Works matching DE "STOCK quotations"
Results: 65
An integrated analysis of the association between accrual disclosure and the abnormal accrual anomaly.
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- Review of Accounting Studies, 2008, v. 13, n. 1, p. 23, doi. 10.1007/s11142-007-9038-z
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- Article
ABSTRACT -- THE STOCK MARKET: SOME CONSIDERATIONS OF ITS FUTURE STRUCTURE.
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- 1974
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- Abstract
THE ECONOMIC EFFECTS OF NASDAQ: SOME PRELIMINARY RESULTS.
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- Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 1, p. 13, doi. 10.2307/2329965
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- Article
Multiple linear regression of stock quotes of the Lithuanian enterprises.
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- Economic Annals-XXI / Ekonomìčnij Časopis-XXI, 2018, v. 173, n. 9/10, p. 43, doi. 10.21003/ea.V173-07
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- Article
An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics.
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- Journal of Applied Econometrics, 2011, v. 26, n. 4, p. 669, doi. 10.1002/jae.1122
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- Article
On portfolio optimization: How and when do we benefit from high-frequency data?
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- Journal of Applied Econometrics, 2009, v. 24, n. 4, p. 560, doi. 10.1002/jae.1062
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- Article
ALGORYTMY GENETYCZNE W PROGNOZOWANIU DANYCH GIEŁDOWYCH -- USUWANIE OBSERWACJI NIETYPOWYCH.
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- Operations Research & Decisions, 2008, n. 1, p. 35
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- Article
The Big Postwar Story.
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- Journalism History, 2006, v. 32, n. 2, p. 58, doi. 10.1080/00947679.2006.12062700
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- Article
INNOVATION, APPROPRIABILITY, AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS.
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- Academy of Management Journal, 2007, v. 50, n. 1, p. 209, doi. 10.5465/AMJ.2007.24162388
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- Article
Issuers’ incentives and tests of Baron’s model of IPO underpricing.
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- Review of Quantitative Finance & Accounting, 2010, v. 35, n. 1, p. 71, doi. 10.1007/s11156-009-0148-5
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- Article
Block Versus Nonblock Trading Patterns.
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- Review of Quantitative Finance & Accounting, 1995, v. 5, n. 4, p. 355, doi. 10.1007/bf01075588
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- Article
Manipulation and the Allocational Role of Prices.
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- Review of Economic Studies, 2008, v. 75, n. 1, p. 133, doi. 10.1111/j.1467-937X.2007.00467.x
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- Article
The Geometric Phase of Stock Trading.
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- PLoS ONE, 2016, v. 11, n. 8, p. 1, doi. 10.1371/journal.pone.0161538
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- Article
Does Anonymity Matter in Electronic Limit Order Markets?
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- Review of Financial Studies, 2007, v. 20, n. 5, p. 1707, doi. 10.1093/rfs/hhm027
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- Article
Regulatory and legal pressures and the costs of Nasdaq trading.
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- Review of Financial Studies, 2000, v. 13, n. 4, doi. 10.1093/rfs/13.4.917
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- Article
Securities trading in the absence of dealers: trades and quotes on the Tokyo Stock Exchange.
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- Review of Financial Studies, 1995, v. 8, n. 3, doi. 10.1093/rfs/8.3.849
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- Article
Minimum price variations, discrete bid-ask spreads, and quotation sizes.
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- Review of Financial Studies, 1994, v. 7, n. 1, doi. 10.1093/rfs/7.1.149
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- Article
END-OF-DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK.
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- Journal of Financial Research, 2005, v. 28, n. 1, p. 97, doi. 10.1111/j.1475-6803.2005.00116.x
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- Article
PRICE AND QUANTITY QUOTES ON NASDAQ: A STUDY OF DEALER QUOTATION BEHAVIOR.
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- Journal of Financial Research, 2004, v. 27, n. 4, p. 497, doi. 10.1111/j.1475-6803.2004.00105.x
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- Article
INTRADAY CHANGES IN TARGET FIRMS' SHARE PRICE AND BID-ASK QUOTES AROUND TAKEOVER ANNOUNCEMENTS.
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- Journal of Financial Research, 1994, v. 17, n. 2, p. 255, doi. 10.1111/j.1475-6803.1994.tb00190.x
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- Article
STOCK MARKET SKIRT AND NEW DIRECTIONS.
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- Leonardo Electronic Almanac, 2003, v. 11, n. 12, p. N.PAG
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- Article
Australian Options.
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- Australian Journal of Management (University of New South Wales), 2008, v. 33, n. 1, p. 69, doi. 10.1177/031289620803300105
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- Article
Does the issue method influence the market reaction to seasoned equity offer announcements?
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- Applied Economics Letters, 1999, v. 6, n. 7, p. 459, doi. 10.1080/135048599352998
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- Article
Importing Chinese historical stock market quotations from NetEase.
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- Stata Journal, 2014, v. 14, n. 2, p. 381, doi. 10.1177/1536867x1401400209
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- Article
A Breed Apart? Security Analysts and Herding Behavior.
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- Journal of Business Ethics, 1999, v. 18, n. 3, p. 305, doi. 10.1023/A:1005889208165
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- Article
The Price Behavior of Seasoned Equities around the Offering Date.
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- Journal of Business & Economic Studies, 2001, v. 7, n. 2, p. 14
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- Article
Quoting Activity and the Cost of Capital.
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- Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 8, p. 2764, doi. 10.1017/S002210902000071X
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- Article
High-Frequency Quoting: Short-Term Volatility in Bids and Offers.
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- Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 2, p. 613, doi. 10.1017/S0022109017001053
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- Article
Information Disclosure and Market Quality: The Effect of SEC Rule 605 on Trading Costs.
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- Journal of Financial & Quantitative Analysis, 2007, v. 42, n. 3, p. 657, doi. 10.1017/S0022109000004130
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Stealth Trading in Options Markets.
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- Journal of Financial & Quantitative Analysis, 2007, v. 42, n. 1, p. 167, doi. 10.1017/S0022109000002234
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- Article
Tick Size and Institutional Trading Costs: Evidence from Mutual Funds.
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- Journal of Financial & Quantitative Analysis, 2006, v. 41, n. 4, p. 915, doi. 10.1017/S0022109000002696
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- Article
On Inferring the Direction of Option Trades.
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- Journal of Financial & Quantitative Analysis, 2003, v. 38, n. 4, p. 881, doi. 10.2307/4126747
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Tick Size, Bid-Ask Spreads, and Market Structure.
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- Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 4, p. 503, doi. 10.2307/2676222
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- Article
A Bias in Closing Prices: The Case of the When-Issued Pricing Anomaly.
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- Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 3, p. 441, doi. 10.2307/2331350
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- Article
ANALYSIS OF THE CPPI STRATEGY FOR STOCKS QUOTED ON THE WARSAW STOCK EXCHANGE.
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- Financial Sciences / Nauki o Finansach, 2012, v. 4, n. 13, p. 52
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- Article
Traders' Expectations in Asset Markets: Experimental Evidence.
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- American Economic Review, 2007, v. 97, n. 5, p. 1901, doi. 10.1257/aer.97.5.1901
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- Article
Contract--Gamble/Wagner or Joint Venture Liss v. Manuel.
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- American Business Law Journal, 1969, v. 7, n. 1, p. 102
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- Article
Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?
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- Review of Pacific Basin Financial Markets & Policies, 2008, v. 11, n. 4, p. 531, doi. 10.1142/S0219091508001465
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- Article
A Comparison of Centralized and Fragmented Markets with Costly Search.
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- Journal of Finance (Wiley-Blackwell), 2005, v. 60, n. 3, p. 1567, doi. 10.1111/j.1540-6261.2005.00770.x
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- Article
Market Maker Quotation Behavior and Pretrade Transparency.
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- Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 3, p. 1247, doi. 10.1111/1540-6261.00565
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- Article
The Quality of ECN and Nasdaq Market Maker Quotes.
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- Journal of Finance (Wiley-Blackwell), 2002, v. 57, n. 3, p. 1285, doi. 10.1111/1540-6261.00461
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- Article
Price Discovery without Trading: Evidence from the Nasdaq Preopening.
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- Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 3, p. 1339, doi. 10.1111/0022-1082.00249
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- Article
A Specialist's Quoted Depth and the Limit Order Book.
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- Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 2, p. 747, doi. 10.1111/0022-1082.00124
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- Article
SMITH BREEDEN PRIZES FOR 1995.
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- Journal of Finance (Wiley-Blackwell), 1996, v. 51, n. 1, p. 1, doi. 10.1111/j.1540-6261.1996.tb05200.x
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- Article
One Security, Many Markets: Determining the Contributions to Price Discovery.
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- Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 4, p. 1175, doi. 10.1111/j.1540-6261.1995.tb04054.x
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- Article
Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View.
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- Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 3, p. 951, doi. 10.1111/j.1540-6261.1994.tb00084.x
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- Article
Trading Patterns and Prices in the Interbank Foreign Exchange Market.
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- Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 4, p. 1421, doi. 10.1111/j.1540-6261.1993.tb04760.x
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- Article
An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 2, p. 753, doi. 10.1111/j.1540-6261.1992.tb04408.x
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- Article
Trading Mechanisms in Securities.
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- Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 2, p. 607, doi. 10.1111/j.1540-6261.1992.tb04403.x
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- Article
An Investigation of Market Microstructure Impacts on Event Study Returns.
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- Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 4, p. 1523, doi. 10.1111/j.1540-6261.1991.tb04629.x
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- Article