| 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 |
1 |
34 |
1 |
1 |
2 |
131 |
| Causes of Deviation from Interest-Rate Parity: A Comment |
0 |
0 |
0 |
117 |
0 |
1 |
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 |
0 |
0 |
45 |
| Commodity Futures and Spot Price Determination and Hedging in Capital Market Equilibrium |
0 |
0 |
2 |
62 |
1 |
1 |
7 |
152 |
| Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks |
0 |
0 |
0 |
28 |
0 |
0 |
2 |
70 |
| Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE |
0 |
1 |
7 |
654 |
0 |
3 |
14 |
1,827 |
| Dynamic Financial System: Complexity, Fragility and Regulatory Principles |
0 |
0 |
3 |
3 |
0 |
0 |
8 |
8 |
| Electronic Trading in Stock Markets |
0 |
0 |
1 |
434 |
0 |
1 |
5 |
1,336 |
| Energy shocks and financial markets |
0 |
0 |
3 |
175 |
0 |
0 |
7 |
486 |
| Exchange rates and firms' liquidity: evidence from ADRs |
0 |
0 |
0 |
40 |
0 |
0 |
1 |
163 |
| Expiration†Day Effects of the All Ordinaries Share Price Index Futures: Empirical Evidence and Alternative Settlement Procedures |
0 |
0 |
1 |
4 |
0 |
0 |
4 |
38 |
| Failure to exercise call options: An anomaly and a trading game |
0 |
0 |
1 |
116 |
0 |
0 |
2 |
309 |
| Future of Securities Markets: Competition or Consolidation? |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
2 |
| Index futures, program trading, and stock market procedures |
0 |
0 |
0 |
4 |
0 |
0 |
1 |
26 |
| Is It Time to Split the S&P 500 Futures Contract? |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Market Fragmentation |
0 |
0 |
0 |
0 |
0 |
0 |
1 |
1 |
| Market Microstructure and Stock Return Predictions |
0 |
1 |
4 |
525 |
1 |
3 |
7 |
1,289 |
| Market structure and transaction costs: Implied spreads in the German stock market |
0 |
0 |
1 |
71 |
0 |
1 |
3 |
208 |
| ORGANIZATION OF THE STOCK MARKET: COMPETITION OR FRAGMENTATION? |
0 |
0 |
0 |
26 |
0 |
0 |
1 |
60 |
| On Dealer Markets under Competition |
0 |
1 |
8 |
208 |
0 |
1 |
17 |
415 |
| Optimal dealer pricing under transactions and return uncertainty |
1 |
14 |
96 |
2,040 |
8 |
39 |
207 |
3,796 |
| Parallel Trading by Institutional Investors |
0 |
0 |
3 |
47 |
1 |
1 |
9 |
276 |
| Presidential Address: Friction |
0 |
1 |
10 |
288 |
1 |
3 |
24 |
571 |
| Price Impacts of Block Trading on the New York Stock Exchange |
1 |
1 |
11 |
835 |
2 |
4 |
30 |
2,196 |
| Price impacts of options volume |
0 |
0 |
1 |
102 |
1 |
1 |
5 |
237 |
| Program Trading and Individual Stock Returns: Ingredients of the Triple-Witching Brew |
0 |
0 |
0 |
151 |
0 |
0 |
2 |
676 |
| REGULATION OF FINANCIAL MARKETS: TOWARD A FOCUSED APPROACH |
0 |
0 |
0 |
20 |
0 |
0 |
2 |
55 |
| Reconsidering the Affirmative Obligation of Market Makers |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
| Regulation of Financial Markets: A Focused Approach |
0 |
0 |
0 |
9 |
0 |
0 |
8 |
45 |
| Regulatory Capital of Financial Institutions: A Comparative Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Small Business and the New Issues Market for Equities |
0 |
1 |
1 |
153 |
0 |
4 |
9 |
472 |
| 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 |
1 |
80 |
1 |
1 |
4 |
179 |
| Stock Market Structure and Volatility |
0 |
0 |
0 |
414 |
0 |
0 |
2 |
1,240 |
| Stock option contract adjustments: The case of special dividends |
0 |
0 |
0 |
32 |
0 |
0 |
3 |
196 |
| THE NEW DISCLOSURES OF EXECUTIVE PAY |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
61 |
| The Components of the Bid-Ask Spread: A General Approach |
0 |
0 |
0 |
8 |
2 |
10 |
24 |
1,226 |
| The Dynamics of Dealer Markets under Competition |
2 |
3 |
5 |
561 |
4 |
7 |
18 |
1,250 |
| The Dynamics of Stock Index and Stock Index Futures Returns |
0 |
1 |
3 |
220 |
1 |
2 |
14 |
586 |
| The Law of One Price in international commodity markets: A reformulation and some formal tests |
0 |
0 |
0 |
39 |
0 |
0 |
1 |
96 |
| The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks |
0 |
0 |
1 |
239 |
1 |
1 |
5 |
539 |
| The Relationship Between Put and Call Option Prices: Reply |
1 |
1 |
1 |
43 |
1 |
1 |
1 |
142 |
| The Relationship between Put and Call Option Prices |
1 |
1 |
7 |
1,143 |
6 |
8 |
32 |
2,776 |
| The Supply of Dealer Services in Securities Markets |
1 |
3 |
11 |
922 |
3 |
5 |
26 |
1,790 |
| Tick Size, Bid-Ask Spreads, and Market Structure |
0 |
1 |
2 |
103 |
0 |
1 |
4 |
243 |
| Trades outside the quotes: Reporting delay, trading option, or trade size? |
0 |
0 |
0 |
37 |
3 |
3 |
5 |
188 |
| Transaction costs and the small firm effect |
0 |
1 |
10 |
888 |
1 |
4 |
24 |
1,877 |
| Total Journal Articles |
7 |
31 |
195 |
10,924 |
39 |
108 |
549 |
28,062 |
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