Works matching DE "NEW York Stock Exchange"

Results: 870

Information in short selling: Comparing Nasdaq and the NYSE

Published in:

Review of Financial Economics, 2011, v. 20, n. 1, p. 1, doi. 10.1016/j.rfe.2010.09.002

By:

Blau, Benjamin M.;
Van Ness, Bonnie F.;
Van Ness, Robert A.

Publication type:

Article

Differences in individual NYSE specialists' performances and strategies

Published in:

Review of Financial Economics, 2010, v. 19, n. 1, p. 8, doi. 10.1016/j.rfe.2009.01.002

By:

Köksal, Bülent

Publication type:

Article

After-hours trading of NYSE stocks on the regional stock exchanges

Published in:

Review of Financial Economics, 2002, v. 11, n. 4, p. 287, doi. 10.1016/S1058-3300(02)00060-5

By:

McInish, Thomas H.;
Van Ness, Bonnie F.;
Van Ness, Robert A.

Publication type:

Article

COMPETING WITH THE NEW YORK STOCK EXCHANGE.

Published in:

Quarterly Journal of Economics, 2008, v. 123, n. 4, p. 1679, doi. 10.1162/qjec.2008.123.4.1679

By:

Brown, Jr., William O.;
Mulherin, J. Harold;
Weidenmier, Marc D.

Publication type:

Article

MANDATED DISCLOSURE, STOCK RETURNS, AND THE 1964 SECURITIES ACTS AMENDMENTS.

Published in:

Quarterly Journal of Economics, 2006, v. 121, n. 2, p. 399, doi. 10.1162/qjec.2006.121.2.399

By:

Greenstone, Michael;
Oyer, Paul;
Vissing-Jorgensen, Annette

Publication type:

Article

THE ECONOMICS OF LIQUIDITY SERVICES.

Published in:

Quarterly Journal of Economics, 1972, v. 86, n. 1, p. 79, doi. 10.2307/1880494

By:

Tinic, Seha M.

Publication type:

Article

CURRENT EVENTS.

Published in:: Journal of Education, 1899, v. 49, n. 3, p. 39, doi. 10.1177/002205749904900311
Publication type:: Article

Modeling price clustering in high-frequency prices.

Published in:

Quantitative Finance, 2022, v. 22, n. 9, p. 1649, doi. 10.1080/14697688.2022.2050285

By:

Holý, Vladimír;
Tomanová, Petra

Publication type:

Article

Pairs trading with general state space models.

Published in:

Quantitative Finance, 2021, v. 21, n. 9, p. 1567, doi. 10.1080/14697688.2021.1890806

By:

Zhang, Guang

Publication type:

Article

Myopic loss aversion, reference point, and money illusion.

Published in:

Quantitative Finance, 2014, v. 14, n. 9, p. 1541, doi. 10.1080/14697688.2014.917805

By:

He, Xue Dong;
Zhou, Xun Yu

Publication type:

Article

Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models.

Published in:

Quantitative Finance, 2011, v. 11, n. 6, p. 917, doi. 10.1080/14697680903547907

By:

Hubalek, Friedrich;
Posedel, Petra

Publication type:

Article

SWM and Neenah Announce New Merger Plan Details; New Company to Be Named Mativ.

Published in:: Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 12, p. 4
Publication type:: Article

Schweitzer-Mauduit International and Neenah to Merge in Multi-Billion Dollar Deal.

Published in:: Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 6, p. 4
Publication type:: Article

Latest Word.

Published in:: Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 6, p. 7
Publication type:: Article

Latest Word.

Published in:: Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 1, p. 12
Publication type:: Article

Latest Word.

Published in:: Seybold Report: Analyzing Publishing Technologies, 2021, v. 21, n. 21, p. 7
Publication type:: Article

Preopening price indications and market quality: Evidence from NYSE Rule 48.

Published in:

Journal of Financial Research, 2022, v. 45, n. 2, p. 205, doi. 10.1111/jfir.12272

By:

Chung, Kee H.;
Chuwonganant, Chairat;
Kim, Youngsoo

Publication type:

Article

LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES?

Published in:

Journal of Financial Research, 2016, v. 39, n. 3, p. 263, doi. 10.1111/jfir.12098

By:

Lockwood, Jimmy;
Lockwood, Larry;
Lau, Sie Ting

Publication type:

Article

THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER-HANDLING RULES.

Published in:

Journal of Financial Research, 2011, v. 34, n. 1, p. 103, doi. 10.1111/j.1475-6803.2010.01286.x

By:

Ligon, James A.;
Liu, Hao-Chen

Publication type:

Article

SHORT SELLING AND MISPRICINGS WHEN FUNDAMENTALS ARE KNOWN: EVIDENCE FROM NYSE-TRADED CLOSED-END FUNDS.

Published in:

Journal of Financial Research, 2010, v. 33, n. 4, p. 463, doi. 10.1111/j.1475-6803.2010.01277.x

By:

Flynn, Sean Masaki

Publication type:

Article

INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?

Published in:

Journal of Financial Research, 2009, v. 32, n. 1, p. 1, doi. 10.1111/j.1475-6803.2008.01240.x

By:

Blau, Benjamin M.;
Van Ness, Bonnie F.;
Van Ness, Robert A.

Publication type:

Article

CONCENTRATED OPENING VOLUME: MARKET CLOSURE OR STRATEGIC TRADING?

Published in:

Journal of Financial Research, 2007, v. 30, n. 2, p. 321, doi. 10.1111/j.1475-6803.2007.00216.x

By:

Asem, Ebenezer

Publication type:

Article

MARKET STRUCTURE AND TRADING VOLUME.

Published in:

Journal of Financial Research, 2005, v. 28, n. 1, p. 115, doi. 10.1111/j.1475-6803.2005.00117.x

By:

Anderson, Anne-Marie;
Dyl, Edward A.

Publication type:

Article

TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION.

Published in:

Journal of Financial Research, 2004, v. 27, n. 3, p. 309, doi. 10.1111/j.1475-6803.2004.00096.x

By:

Chung, Kee H.;
Van Ness, Bonnie F.;
Van Ness, Robert A.

Publication type:

Article

Decimals And Liquidity: A Study Of The NYSE.

Published in:

Journal of Financial Research, 2004, v. 27, n. 1, p. 75, doi. 10.1111/j.1475-6803.2004.00078.x

By:

Chakravarty, Sugato;
Wood, Robert A.;
Van Ness, Robert A.

Publication type:

Article

The Operating Performance of Firms that Switch Their Stock Listings.

Published in:

Journal of Financial Research, 2003, v. 26, n. 4, p. 469, doi. 10.1111/1475-6803.00069

By:

Papaioannou, George J.;
Travlos, Nickolaos G.;
Viswanathan, K. G.

Publication type:

Article

Intraday Variation in the Bid-Ask Spread: Evidence after the Market Reform.

Published in:

Journal of Financial Research, 2003, v. 26, n. 2, p. 191, doi. 10.1111/1475-6803.00054

By:

Kee H. Chung;
Xin Zhao

Publication type:

Article

The Post-Reform Bid-Ask Spread Disparity between Nasdaq and the NYSE.

Published in:

Journal of Financial Research, 2003, v. 26, n. 2, p. 207, doi. 10.1111/1475-6803.00055

By:

Yan He;
Chunchi Wu

Publication type:

Article

THE INTRA-DAY RELATION BETWEEN NYSE AND CBOE PRICES.

Published in:

Journal of Financial Research, 2003, v. 26, n. 1, p. 97, doi. 10.1111/1475-6803.00047

By:

Hatch, B.C.

Publication type:

Article

ESTIMATING THE PROBABILITY OF INFORMED TRADING.

Published in:

Journal of Financial Research, 2002, v. 25, n. 4, p. 485, doi. 10.1111/1475-6803.00033

By:

Nyholm, Ken

Publication type:

Article

FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES.

Published in:

Journal of Financial Research, 2000, v. 23, n. 3, p. 331, doi. 10.1111/j.1475-6803.2000.tb00746.x

By:

Yiuman Tse

Publication type:

Article

CLIENTELE TRADING IN RESPONSE TO PUBLISHED INFORMATION: EVIDENCE FROM THE DARTBOARD COLUMN.

Published in:

Journal of Financial Research, 2000, v. 23, n. 1, p. 1, doi. 10.1111/j.1475-6803.2000.tb00808.x

By:

Pruitt, Stephen W.;
van Ness, Bonnie F.;
van Ness, Robert A.

Publication type:

Article

Recent growth in Nasdaq trading volume and its relation to market volatility.

Published in:

Journal of Financial Research, 1999, v. 22, n. 4, p. 489, doi. 10.1111/j.1475-6803.1999.tb00707.x

By:

Freund, Steven;
Webb, Gwendolyn P.

Publication type:

Article

Evidence of managerial timing: The case of exchange listings.

Published in:

Journal of Financial Research, 1999, v. 22, n. 3, p. 247, doi. 10.1111/j.1475-6803.1999.tb00726.x

By:

Webb, Gwendolyn P.

Publication type:

Article

EXCHANGE LISTINGS AND DELISTINGS: THE ROLE OF INSIDER INFORMATION AND INSIDER TRADING.

Published in:

Journal of Financial Research, 1999, v. 22, n. 2, p. 131, doi. 10.1111/j.1475-6803.1999.tb00719.x

By:

Lamba, Asjeet S.;
Khan, Walayet A.

Publication type:

Article

THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION.

Published in:

Journal of Financial Research, 1999, v. 22, n. 1, p. 1, doi. 10.1111/j.1475-6803.1999.tb00711.x

By:

Richardson, Terry;
Peterson, David R.

Publication type:

Article

THE DYNAMICS OF QUOTED LIQUIDITY AROUND LARGE TRADES ON THE NYSE.

Published in:

Journal of Financial Research, 1998, v. 21, n. 3, p. 355, doi. 10.1111/j.1475-6803.1998.tb00690.x

By:

Moulton, Jonathan S.

Publication type:

Article

WINNERS AND LOSERS ON NYSE: A RE-EXAMINATION USING DAILY CLOSING BID-ASK SPREADS.

Published in:

Journal of Financial Research, 1998, v. 21, n. 1, p. 53, doi. 10.1111/j.1475-6803.1998.tb00269.x

By:

Akhigbe, Aigbe;
Gosnell, Thomas;
Harikumar, T.

Publication type:

Article

MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE.

Published in:

Journal of Financial Research, 1997, v. 20, n. 3, p. 291, doi. 10.1111/j.1475-6803.1997.tb00250.x

By:

Atkins, Allen B.;
Dyl, Edward A.

Publication type:

Article

POST-ANNOUNCEMENT DRIFTS ASSOCIATED WITH DIVIDEND CHANGES.

Published in:

Journal of Financial Research, 1996, v. 19, n. 4, p. 541, doi. 10.1111/j.1475-6803.1996.tb00229.x

By:

Bae, Gil S.

Publication type:

Article

VOLATILITY AND LIQUIDITY AT NYSE OPENING CALLS: A CLOSER LOOK.

Published in:

Journal of Financial Research, 1995, v. 18, n. 4, p. 479, doi. 10.1111/j.1475-6803.1995.tb00579.x

By:

Jie-Haun Lee;
Ji-Chai Lin

Publication type:

Article

ON ESTIMATING STOCK MARKET VOLATILITY: AN EXPLORATORY APPROACH.

Published in:

Journal of Financial Research, 1995, v. 18, n. 4, p. 449, doi. 10.1111/j.1475-6803.1995.tb00577.x

By:

MacDonald, John A.;
Shawky, Hany A.

Publication type:

Article

BID-ASK SPREAD AND OWNERSHIP STRUCTURE.

Published in:

Journal of Financial Research, 1995, v. 18, n. 4, p. 401, doi. 10.1111/j.1475-6803.1995.tb00574.x

By:

Kini, Omesh;
Mian, Shehzad

Publication type:

Article

EVIDENCE ON THE BEHAVIOR OF BID AND ASK PRICES AT THE TURN OF THE YEAR: IMPLICATIONS FOR THE SURVIVAL OF STOCK RETURN SEASONALITY.

Published in:

Journal of Financial Research, 1995, v. 18, n. 4, p. 383, doi. 10.1111/j.1475-6803.1995.tb00573.x

By:

Jones, Steven L.;
Lee, Winson

Publication type:

Article

ANATOMY OF SATELLITE TRADING IN THE NATIONAL MARKET SYSTEM FOR NYSE-LISTED STOCKS.

Published in:

Journal of Financial Research, 1995, v. 18, n. 2, p. 189, doi. 10.1111/j.1475-6803.1995.tb00561.x

By:

Hamilton, James L.

Publication type:

Article

UNLISTED TRADING PRIVILEGES, LIQUIDITY, AND STOCK RETURNS.

Published in:

Journal of Financial Research, 1993, v. 16, n. 3, p. 221, doi. 10.1111/j.1475-6803.1993.tb00142.x

By:

Khan, Walayet A.;
Baker, H. Kent

Publication type:

Article

SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS.

Published in:

Journal of Financial Research, 1993, v. 16, n. 3, p. 209, doi. 10.1111/j.1475-6803.1993.tb00141.x

By:

Aggarwal, Raj;
Aggarwal, Reena

Publication type:

Article

INFORMATIONAL VERSUS PRICE-PRESSURE EFFECTS: EVIDENCE FROM SECONDARY OFFERINGS.

Published in:

Journal of Financial Research, 1993, v. 16, n. 3, p. 193, doi. 10.1111/j.1475-6803.1993.tb00140.x

By:

Hudson, Carl D.;
Jensen, Marlin R. H.;
Pugh, William N.

Publication type:

Article

EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID-ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS.

Published in:

Journal of Financial Research, 1992, v. 15, n. 2, p. 113, doi. 10.1111/j.1475-6803.1992.tb00792.x

By:

Venkatesh, P. C.

Publication type:

Article

STOCK PRICE AND DEGREE OF NEGLECT AS DETERMINANTS OF STOCK RETURNS.

Published in:

Journal of Financial Research, 1992, v. 15, n. 2, p. 101, doi. 10.1111/j.1475-6803.1992.tb00791.x

By:

Bhardwaj, Ravinder K.;
Brooks, LeRoy D.

Publication type:

Article