Works matching DE "FLOOR traders (Finance)"
Results: 137
Traders, Drivers and the National Health Insurance Scheme in Small Town Ghana.
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- Urban Forum, 2012, v. 23, n. 4, p. 467, doi. 10.1007/s12132-012-9177-6
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Information-Adjusted Noise Model: Evidence of Inefficiency on the Australian Stock Market.
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- Journal of Behavioral Finance, 2007, v. 8, n. 4, p. 209, doi. 10.1080/15427560701698926
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Switching Investments Can Be a Bad Idea WhenParrondo's Paradox Applies.
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- Journal of Behavioral Finance, 2005, v. 6, n. 1, p. 15, doi. 10.1207/s15427579jpfm0601_3
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- Article
Trading profitability from learning and adaptation on the Tokyo Stock Exchange.
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- Quantitative Finance, 2016, v. 16, n. 6, p. 969, doi. 10.1080/14697688.2015.1091941
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- Article
The Determinants of Execution Costs in Short-Term Money Markets.
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- Financial Review, 2011, v. 46, n. 3, p. 337, doi. 10.1111/j.1540-6288.2011.00303.x
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Anonymity, Stealth Trading, and the Information Content of Broker Identity.
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- Financial Review, 2010, v. 45, n. 3, p. 501, doi. 10.1111/j.1540-6288.2010.00258.x
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- Article
Clauzele abuzive în contractele încheiate cu consumatorii.
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- Review of Juridical Sciences / Revista de Științe Juridice, 2013, v. 23, n. 1, p. 119
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- Article
İMKB'de İşlem Gören Şirketlerde Finansal Tablo Dipnotlarında Açıklanan Muhasebe Politikalarının TMS 40 (Yatırım Amaçlı Gayrimenkuller Standardı) Açısından Değerlendirilmesi
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- Journal of Business Research-Turk / Isletme Arastirmalari Dergisi, 2013, v. 5, n. 4, p. 254
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Thar SHE Blows? Gender, Competition, and Bubbles in Experimental Asset Markets.
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- American Economic Review, 2015, v. 105, n. 2, p. 906, doi. 10.1257/aer.20130683
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- Article
Herd Behavior and Investment: Comment.
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- American Economic Review, 2000, v. 90, n. 3, p. 695, doi. 10.1257/aer.90.3.695
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The value of the floor.
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- Review of Quantitative Finance & Accounting, 2010, v. 35, n. 3, p. 221, doi. 10.1007/s11156-009-0152-9
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- Article
Corporate governance and firm operating performance.
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- Review of Quantitative Finance & Accounting, 2009, v. 32, n. 2, p. 129, doi. 10.1007/s11156-007-0082-3
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- Article
The Behavior of Risky Asset Prices in a Symmetric Least Squares Learning Environment.
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- Review of Quantitative Finance & Accounting, 1994, v. 4, n. 4, p. 357, doi. 10.1007/BF01078804
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- Article
The Impact of Firm Size on Dividend Behaviour: A Study With Reference to Corporate Firms across Industries in India.
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- Managing Global Transitions: International Research Journal, 2010, v. 8, n. 1, p. 49
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- Article
İMALAT SANAYİ ŞİRKETLERİNİN EKONOMİK KATMA DEĞER (EVA) VE PİYASA KATMA DEĞERİNE (MVA) DAYALI PERFORMANS ANALİZİ: İMKB ÖRNEĞİ.
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- Journal of Management & Economics Research, 2013, n. 21, p. 82, doi. 10.11611/jmer187
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- Article
Consecutive Earnings Surprises: Small and Large Trader Reactions.
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- Accounting Review, 2012, v. 87, n. 5, p. 1709, doi. 10.2308/accr-50188
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- Article
Are there bubbles in Chinese RMB–dollar exchange rate? Evidence from generalized sup ADF tests.
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- Applied Economics, 2015, v. 47, n. 56, p. 6120, doi. 10.1080/00036846.2015.1064080
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- Article
The impact of trading floor closure on market efficiency: evidence from the Toronto Stock Exchange.
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- Applied Economics, 2015, v. 47, n. 56, p. 6102, doi. 10.1080/00036846.2015.1064079
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- Article
Investor sentiment and risk appetite of real estate security market.
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- Applied Economics, 2013, v. 45, n. 19, p. 2801, doi. 10.1080/00036846.2012.681028
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- Article
Drivers of expected returns in Istanbul stock exchange: Fama-French factors and coskewness.
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- Applied Economics, 2009, v. 41, n. 20, p. 2619, doi. 10.1080/00036840701222611
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INITIAL PUBLIC OFFERING WITH AND WITHOUT RIGHTS.
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- Annals of DAAAM & Proceedings, 2009, p. 613
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- Article
How do Individual, Institutional, and Foreign Investors Win and Lose in Equity Trades? Evidence from Japan.
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- International Review of Finance, 2006, v. 6, n. 3/4, p. 129, doi. 10.1111/j.1468-2443.2007.00062.x
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- Article
The Evolution of Informed Liquidity Provision: Evidence from an Order-driven Market.
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- European Financial Management, 2016, v. 22, n. 5, p. 882, doi. 10.1111/eufm.12082
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- Article
Trade Timing, Price Volatility and Serial Correlation.
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- European Financial Management, 2013, v. 19, n. 5, p. 911, doi. 10.1111/j.1468-036X.2011.00614.x
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- Article
Additional utility of insiders with imperfect dynamical information.
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- Finance & Stochastics, 2004, v. 8, n. 3, p. 437, doi. 10.1007/s00780-003-0119-y
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- Article
Liquidity risk and arbitrage pricing theory.
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- Finance & Stochastics, 2004, v. 8, n. 3, p. 311, doi. 10.1007/s00780-004-0123-x
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- Article
A multilayer approach for price dynamics in financial markets.
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- European Physical Journal: Special Topics, 2017, v. 226, n. 3, p. 477, doi. 10.1140/epjst/e2016-60197-4
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- Article
The Effect of Payoff Feedback and Information Pooling on Reasoning Errors: Evidence from Experimental Markets.
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- Management Science, 2005, v. 51, n. 12, p. 1829, doi. 10.1287/mnsc.1050.0426
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- Article
Local trader profitability in futures markets: Liquidity and position taking profits.
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- Journal of Futures Markets, 2010, v. 30, n. 1, p. 1, doi. 10.1002/fut.20393
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- Article
Reversing the lead, or a series of unfortunate events? NYMEX, ICE, and Amaranth.
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- Journal of Futures Markets, 2009, v. 29, n. 12, p. 1130, doi. 10.1002/fut.20419
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Large trades and intraday futures price behavior.
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- Journal of Futures Markets, 2008, v. 28, n. 12, p. 1147, doi. 10.1002/fut.20366
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- Article
Can exchange seat prices predict financial market volatility?
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- Journal of Futures Markets, 2008, v. 28, n. 12, p. 1206, doi. 10.1002/fut.20371
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- Article
Interdealer inference and price discovery.
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- Journal of Futures Markets, 2008, v. 28, n. 2, p. 131, doi. 10.1002/fut.20292
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- Article
Dynamic trading value at risk: Futures floor trading.
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- Journal of Futures Markets, 2006, v. 26, n. 12, p. 1217, doi. 10.1002/fut.20239
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- Article
SPLITTING THE S&P 500 FUTURES.
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- Journal of Futures Markets, 2004, v. 24, n. 12, p. 1147, doi. 10.1002/fut.20133
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- Article
Market Liquidity and Trader Welfare in Multiple Dealer Markets: Evidence from Dual Trading Restrictions.
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- Journal of Financial & Quantitative Analysis, 1999, v. 34, n. 1, p. 57, doi. 10.2307/2676246
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- Article
A STUDY REGARDING THE RENTABILITY OF ROMANIAN COMPANIES.
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- Young Economists Journal / Revista Tinerilor Economisti, 2012, v. 9, n. 19, p. 17
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- Article
Market efficiency and investors' adjustments to asset valuation errors.
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- Applied Economics, 1986, v. 18, n. 8, p. 837, doi. 10.1080/00036848600000045
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- Article
Communication in financial markets with several informed traders.
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- Economic Theory, 2007, v. 33, n. 3, p. 437, doi. 10.1007/s00199-006-0148-9
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- Article
Intraday Trading by Floor Traders and Customers in Futures Markets: Whose Trades Drive the Volatility-Volume Relation?
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- Quarterly Journal of Business & Economics, 2007, v. 46, n. 4, p. 45
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- Article
Speculating with a specialist: Who wins?
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- Journal of Portfolio Management, 1977, v. 3, n. 3, p. 52
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- Article
CLUSTERING OF STOCK PRICES.
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- Operations Research, 1965, v. 13, n. 2, p. 258, doi. 10.1287/opre.13.2.258
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- Article
The Use of Risk and Return for Testing the Stability of Stock Markets.
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- Acta Universitatis Danubius: Œconomica, 2014, v. 10, n. 2, p. 182
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- Article
Board monitoring, firm risk, and external regulation.
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- Journal of Regulatory Economics, 2008, v. 33, n. 1, p. 87, doi. 10.1007/s11149-007-9045-9
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- Article
BORZNI MEHURČKI IN RACIONALNOST ŠPEKULIRANJA.
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- Our Economy / Nase Gospodarstvo, 2009, v. 55, n. 1/2, p. 113
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- Article
Trader Competition in Fragmented Markets: Liquidity Supply Versus Picking-Off Risk.
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- Journal of Financial & Quantitative Analysis, 2024, v. 59, n. 1, p. 221, doi. 10.1017/S0022109022001521
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- Article
Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery.
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- Journal of Financial & Quantitative Analysis, 2007, v. 42, n. 1, p. 189, doi. 10.1017/S0022109000002246
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- Article
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
Opening and Closing the Market: Evidence from the London Stock Exchange.
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- Journal of Financial & Quantitative Analysis, 2005, v. 40, n. 4, p. 779, doi. 10.1017/S0022109000001976
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- Article
Order Imbalances and Market Efficiency: Evidence from the Taiwan Stock Exchange.
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- Journal of Financial & Quantitative Analysis, 2004, v. 39, n. 2, p. 327, doi. 10.1017/S0022109000003094
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- Article