Works matching DE "FLOOR traders (Finance)"
Results: 137
Belief Aggregation with Automated Market Makers.
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- Computational Economics, 2016, v. 48, n. 1, p. 155, doi. 10.1007/s10614-015-9514-7
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An Out-of-Sample Test for Nonlinearity in Financial Time Series: An Empirical Application.
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- Computational Economics, 2010, v. 36, n. 2, p. 121, doi. 10.1007/s10614-010-9225-z
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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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Measuring the Operational Costs of Dual Trading: An Analytical Framework.
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- Journal of Futures Markets, 1981, v. 1, n. 3, p. 329, doi. 10.1002/fut.3990010305
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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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Analysis of Austrian Stocks: Testing for Stability and Randomness.
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- Empirical Economics, 1991, v. 16, n. 4, p. 465, doi. 10.1007/BF01206040
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BREAKING OUT OF THE PIT.
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- Financial History, 2012, n. 104, p. 28
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How business robberies affect Somali traders in the Western Cape.
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- SA Crime Quarterly, 2013, n. 43, p. 5
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Impact of Trade Credit on Firm Inventory Investment During Financial Crises: Evidence from Latin America.
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- Emerging Markets Finance & Trade, 2013, v. 49, p. 32, doi. 10.2753/REE1540-496X4905S403
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Guest Editor's Introduction: ISFA 2011 and BAI 2011.
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- Emerging Markets Finance & Trade, 2012, v. 48, p. 4, doi. 10.2753/REE1540-496X4805S300
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Market Liquidity and Public Announcements' Disclosure Quality on Tallinn, Riga, and Vilnius Stock Exchanges.
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- Emerging Markets Finance & Trade, 2011, v. 47, p. 54, doi. 10.2753/REE1540-496X4704S304
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Trading Behavior on Expiration Days and Quarter-End Days: The Effect of a New Closing Method.
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- Emerging Markets Finance & Trade, 2010, v. 46, n. 4, p. 105, doi. 10.2753/REE1540-496X460407
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Are There Benefits from Trading Strategy Based on the Returns Spillovers to the Emerging Stock Markets?: Evidence from Poland.
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- Emerging Markets Finance & Trade, 2007, v. 43, n. 4, p. 74, doi. 10.2753/REE1540-496X430404
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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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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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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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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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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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An Empirical Analysis of the Pricing of Bank Issued Options versus Options Exchange Options.
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- European Financial Management, 2008, v. 14, n. 2, p. 288, doi. 10.1111/j.1468-036X.2007.00394.x
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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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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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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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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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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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VPRAVLJANJE U VRIJEME KRIZE - ANALIZA POSLOVANJA PREDUZEĆA ALFE-MI ŽIVINICE U TRŽIŠNOJ TURBULENCIJI.
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- Business Consultant / Poslovni Konsultant, 2012, v. 4, n. 17, p. 81
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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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INITIAL PUBLIC OFFERING WITH AND WITHOUT RIGHTS.
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- Annals of DAAAM & Proceedings, 2009, p. 613
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STATIONARY DISTRIBUTION OF THE VOLUME AT THE BEST QUOTE IN A POISSON ORDER BOOK MODEL.
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- International Journal of Theoretical & Applied Finance, 2017, v. 20, n. 6, p. -1, doi. 10.1142/S021902491750039X
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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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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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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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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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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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Informed Trading and Portfolio Returns.
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- Review of Economic Studies, 2013, v. 80, n. 1, p. 35, doi. 10.1093/restud/rds020
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- Article
WAITING TIMES IN SIMULATED STOCK MARKETS.
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- Advances in Complex Systems, 2009, v. 12, n. 2, p. 195, doi. 10.1142/S021952590900212X
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A BÉT-EN JEGYZETT TÁRSASÁGOK ÖNKÉNTES STRATÉGIAI ADATSZOLGÁLTATÁSA.
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- Vezetéstudomány / Budapest Management Review, 2010, v. 41, n. 1, p. 38, doi. 10.14267/veztud.2010.01.03
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Trading and Pricing in Upstairs and Downstairs Stock Markets.
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- Review of Financial Studies, 2002, v. 15, n. 4, p. 1111, doi. 10.1093/rfs/15.4.1111
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Market making, prices, and quantity limits.
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- Review of Financial Studies, 2000, v. 13, n. 4, doi. 10.1093/rfs/13.4.1129
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Insider trading in continuous time.
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- Review of Financial Studies, 1992, v. 5, n. 3, doi. 10.1093/rfs/5.3.387
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A theory of intraday patterns: volume and price variability.
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- Review of Financial Studies, 1988, v. 1, n. 1, doi. 10.1093/rfs/1.1.3
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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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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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- Article
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
ORDER PLACEMENT STRATEGIES IN A PURE LIMIT ORDER BOOK MARKET.
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- Journal of Financial Research, 2008, v. 31, n. 2, p. 113, doi. 10.1111/j.1475-6803.2008.00234.x
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- Article
DO DEALERS INFER INFORMATION FROM ORDER FLOW?
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- Journal of Financial Research, 2007, v. 30, n. 2, p. 181, doi. 10.1111/j.1475-6803.2007.00209.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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THE LINKS BETWEEN TRADING TIME AND MARKET VOLATILITY.
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- Journal of Financial Research, 1992, v. 15, n. 2, p. 91, doi. 10.1111/j.1475-6803.1992.tb00790.x
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FACTORS INFLUENCING THE NEW YORK STOCK EXCHANGE SPECIALISTS' PRICE-SETTING BEHAVIOR: AN EXPERIMENT.
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- Journal of Financial Research, 1985, v. 8, n. 2, p. 137, doi. 10.1111/j.1475-6803.1985.tb00395.x
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High-Frequency Trading and Its Impact on Markets.
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- Financial Analysts Journal, 2014, v. 70, n. 3, p. 18, doi. 10.2469/faj.v70.n3.6
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- Article
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