Works matching IS 08939454 AND DT 1999 AND VI 12 AND IP 1

Results: 8

Introductory comments: Bloomfield and O'Hara, and Flood, Huisman, Koedijk, and Mahieu.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1, doi. 10.1093/rfs/12.1.1

By:

Glosten, LR;
Glosten, Lawrence R.

Publication type:

Article

Market transparency: who wins and who loses?

Published in:

Review of Financial Studies, 1999, v. 12, n. 1, doi. 10.1093/rfs/12.1.5

By:

Bloomfield, R;
Bloomfield, Robert;
O'Hara, M;
O'Hara, Maureen

Publication type:

Article

Quote disclosure and price discovery in multiple-dealer financial markets.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1, doi. 10.1093/rfs/12.1.37

By:

Flood, MD;
Flood, Mark D.;
Huisman, R;
Huisman, Ronald;
Koedijk, KG;
Koedijk, Kees G.;
Mahieu, RJ;
Mahieu, Ronald J.

Publication type:

Article

FX spreads and dealer competition across the 24-hour trading day.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1, doi. 10.1093/rfs/12.1.61

By:

Huang, RD;
Huang, Roger D.;
Masulis, RW;
Masulis, Ronald W.

Publication type:

Article

Information revelation through option exercise.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1, doi. 10.1093/rfs/12.1.95

By:

Grenadier, SR;
Grenadier, Steven R.

Publication type:

Article

The effect of derivative assets on information acquisition and price behavior in a rational expectations equilibrium.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1, doi. 10.1093/rfs/12.1.131

By:

Cao, HH;
Cao, H. Henry

Publication type:

Article

Portfolio turnpikes.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1

By:

Dybvig, PH;
Dybvig, Philip H.;
Rogers, LCG;
Rogers, L.C.G.;
Back, K;
Back, Kerry

Publication type:

Article

Estimating the price of default risk.

Published in:

Review of Financial Studies, 1999, v. 12, n. 1

By:

Duffee, GR;
Duffee, Gregory R.

Publication type:

Article