and a trading game |
0 |
0 |
1 |
116 |
4 |
6 |
7 |
315 |
| Future of Securities Markets: Competition or Consolidation? |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Index futures, program trading, and stock market procedures |
0 |
1 |
1 |
5 |
1 |
4 |
5 |
30 |
| Is It Time to Split the S&P 500 Futures Contract? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
| Market Fragmentation |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Market Microstructure and Stock Return Predictions |
0 |
1 |
4 |
526 |
4 |
8 |
13 |
1,297 |
| Market structure and transaction costs: Implied spreads in the German stock market |
0 |
0 |
1 |
71 |
1 |
4 |
6 |
212 |
| ORGANIZATION OF THE STOCK MARKET: COMPETITION OR FRAGMENTATION? |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
60 |
| On Dealer Markets under Competition |
0 |
0 |
5 |
209 |
3 |
6 |
17 |
423 |
| Optimal dealer pricing under transactions and return uncertainty |
4 |
14 |
68 |
2,059 |
21 |
48 |
175 |
3,856 |
| Parallel Trading by Institutional Investors |
0 |
0 |
1 |
47 |
0 |
2 |
8 |
278 |
| Presidential Address: Friction |
0 |
2 |
5 |
290 |
3 |
6 |
18 |
578 |
| Price Impacts of Block Trading on the New York Stock Exchange |
1 |
1 |
6 |
837 |
3 |
8 |
24 |
2,205 |
| Price impacts of options volume |
0 |
0 |
1 |
102 |
0 |
3 |
6 |
240 |
| Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew |
0 |
0 |
0 |
151 |
2 |
4 |
6 |
680 |
| REGULATION OF FINANCIAL MARKETS: TOWARD A FOCUSED APPROACH |
0 |
0 |
0 |
20 |
1 |
2 |
4 |
57 |
| Reconsidering the Affirmative Obligation of Market Makers |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
5 |
| Regulation of Financial Markets: A Focused Approach |
0 |
0 |
0 |
9 |
1 |
2 |
3 |
47 |
| Regulatory Capital of Financial Institutions: A Comparative Analysis |
0 |
0 |
0 |
0 |
1 |
3 |
4 |
4 |
| Small Business and the New Issues Market for Equities |
0 |
1 |
2 |
154 |
0 |
3 |
13 |
476 |
| Special Issue: Ten Years Since the Crash of 1987 |
0 |
0 |
0 |
11 |
0 |
0 |
0 |
42 |
| Spot and Futures Prices and the Law of One Price |
0 |
0 |
0 |
80 |
0 |
2 |
4 |
181 |
| Stock Market Structure and Volatility |
0 |
1 |
1 |
415 |
0 |
1 |
2 |
1,241 |
| Stock option contract adjustments: The case of special dividends |
0 |
0 |
0 |
32 |
1 |
1 |
3 |
197 |
| THE NEW DISCLOSURES OF EXECUTIVE PAY |
0 |
0 |
0 |
6 |
0 |
1 |
2 |
62 |
| The Components of the Bid-Ask Spread: A General Approach |
0 |
0 |
0 |
8 |
8 |
15 |
35 |
1,241 |
| The Dynamics of Dealer Markets under Competition |
1 |
1 |
4 |
562 |
3 |
8 |
23 |
1,259 |
| The Dynamics of Stock Index and Stock Index Futures Returns |
1 |
2 |
7 |
224 |
1 |
6 |
17 |
594 |
| The Law of One Price in international commodity markets: A reformulation and some formal tests |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
96 |
| The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks |
0 |
1 |
1 |
240 |
0 |
2 |
6 |
542 |
| The Relationship Between Put and Call Option Prices: Reply |
0 |
0 |
1 |
43 |
2 |
3 |
4 |
145 |
| The Relationship between Put and Call Option Prices |
0 |
1 |
7 |
1,144 |
2 |
10 |
33 |
2,787 |
| The Supply of Dealer Services in Securities Markets |
0 |
2 |
9 |
926 |
5 |
9 |
25 |
1,803 |
| Tick Size, Bid-Ask Spreads, and Market Structure |
0 |
0 |
1 |
103 |
0 |
3 |
6 |
246 |
| Trades outside the quotes: Reporting delay, trading option, or trade size? |
0 |
0 |
0 |
37 |
2 |
3 |
7 |
191 |
| Transaction costs and the small firm effect |
0 |
1 |
8 |
889 |
1 |
8 |
24 |
1,885 |
| Total Journal Articles |
8 |
32 |
147 |
10,969 |
88 |
215 |
577 |
28,313 |
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