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Where does ex‐dividend trading occur: An examination of trading venues around dividends.
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- Financial Review, 2024, v. 59, n. 1, p. 31, doi. 10.1111/fire.12362
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- Article
Stock splits and retail trading.
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- Financial Review, 2022, v. 57, n. 4, p. 731, doi. 10.1111/fire.12294
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- Article
Clustering of Trade Prices by High-Frequency and Non-High-Frequency Trading Firms.
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- Financial Review, 2014, v. 49, n. 2, p. 421, doi. 10.1111/fire.12042
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- Article
Short- and Long-Term Effects of Multimarket Trading.
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- Financial Review, 2007, v. 42, n. 3, p. 349, doi. 10.1111/j.1540-6288.2007.00175.x
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- Article
Nasdaq Trading and Trading Costs: 1993–2002.
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- Financial Review, 2005, v. 40, n. 3, p. 281, doi. 10.1111/j.1540-6288.2005.00103.x
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- Article
Specialists, Limit-Order Traders, and the Components of the Bid-Ask Spread.
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- Financial Review, 2004, v. 39, n. 2, p. 255, doi. 10.1111/j.0732-8516.2004.00075.x
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- Article
An Empirical Examination of The Nasdaq/CHX Dual-Trading Experiment.
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- Financial Review, 1999, v. 34, n. 3, p. 65, doi. 10.1111/j.1540-6288.1999.tb00463.x
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- Article
REIT Auditor Fees and Financial Market Transparency.
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- Real Estate Economics, 2009, v. 37, n. 3, p. 515, doi. 10.1111/j.1540-6229.2009.00250.x
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- Article
Cancellation of Mergers and Acquisitions.
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- Journal of Management Research (09725814), 2003, v. 3, n. 1, p. 1
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- Article
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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- Article
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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- Article
CANCELING LIQUIDITY.
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- Journal of Financial Research, 2015, v. 38, n. 1, p. 3, doi. 10.1111/jfir.12051
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- Article
SECURITIES LENDING AROUND PROXIES: IS THE INCREASE IN LENDING DUE TO PROXY ABUSE OR A RESULT OF DIVIDENDS? SECURITIES LENDING AROUND PROXIES: IS THE INCREASE IN LENDING DUE TO PROXY ABUSE OR A RESULT OF DIVIDENDS?
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- Journal of Financial Research, 2013, v. 36, n. 1, p. 1, doi. 10.1111/j.1475-6803.2013.12000.x
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- Article
TRADE SIZE AND PRICE CLUSTERING: THE CASE OF SHORT SALES AND THE SUSPENSION OF PRICE TESTS.
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- Journal of Financial Research, 2012, v. 35, n. 2, p. 159, doi. 10.1111/j.1475-6803.2012.01313.x
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- Article
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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- Article
Short Selling and the Weekend Effect for NYSE Securities.
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- Financial Management (Wiley-Blackwell), 2009, v. 38, n. 3, p. 603, doi. 10.1111/j.1755-053X.2009.01049.x
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- Article
How Well Do Adverse Selection Components Measure Adverse Selection?
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- Financial Management (Wiley-Blackwell), 2001, v. 30, n. 3, p. 77, doi. 10.2307/3666377
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- Article
TITLE VII: HISTORICAL PERSPECTIVE ON THE FIRST FIFTY YEARS.
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- Southern Law Journal, 2017, v. 27, n. 1, p. 65
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- Article
The Impact of the Reduction in Tick Increments in Major U.S. Markets on Spreads, Depth, and....
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- Review of Quantitative Finance & Accounting, 2000, v. 15, n. 2, p. 153, doi. 10.1023/A:1008369114062
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- Article
An Analysis of Estimates of the Inventory Holding Component of the Bid-Ask Spread.
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- Banking & Finance Review, 2010, v. 2, n. 2, p. 1
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- Article
Does what happen in Vegas stay in Vegas? Football gambling and stock market activity.
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- Journal of Economics & Finance, 2020, v. 44, n. 4, p. 724, doi. 10.1007/s12197-020-09513-9
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- Article
The role of HFTs in order flow toxicity and stock price variance, and predicting changes in HFTs' liquidity provisions.
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- Journal of Economics & Finance, 2017, v. 41, n. 4, p. 739, doi. 10.1007/s12197-016-9374-6
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- Article
INTER-MARKET COMPETITION FOR EXCHANGE TRADED FUNDS.
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- Journal of Economics & Finance, 2007, v. 31, n. 2, p. 251, doi. 10.1007/BF02751646
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- Article
Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists.
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- Quarterly Journal of Business & Economics, 2005, v. 44, n. 3/4, p. 3
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- Article
CLUSTERING IN THE FUTURES MARKET: EVIDENCE FROM S&P 500 FUTURES CONTRACTS.
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- Journal of Futures Markets, 2004, v. 24, n. 5, p. 413, doi. 10.1002/fut.10129
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- Article
Single Stock Futures as a Substitute for Short Sales: Evidence from Microstructure Data.
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- Journal of Business Finance & Accounting, 2009, v. 36, n. 9/10, p. 1273, doi. 10.1111/j.1468-5957.2009.02159.x
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- Article
Auditor Fees, Market Microstructure, and Firm Transparency.
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- Journal of Business Finance & Accounting, 2007, v. 34, n. 1/2, p. 202, doi. 10.1111/j.1468-5957.2006.00652.x
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- Article
The Effect of Decimalization on Trade Size and Adverse Selection Costs.
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- Journal of Business Finance & Accounting, 2005, v. 32, n. 5/6, p. 1063, doi. 10.1111/j.0306-686X.2005.00622.x
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- Article
Is the Adverse Selection Component Really Higher on the NYSE/Amex than on the Nasdaq?
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- Journal of Business Finance & Accounting, 2002, v. 29, n. 5/6, p. 807, doi. 10.1111/1468-5957.00451
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- Article
The Predictive Power of College Football Spreads: Regular Season Versus Bowl Games.
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- Journal of Sports Economics, 2021, v. 22, n. 3, p. 251, doi. 10.1177/1527002520975837
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- Article
Exchange Entrances, Mergers and the Evolution of Trading of NASDAQ Listed Securities 1993-2010.
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- Journal of Accounting & Finance (2158-3625), 2012, v. 12, n. 4, p. 66
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- Article
THE IMPACT OF MARKET MAKER CONCENTRATION ON ADVERSE-SELECTION COSTS FOR NASDAQ STOCKS.
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- Journal of Financial Research, 2005, v. 28, n. 3, p. 461, doi. 10.1111/j.1475-6803.2005.00134.x
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- Article
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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- Article
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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- Article
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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- Article
THE EFFECT OF THE SEC'S ORDER-HANDLING RULES ON NASDAQ.
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- Journal of Financial Research, 1998, v. 21, n. 3, p. 247, doi. 10.1111/j.1475-6803.1998.tb00684.x
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- Article
TRADING OF NASDAQ STOCKS ON THE CHICAGO STOCK EXCHANGE.
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- Journal of Financial Research, 1996, v. 19, n. 4, p. 579, doi. 10.1111/j.1475-6803.1996.tb00231.x
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- Article
Adverse Selection and the Opaqueness of Insurers.
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- Journal of Risk & Insurance, 2009, v. 76, n. 2, p. 295, doi. 10.1111/j.1539-6975.2009.01300.x
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- Article
Capitalizing on Catastrophe: Short Selling Insurance Stocks Around Hurricanes Katrina and Rita.
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- Journal of Risk & Insurance, 2008, v. 75, n. 4, p. 967, doi. 10.1111/j.1539-6975.2008.00293.x
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- Article
Do (Should) Brokers Route Limit Orders to Options Exchanges That Purchase Order Flow?
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- Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 1, p. 183, doi. 10.1017/S0022109019001078
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- Article
To Pay or Be Paid? The Impact of Taker Fees and Order Flow Inducements on Trading Costs in U.S. Options Markets.
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- Journal of Financial & Quantitative Analysis, 2016, v. 51, n. 5, p. 1637, doi. 10.1017/S0022109016000582
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- Article
Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?
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- Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 2, p. 267, doi. 10.2307/2676274
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- Article
The dark side of IPOs: Examining where and who trades in the IPO secondary market.
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- Financial Management (Wiley-Blackwell), 2022, v. 51, n. 4, p. 1091, doi. 10.1111/fima.12394
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- Article
Quote Stuffing.
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- Financial Management (Wiley-Blackwell), 2016, v. 45, n. 3, p. 583, doi. 10.1111/fima.12126
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- Article
Short Selling and Intraday Price Pressures.
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- Financial Management (Wiley-Blackwell), 2012, v. 41, n. 2, p. 345, doi. 10.1111/j.1755-053X.2012.01189.x
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- Article
Order Cancellations, Fees, and Execution Quality in U.S. Equity Options.
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- Review of Financial Studies, 2020, v. 33, n. 4, p. 1534, doi. 10.1093/rfs/hhz088
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- Article