Works matching DE "NEW York Stock Exchange"
Results: 898
Information in short selling: Comparing Nasdaq and the NYSE
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- Review of Financial Economics, 2011, v. 20, n. 1, p. 1, doi. 10.1016/j.rfe.2010.09.002
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Differences in individual NYSE specialists' performances and strategies
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- Review of Financial Economics, 2010, v. 19, n. 1, p. 8, doi. 10.1016/j.rfe.2009.01.002
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After-hours trading of NYSE stocks on the regional stock exchanges
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- Review of Financial Economics, 2002, v. 11, n. 4, p. 287, doi. 10.1016/S1058-3300(02)00060-5
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COMPETING WITH THE NEW YORK STOCK EXCHANGE.
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- Quarterly Journal of Economics, 2008, v. 123, n. 4, p. 1679, doi. 10.1162/qjec.2008.123.4.1679
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MANDATED DISCLOSURE, STOCK RETURNS, AND THE 1964 SECURITIES ACTS AMENDMENTS.
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- Quarterly Journal of Economics, 2006, v. 121, n. 2, p. 399, doi. 10.1162/qjec.2006.121.2.399
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THE ECONOMICS OF LIQUIDITY SERVICES.
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- Quarterly Journal of Economics, 1972, v. 86, n. 1, p. 79, doi. 10.2307/1880494
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CURRENT EVENTS.
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- Journal of Education, 1899, v. 49, n. 3, p. 39, doi. 10.1177/002205749904900311
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Modeling price clustering in high-frequency prices.
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- Quantitative Finance, 2022, v. 22, n. 9, p. 1649, doi. 10.1080/14697688.2022.2050285
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Pairs trading with general state space models.
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- Quantitative Finance, 2021, v. 21, n. 9, p. 1567, doi. 10.1080/14697688.2021.1890806
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Myopic loss aversion, reference point, and money illusion.
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- Quantitative Finance, 2014, v. 14, n. 9, p. 1541, doi. 10.1080/14697688.2014.917805
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Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models.
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- Quantitative Finance, 2011, v. 11, n. 6, p. 917, doi. 10.1080/14697680903547907
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SWM and Neenah Announce New Merger Plan Details; New Company to Be Named Mativ.
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- Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 12, p. 4
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Schweitzer-Mauduit International and Neenah to Merge in Multi-Billion Dollar Deal.
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- Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 6, p. 4
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Latest Word.
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- Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 6, p. 7
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Latest Word.
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- Seybold Report: Analyzing Publishing Technologies, 2022, v. 22, n. 1, p. 12
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Latest Word.
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- Seybold Report: Analyzing Publishing Technologies, 2021, v. 21, n. 21, p. 7
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Preopening price indications and market quality: Evidence from NYSE Rule 48.
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- Journal of Financial Research, 2022, v. 45, n. 2, p. 205, doi. 10.1111/jfir.12272
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LOST IN TRANSLATION: WHICH STOCK PRICES BEAR THE BURDEN TO ADJUST TO EXCHANGE RATES?
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- Journal of Financial Research, 2016, v. 39, n. 3, p. 263, doi. 10.1111/jfir.12098
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THE EFFECT OF THE TRADING SYSTEM ON IPO UNDERPRICING: EVIDENCE FROM THE 1997 ORDER-HANDLING RULES.
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- Journal of Financial Research, 2011, v. 34, n. 1, p. 103, doi. 10.1111/j.1475-6803.2010.01286.x
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SHORT SELLING AND MISPRICINGS WHEN FUNDAMENTALS ARE KNOWN: EVIDENCE FROM NYSE-TRADED CLOSED-END FUNDS.
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- Journal of Financial Research, 2010, v. 33, n. 4, p. 463, doi. 10.1111/j.1475-6803.2010.01277.x
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INTRADAY STEALTH TRADING: WHICH TRADES MOVE PRICES DURING PERIODS OF HIGH VOLUME?
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- Journal of Financial Research, 2009, v. 32, n. 1, p. 1, doi. 10.1111/j.1475-6803.2008.01240.x
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CONCENTRATED OPENING VOLUME: MARKET CLOSURE OR STRATEGIC TRADING?
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- Journal of Financial Research, 2007, v. 30, n. 2, p. 321, doi. 10.1111/j.1475-6803.2007.00216.x
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MARKET STRUCTURE AND TRADING VOLUME.
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- Journal of Financial Research, 2005, v. 28, n. 1, p. 115, doi. 10.1111/j.1475-6803.2005.00117.x
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TRADING COSTS AND QUOTE CLUSTERING ON THE NYSE AND NASDAQ AFTER DECIMALIZATION.
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- Journal of Financial Research, 2004, v. 27, n. 3, p. 309, doi. 10.1111/j.1475-6803.2004.00096.x
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Decimals And Liquidity: A Study Of The NYSE.
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- Journal of Financial Research, 2004, v. 27, n. 1, p. 75, doi. 10.1111/j.1475-6803.2004.00078.x
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The Operating Performance of Firms that Switch Their Stock Listings.
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- Journal of Financial Research, 2003, v. 26, n. 4, p. 469, doi. 10.1111/1475-6803.00069
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Intraday Variation in the Bid-Ask Spread: Evidence after the Market Reform.
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- Journal of Financial Research, 2003, v. 26, n. 2, p. 191, doi. 10.1111/1475-6803.00054
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The Post-Reform Bid-Ask Spread Disparity between Nasdaq and the NYSE.
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- Journal of Financial Research, 2003, v. 26, n. 2, p. 207, doi. 10.1111/1475-6803.00055
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THE INTRA-DAY RELATION BETWEEN NYSE AND CBOE PRICES.
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- Journal of Financial Research, 2003, v. 26, n. 1, p. 97, doi. 10.1111/1475-6803.00047
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ESTIMATING THE PROBABILITY OF INFORMED TRADING.
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- Journal of Financial Research, 2002, v. 25, n. 4, p. 485, doi. 10.1111/1475-6803.00033
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FURTHER EXAMINATION OF PRICE DISCOVERY ON THE NYSE AND REGIONAL EXCHANGES.
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- Journal of Financial Research, 2000, v. 23, n. 3, p. 331, doi. 10.1111/j.1475-6803.2000.tb00746.x
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CLIENTELE TRADING IN RESPONSE TO PUBLISHED INFORMATION: EVIDENCE FROM THE DARTBOARD COLUMN.
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- Journal of Financial Research, 2000, v. 23, n. 1, p. 1, doi. 10.1111/j.1475-6803.2000.tb00808.x
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Recent growth in Nasdaq trading volume and its relation to market volatility.
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- Journal of Financial Research, 1999, v. 22, n. 4, p. 489, doi. 10.1111/j.1475-6803.1999.tb00707.x
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Evidence of managerial timing: The case of exchange listings.
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- Journal of Financial Research, 1999, v. 22, n. 3, p. 247, doi. 10.1111/j.1475-6803.1999.tb00726.x
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EXCHANGE LISTINGS AND DELISTINGS: THE ROLE OF INSIDER INFORMATION AND INSIDER TRADING.
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- Journal of Financial Research, 1999, v. 22, n. 2, p. 131, doi. 10.1111/j.1475-6803.1999.tb00719.x
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THE CROSS-AUTOCORRELATION OF SIZE-BASED PORTFOLIO RETURNS IS NOT AN ARTIFACT OF PORTFOLIO AUTOCORRELATION.
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- Journal of Financial Research, 1999, v. 22, n. 1, p. 1, doi. 10.1111/j.1475-6803.1999.tb00711.x
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THE DYNAMICS OF QUOTED LIQUIDITY AROUND LARGE TRADES ON THE NYSE.
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- Journal of Financial Research, 1998, v. 21, n. 3, p. 355, doi. 10.1111/j.1475-6803.1998.tb00690.x
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WINNERS AND LOSERS ON NYSE: A RE-EXAMINATION USING DAILY CLOSING BID-ASK SPREADS.
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- Journal of Financial Research, 1998, v. 21, n. 1, p. 53, doi. 10.1111/j.1475-6803.1998.tb00269.x
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MARKET STRUCTURE AND REPORTED TRADING VOLUME: NASDAQ VERSUS THE NYSE.
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- Journal of Financial Research, 1997, v. 20, n. 3, p. 291, doi. 10.1111/j.1475-6803.1997.tb00250.x
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POST-ANNOUNCEMENT DRIFTS ASSOCIATED WITH DIVIDEND CHANGES.
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- Journal of Financial Research, 1996, v. 19, n. 4, p. 541, doi. 10.1111/j.1475-6803.1996.tb00229.x
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VOLATILITY AND LIQUIDITY AT NYSE OPENING CALLS: A CLOSER LOOK.
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- Journal of Financial Research, 1995, v. 18, n. 4, p. 479, doi. 10.1111/j.1475-6803.1995.tb00579.x
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ON ESTIMATING STOCK MARKET VOLATILITY: AN EXPLORATORY APPROACH.
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- Journal of Financial Research, 1995, v. 18, n. 4, p. 449, doi. 10.1111/j.1475-6803.1995.tb00577.x
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BID-ASK SPREAD AND OWNERSHIP STRUCTURE.
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- Journal of Financial Research, 1995, v. 18, n. 4, p. 401, doi. 10.1111/j.1475-6803.1995.tb00574.x
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EVIDENCE ON THE BEHAVIOR OF BID AND ASK PRICES AT THE TURN OF THE YEAR: IMPLICATIONS FOR THE SURVIVAL OF STOCK RETURN SEASONALITY.
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- Journal of Financial Research, 1995, v. 18, n. 4, p. 383, doi. 10.1111/j.1475-6803.1995.tb00573.x
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ANATOMY OF SATELLITE TRADING IN THE NATIONAL MARKET SYSTEM FOR NYSE-LISTED STOCKS.
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- Journal of Financial Research, 1995, v. 18, n. 2, p. 189, doi. 10.1111/j.1475-6803.1995.tb00561.x
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UNLISTED TRADING PRIVILEGES, LIQUIDITY, AND STOCK RETURNS.
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- Journal of Financial Research, 1993, v. 16, n. 3, p. 221, doi. 10.1111/j.1475-6803.1993.tb00142.x
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SECURITY RETURN DISTRIBUTIONS AND MARKET STRUCTURE: EVIDENCE FROM THE NYSE/AMEX AND THE NASDAQ MARKETS.
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- Journal of Financial Research, 1993, v. 16, n. 3, p. 209, doi. 10.1111/j.1475-6803.1993.tb00141.x
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INFORMATIONAL VERSUS PRICE-PRESSURE EFFECTS: EVIDENCE FROM SECONDARY OFFERINGS.
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- Journal of Financial Research, 1993, v. 16, n. 3, p. 193, doi. 10.1111/j.1475-6803.1993.tb00140.x
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EMPIRICAL EVIDENCE ON THE IMPACT OF THE BID-ASK SPREAD ON THE CHARACTERISTICS OF CRSP DAILY RETURNS.
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- Journal of Financial Research, 1992, v. 15, n. 2, p. 113, doi. 10.1111/j.1475-6803.1992.tb00792.x
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STOCK PRICE AND DEGREE OF NEGLECT AS DETERMINANTS OF STOCK RETURNS.
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- Journal of Financial Research, 1992, v. 15, n. 2, p. 101, doi. 10.1111/j.1475-6803.1992.tb00791.x
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