Works matching DE "STOCK quotations"

Results: 65

Manipulation and the Allocational Role of Prices.

Published in:

Review of Economic Studies, 2008, v. 75, n. 1, p. 133, doi. 10.1111/j.1467-937X.2007.00467.x

By:

GOLDSTEIN, ITAY;
GUEMBEL, ALEXANDER

Publication type:

Article

Calendar Anomalies: The Case of International Property Shares.

Published in:

Journal of Real Estate Finance & Economics, 2009, v. 38, n. 2, p. 115, doi. 10.1007/s11146-007-9088-9

By:

Brounen, Dirk;
Ben-Hamo, Yair

Publication type:

Article

Does Anonymity Matter in Electronic Limit Order Markets?

Published in:

Review of Financial Studies, 2007, v. 20, n. 5, p. 1707, doi. 10.1093/rfs/hhm027

By:

Foucault, Thierry;
Moinas, Sophie;
Theissen, Erik

Publication type:

Article

Regulatory and legal pressures and the costs of Nasdaq trading.

Published in:

Review of Financial Studies, 2000, v. 13, n. 4, doi. 10.1093/rfs/13.4.917

By:

Schultz, P;
Schultz, Paul

Publication type:

Article

Securities trading in the absence of dealers: trades and quotes on the Tokyo Stock Exchange.

Published in:

Review of Financial Studies, 1995, v. 8, n. 3, doi. 10.1093/rfs/8.3.849

By:

Hamao, Y;
Hamao, Yasushi;
Hasbrouck, J;
Hasbrouck, Joel

Publication type:

Article

Minimum price variations, discrete bid-ask spreads, and quotation sizes.

Published in:

Review of Financial Studies, 1994, v. 7, n. 1, doi. 10.1093/rfs/7.1.149

By:

Harris, LE

Publication type:

Article

WEEKEND EFFECT AND SEASONAL VOLATILITY: The Case of the CAC-40 Index.

Published in:

International Journal of Finance, 2002, v. 14, n. 3, p. 2311

By:

Charles, A.;
Lesourd, J. B.;
Terraza, M.;
Thiéblemont, R.

Publication type:

Article

Effets des annonces de licenciement sur des marchés en phase de déclin : comparaison entre le NASDAQ -- OTC et le NYSE sur la période mars 2000 - mars 2002.

Published in:

Revue des Sciences de Gestion, 2006, n. 217, p. 59, doi. 10.1051/larsg:2006004

By:

Finet, Alain

Publication type:

Article

The Big Postwar Story.

Published in:

Journalism History, 2006, v. 32, n. 2, p. 58, doi. 10.1080/00947679.2006.12062700

By:

Yarrow, Andrew L.

Publication type:

Article

Quoting Activity and the Cost of Capital.

Published in:

Journal of Financial & Quantitative Analysis, 2021, v. 56, n. 8, p. 2764, doi. 10.1017/S002210902000071X

By:

Rosu, Ioanid;
Sojli, Elvira;
Tham, Wing Wah

Publication type:

Article

High-Frequency Quoting: Short-Term Volatility in Bids and Offers.

Published in:

Journal of Financial & Quantitative Analysis, 2018, v. 53, n. 2, p. 613, doi. 10.1017/S0022109017001053

By:

Hasbrouck, Joel

Publication type:

Article

ANALYSIS OF THE CPPI STRATEGY FOR STOCKS QUOTED ON THE WARSAW STOCK EXCHANGE.

Published in:

Financial Sciences / Nauki o Finansach, 2012, v. 4, n. 13, p. 52

By:

Węgrzyn, Tomasz

Publication type:

Article

October '87 and the efficient market.

Published in:

1988

By:

Keane, Simon M.

Publication type:

Editorial

The Effect on Stock Price of Inclusion in or Exclusion from the S&P 500.

Published in:

Financial Analysts Journal, 1987, v. 43, n. 1, p. 58, doi. 10.2469/faj.v43.n1.58

By:

Jain, Prem C.

Publication type:

Article

Does the issue method influence the market reaction to seasoned equity offer announcements?

Published in:

Applied Economics Letters, 1999, v. 6, n. 7, p. 459, doi. 10.1080/135048599352998

By:

Burton, Bruce M.;
Lonie, A. Alasdair;
Power, David M.

Publication type:

Article

Importing Chinese historical stock market quotations from NetEase.

Published in:

Stata Journal, 2014, v. 14, n. 2, p. 381, doi. 10.1177/1536867x1401400209

By:

Xuan Zhang;
Chuntao Li

Publication type:

Article

Multiple linear regression of stock quotes of the Lithuanian enterprises.

Published in:

Economic Annals-XXI / Ekonomìčnij Časopis-XXI, 2018, v. 173, n. 9/10, p. 43, doi. 10.21003/ea.V173-07

By:

Roldugin, Valery;
Roldugin, Alexandr

Publication type:

Article

INNOVATION, APPROPRIABILITY, AND THE UNDERPRICING OF INITIAL PUBLIC OFFERINGS.

Published in:

Academy of Management Journal, 2007, v. 50, n. 1, p. 209, doi. 10.5465/AMJ.2007.24162388

By:

Heeley, Michael B.;
Matusik, Sharon F.;
Jain, Neelam

Publication type:

Article

Does Information Content Necessarily Increase with Greater Pre-Trade Transparency?

Published in:

Review of Pacific Basin Financial Markets & Policies, 2008, v. 11, n. 4, p. 531, doi. 10.1142/S0219091508001465

By:

Yaling Lin;
Tai Ma;
Hsiu-Kuei Chen

Publication type:

Article

The Geometric Phase of Stock Trading.

Published in:

PLoS ONE, 2016, v. 11, n. 8, p. 1, doi. 10.1371/journal.pone.0161538

By:

Altafini, Claudio

Publication type:

Article

A Comparison of Centralized and Fragmented Markets with Costly Search.

Published in:

Journal of Finance (Wiley-Blackwell), 2005, v. 60, n. 3, p. 1567, doi. 10.1111/j.1540-6261.2005.00770.x

By:

XIANGKANG YIN

Publication type:

Article

Market Maker Quotation Behavior and Pretrade Transparency.

Published in:

Journal of Finance (Wiley-Blackwell), 2003, v. 58, n. 3, p. 1247, doi. 10.1111/1540-6261.00565

By:

SIMAAN, YUSIF;
WEAVER, DANIEL G.;
WHITCOMB, DAVID K.

Publication type:

Article

The Quality of ECN and Nasdaq Market Maker Quotes.

Published in:

Journal of Finance (Wiley-Blackwell), 2002, v. 57, n. 3, p. 1285, doi. 10.1111/1540-6261.00461

By:

HUANG, ROGER D.

Publication type:

Article

Price Discovery without Trading: Evidence from the Nasdaq Preopening.

Published in:

Journal of Finance (Wiley-Blackwell), 2000, v. 55, n. 3, p. 1339, doi. 10.1111/0022-1082.00249

By:

Cao, Charles;
Ghysels, Eric;
Hatheway, Frank

Publication type:

Article

A Specialist's Quoted Depth and the Limit Order Book.

Published in:

Journal of Finance (Wiley-Blackwell), 1999, v. 54, n. 2, p. 747, doi. 10.1111/0022-1082.00124

By:

Kavarejcz, Kenneth A.

Publication type:

Article

SMITH BREEDEN PRIZES FOR 1995.

Published in:: Journal of Finance (Wiley-Blackwell), 1996, v. 51, n. 1, p. 1, doi. 10.1111/j.1540-6261.1996.tb05200.x
Publication type:: Article

One Security, Many Markets: Determining the Contributions to Price Discovery.

Published in:

Journal of Finance (Wiley-Blackwell), 1995, v. 50, n. 4, p. 1175, doi. 10.1111/j.1540-6261.1995.tb04054.x

By:

Hasbrouck, Joel

Publication type:

Article

Trading and Liquidity on the Tokyo Stock Exchange: A Bird's Eye View.

Published in:

Journal of Finance (Wiley-Blackwell), 1994, v. 49, n. 3, p. 951, doi. 10.1111/j.1540-6261.1994.tb00084.x

By:

Lehmann, Bruce N.;
Modest, David M.

Publication type:

Article

Trading Patterns and Prices in the Interbank Foreign Exchange Market.

Published in:

Journal of Finance (Wiley-Blackwell), 1993, v. 48, n. 4, p. 1421, doi. 10.1111/j.1540-6261.1993.tb04760.x

By:

Bollerslev, Tim;
Domowitz, Ian

Publication type:

Article

An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 2, p. 753, doi. 10.1111/j.1540-6261.1992.tb04408.x

By:

McInish, Thomas H.;
Wood, Robert A.

Publication type:

Article

Trading Mechanisms in Securities.

Published in:

Journal of Finance (Wiley-Blackwell), 1992, v. 47, n. 2, p. 607, doi. 10.1111/j.1540-6261.1992.tb04403.x

By:

Madhavan, Ananth

Publication type:

Article

An Investigation of Market Microstructure Impacts on Event Study Returns.

Published in:

Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 4, p. 1523, doi. 10.1111/j.1540-6261.1991.tb04629.x

By:

Lease, Ronald C.;
Masulis, Ronald W.;
Page, John R.

Publication type:

Article

Consistency between Predicted and Actual Bid-Ask Quote Revisons.

Published in:

Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 1, p. 433, doi. 10.1111/j.1540-6261.1991.tb03760.x

By:

Hasung Jang;
Venkatesh, P.C.

Publication type:

Article

Measuring the Information Content of Stock Trades.

Published in:

Journal of Finance (Wiley-Blackwell), 1991, v. 46, n. 1, p. 179, doi. 10.1111/j.1540-6261.1991.tb03749.x

By:

Hasbrouck, Joel

Publication type:

Article

Inferring the Components of the Bid-Ask Spread: Theory and Empirical Tests.

Published in:

Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 1, p. 115, doi. 10.1111/j.1540-6261.1989.tb02407.x

By:

STOLL, HANS R.

Publication type:

Article

Order Arrival, Quote Behavior, and the Return-Generating Process.

Published in:

Journal of Finance (Wiley-Blackwell), 1987, v. 42, n. 4, p. 1035, doi. 10.1111/j.1540-6261.1987.tb03926.x

By:

HASBROUCK, JOEL;
HO, THOMAS S. Y.

Publication type:

Article

Australian Options.

Published in:

Australian Journal of Management (University of New South Wales), 2008, v. 33, n. 1, p. 69, doi. 10.1177/031289620803300105

By:

Moreno, Manuel;
Navas, Javier F.

Publication type:

Article

Issuers’ incentives and tests of Baron’s model of IPO underpricing.

Published in:

Review of Quantitative Finance & Accounting, 2010, v. 35, n. 1, p. 71, doi. 10.1007/s11156-009-0148-5

By:

Hsuan-Chi Chen;
Fok, Robert;
Sheng-Hung Kang

Publication type:

Article

PRICE AND QUANTITY QUOTES ON NASDAQ: A STUDY OF DEALER QUOTATION BEHAVIOR.

Published in:

Journal of Financial Research, 2004, v. 27, n. 4, p. 497, doi. 10.1111/j.1475-6803.2004.00105.x

By:

Chung, Kee H.;
Zhao, Xin

Publication type:

Article

END-OF-DAY PRICING IN THE U.S. TREASURY MARKET: A COMPARISON OF GovPX AND THE FEDERAL RESERVE BANK OF NEW YORK.

Published in:

Journal of Financial Research, 2005, v. 28, n. 1, p. 97, doi. 10.1111/j.1475-6803.2005.00116.x

By:

Jordan, Susan D.;
Kuipers, David R.

Publication type:

Article

INTRADAY CHANGES IN TARGET FIRMS' SHARE PRICE AND BID-ASK QUOTES AROUND TAKEOVER ANNOUNCEMENTS.

Published in:

Journal of Financial Research, 1994, v. 17, n. 2, p. 255, doi. 10.1111/j.1475-6803.1994.tb00190.x

By:

Jennings, Robert

Publication type:

Article

Information Disclosure and Market Quality: The Effect of SEC Rule 605 on Trading Costs.

Published in:

Journal of Financial & Quantitative Analysis, 2007, v. 42, n. 3, p. 657, doi. 10.1017/S0022109000004130

By:

Zhao, Xin;
Chung, Kee H.

Publication type:

Article

Stealth Trading in Options Markets.

Published in:

Journal of Financial & Quantitative Analysis, 2007, v. 42, n. 1, p. 167, doi. 10.1017/S0022109000002234

By:

Anand, Amber;
Chakravarty, Sugato

Publication type:

Article

Tick Size and Institutional Trading Costs: Evidence from Mutual Funds.

Published in:: Journal of Financial & Quantitative Analysis, 2006, v. 41, n. 4, p. 915, doi. 10.1017/S0022109000002696
Publication type:: Article

On Inferring the Direction of Option Trades.

Published in:

Journal of Financial & Quantitative Analysis, 2003, v. 38, n. 4, p. 881, doi. 10.2307/4126747

By:

Savickas, Robert;
Wilson, Arthur J.

Publication type:

Article

Tick Size, Bid-Ask Spreads, and Market Structure.

Published in:

Journal of Financial & Quantitative Analysis, 2001, v. 36, n. 4, p. 503, doi. 10.2307/2676222

By:

Huang, Roger D.;
Stoll, Hans R.

Publication type:

Article

A Bias in Closing Prices: The Case of the When-Issued Pricing Anomaly.

Published in:

Journal of Financial & Quantitative Analysis, 1995, v. 30, n. 3, p. 441, doi. 10.2307/2331350

By:

Brooks, Raymond M.;
Shur-Nuaan Chiou

Publication type:

Article

ABSTRACT -- THE STOCK MARKET: SOME CONSIDERATIONS OF ITS FUTURE STRUCTURE.

Published in:

1974

By:

Mendelson, Morris

Publication type:

Abstract

THE ECONOMIC EFFECTS OF NASDAQ: SOME PRELIMINARY RESULTS.

Published in:

Journal of Financial & Quantitative Analysis, 1974, v. 9, n. 1, p. 13, doi. 10.2307/2329965

By:

Santomero, Anthony M.

Publication type:

Article

In Defense of Technical Analysis.

Published in:

Journal of Finance (Wiley-Blackwell), 1985, v. 40, n. 3, p. 757, doi. 10.1111/j.1540-6261.1985.tb05000.x

By:

TREYNOR, JACK L.;
FERGUSON, ROBERT

Publication type:

Article