Day-of-the-week autocorrelations, cross-autocorrelations, and the weekend phenomenon.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 159, doi. 10.1111/j.1540-6288.1999.tb00474.x
- By:
- Publication type:
- Article
Works matching IS 07328516 AND DT 1999 AND VI 34 AND IP 4
Results: 8
1
2
Nasdaq and the Chicago Stock Exchange: An analysis of multiple market trading.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 145, doi. 10.1111/j.1540-6288.1999.tb00473.x
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- Publication type:
- Article
3
Information production, insider trading, and the role of managerial compensation.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 119, doi. 10.1111/j.1540-6288.1999.tb00472.x
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- Publication type:
- Article
4
The cross-sectional relationship between trading costs and lead/lag effects in stock & option...
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 95, doi. 10.1111/j.1540-6288.1999.tb00471.x
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- Publication type:
- Article
5
Changing the size of a futures contract: Liquidity and microstructure effects.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 75, doi. 10.1111/j.1540-6288.1999.tb00470.x
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- Publication type:
- Article
6
The impact of market maker competition on Nasdaq spreads.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 55, doi. 10.1111/j.1540-6288.1999.tb00469.x
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- Publication type:
- Article
7
Market-making in the third market for NYSE-listed securities.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 29, doi. 10.1111/j.1540-6288.1999.tb00468.x
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- Publication type:
- Article
8
Symposium on market microstructure: A review of empirical research.
- Published in:
- Financial Review, 1999, v. 34, n. 4, p. 1, doi. 10.1111/j.1540-6288.1999.tb00467.x
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- Publication type:
- Article