Works matching DE "STOCK quotations"

Results: 65

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

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

STOCK MARKET SKIRT AND NEW DIRECTIONS.

Published in:

Leonardo Electronic Almanac, 2003, v. 11, n. 12, p. N.PAG

By:

Paterson, Nancy

Publication type:

Article

Traders' Expectations in Asset Markets: Experimental Evidence.

Published in:

American Economic Review, 2007, v. 97, n. 5, p. 1901, doi. 10.1257/aer.97.5.1901

By:

Haruvy, Ernan;
Lahav, Yaron;
Noussair, Charles N

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

Block Versus Nonblock Trading Patterns.

Published in:

Review of Quantitative Finance & Accounting, 1995, v. 5, n. 4, p. 355, doi. 10.1007/bf01075588

By:

Choe, Hyuk;
McInish, Thomas H.;
Wood, Robert A.

Publication type:

Article

An integrated analysis of the association between accrual disclosure and the abnormal accrual anomaly.

Published in:

Review of Accounting Studies, 2008, v. 13, n. 1, p. 23, doi. 10.1007/s11142-007-9038-z

By:

Louis, Henock;
Robinson, Dahlia;
Sbaraglia, Andrew

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

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

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

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

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

A Breed Apart? Security Analysts and Herding Behavior.

Published in:

Journal of Business Ethics, 1999, v. 18, n. 3, p. 305, doi. 10.1023/A:1005889208165

By:

Cote, Jane;
Goodstein, Jerry

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

The Price Behavior of Seasoned Equities around the Offering Date.

Published in:

Journal of Business & Economic Studies, 2001, v. 7, n. 2, p. 14

By:

Wu, Congsheng

Publication type:

Article

ALGORYTMY GENETYCZNE W PROGNOZOWANIU DANYCH GIEŁDOWYCH -- USUWANIE OBSERWACJI NIETYPOWYCH.

Published in:

Operations Research & Decisions, 2008, n. 1, p. 35

By:

KUCHARSKI, Adam

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

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

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

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

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

Nonparametric Tests of Alternative Option Pricing Models Using All Reported Trades and Quotes on the 30 Most Active CBOE Option Classes from August 23, 1976 through August 31, 1978.

Published in:

Journal of Finance (Wiley-Blackwell), 1985, v. 40, n. 2, p. 455, doi. 10.1111/j.1540-6261.1985.tb04967.x

By:

RUBINSTEIN, MARK

Publication type:

Article

MARKETPLACE ORGANIZATION AND MARKETABILITY: NASDAQ, THE STOCK EXCHANGE, AND THE NATIONAL MARKET SYSTEM.

Published in:

Journal of Finance (Wiley-Blackwell), 1978, v. 33, n. 2, p. 487, doi. 10.1111/j.1540-6261.1978.tb04863.x

By:

HAMILTON, JAMES L.

Publication type:

Article

EMPIRICAL TESTS OF THE COMPATIBILITY OF SELECTED EQUITY SHARE-PRICE EQUATIONS WITH A DESCRIPTIVE DIVIDEND MODEL.

Published in:

1969

By:

BICKSLER, JAMES L.

Publication type:

Abstract

THE MARKET IMPACT OF THE SALE OF LARGE BLOCKS OF STOCK.

Published in:

Journal of Finance (Wiley-Blackwell), 1965, v. 20, n. 4, p. 617, doi. 10.1111/j.1540-6261.1965.tb02931.x

By:

GUTHMANN, HARRY G.;
BAKAY, ARCHIE J.

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

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

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

Incorporating Price-Relevant Information Between Quotes and Trades: A New Measure of the Effective Bid-Ask Spread.

Published in:

International Journal of Theoretical & Applied Finance, 1999, v. 2, n. 2, p. 179, doi. 10.1142/S0219024999000121

By:

Kim, Sung-Hun;
Ogden, Joseph P.

Publication type:

Article