Search Results
Capital Markets: Market Microstructure eJournal

2,371,286 Total downloads | Link to this page | Subscribe to this eJournal (requires login)

Viewing: 6,801 - 6,850 of 6,869 papers

6801.

Trading Methods and Trading Costs for Agency Mortgage Backed Securities

Journal of Investment Management, Forthcoming
Posted: 16 Jun 2018
Accepted Paper Series
University of Notre Dame - Mendoza College of Business, University of Notre Dame - Department of Finance and Johns Hopkins University - Carey Business School
6802.

Trading Responses to Analysts' Earnings Forecasts, Transaction Sizes, News Types and Trader Types

University of Alberta School of Business Research Paper No. 2013-1060, Journal of Business Finance & Accounting Volume 23, Issue 7, pages 1043–1058, October 1996
Posted: 02 Jul 2013
Accepted Paper Series
University of Alberta, Concordia University, Quebec - Department of Finance and City University of Hong Kong
6803.

Trading Restrictions and Stock Prices

The Review of Financial Studies, Vol. 22, Issue 2, pp. 509-539, 2009
Posted: 25 Jan 2009
Accepted Paper Series
Harvard Business School - Finance Unit

Multiple version iconThere are 2 versions of this paper

6804.

Trading Rules from Forecasting the Collapse of Speculative Bubbles for the S&P 500 Composite Index

Posted: 01 Dec 2004
Accepted Paper Series
University of Reading - ICMA Centre and CdR Capital Ltd
6805.

Trading System and Market Integration

Posted: 21 Sep 1998
Accepted Paper Series
University of Goettingen (Gottingen) and University of Cologne - Department of Finance & Centre for Financial Research (CFR)

Multiple version iconThere are 2 versions of this paper

6806.

Trading Time and Trading Activity: Evidence from Extensions of the NYSE Trading Day

European Journal of Finance, Vol. 14, No. 3, 2008, University of Alberta School of Business Research Paper No. 2013-216
Posted: 26 May 2013 Last Revised: 30 May 2013
Accepted Paper Series
University of Lethbridge and University of Alberta - Department of Finance and Statistical Analysis
6807.

Trading Volatility: At What Cost?

Posted: 07 May 2013
Working Paper Series
Vanderbilt University - Finance
6808.

Trading Volume and Short-Horizon Price Pattern: A Cross-Country Test on Three Behavioral Models

Posted: 24 May 2005
Working Paper Series
Singapore Management University - Lee Kong Chian School of Business, University of Memphis - Fogelman College of Business and Economics and Massey University - School of Economics and Finance
6809.

Trading Volume and Stock Investments

Financial Analysts Journal, Vol. 65, No. 2, 2009
Posted: 10 Apr 2009
Accepted Paper Series
Highstreet Asset Management, Highstreet Asset Management and University of Western Ontario - Richard Ivey School of Business
6810.

Trading Volume in Dealer Markets

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Posted: 06 May 2009
Accepted Paper Series
McMaster University - Michael G. DeGroote School of Business and University of Toronto - Finance Area
6811.

Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory

Review of Financial Studies, Vol. 13, Iss. 2
Posted: 08 Dec 1999
Accepted Paper Series
Massachusetts Institute of Technology (MIT) - Sloan School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Multiple version iconThere are 2 versions of this paper

6812.

Trading Volumes in Intraday Markets - Theoretical Reference Model and Empirical Observations in Selected European Markets

EWL Working Paper No. 03/2015
Posted: 14 Apr 2015
Working Paper Series
Vattenfall Europe AG and University of Duisburg-Essen
6813.

Trading with Small Price Impact

Mathematical Finance, Vol. 27, Issue 2, pp. 350-400, 2017
Number of pages: 51 Posted: 28 May 2020
Accepted Paper Series
Independent, Imperial College London - Department of Mathematics and ETH Zürich - Department of Mathematics
6814.

Trading Your Neighbor's Etfs: Competition or Fragmentation?

Posted: 07 Mar 2004
Accepted Paper Series
affiliation not provided to SSRN and Singapore Management University - Lee Kong Chian School of Business

Multiple version iconThere are 2 versions of this paper

6815.

Tranching

Posted: 19 Jan 2005
Working Paper Series
University of Toulouse 1 - Toulouse School of Economics (TSE)
6816.

Transaction Costs and Institutional Trading in Small-Cap Equity Funds

Australian Journal of Management, Vol. 35, No. 3, pp. 313-327, 2010
Posted: 02 Apr 2011
Accepted Paper Series
UNSW Business School, Rozetta Institute, The University of Sydney and University of Sydney

Multiple version iconThere are 2 versions of this paper

6817.

Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange

Journal of Financial Services Research, Vol. 36, No. 1, 2009
Posted: 05 Sep 2010
Accepted Paper Series
University of Southern Mississippi and University of Central Oklahoma - Department of Economics
6818.

Transaction Costs in an Illiquid Order‐Driven Market

Accounting & Finance, Vol. 56, Issue 4, pp. 917-933, 2016
Number of pages: 17 Posted: 05 Dec 2016
Accepted Paper Series
Massey University - School of Economics and Finance, Auckland University of Technology and Massey University - Department of Economics and Finance

Multiple version iconThere are 2 versions of this paper

6819.

Transaction Costs on the Swiss Stock Exchange

Financial Markets and Portfolio Management, Vol. 16, No. 1, pp. 53-68, 2002
Posted: 11 Mar 2002
Accepted Paper Series
University of St. Gallen
6820.

Transparency and Liquidity: A Controlled Experiment on Corporate Bonds

Review of Financial Studies, Vol. 20, No. 2, pp. 235-273, March 2007
Posted: 13 Apr 2007
Accepted Paper Series
Babson College - Finance Division, Boston College - Carroll School of Management and Babson College

Multiple version iconThere are 3 versions of this paper

6821.

Transparency and Price Discovery: Evidence from the Taiwan Stock Exchange

Journal of Statistics & Management Systems,10, 885-903. 2007
Posted: 08 May 2012
Accepted Paper Series
Feng Chia University, Ming Chuan University and National Taiwan University of Science and Technology
6822.

Transshipment of Inventories Among Retailers: Myopic vs. Farsighted Stability

Management Science, Forthcoming, Marshall School of Business Working Paper No. IOM 05-06
Posted: 12 May 2006
Accepted Paper Series
University of Southern California - Marshall School of Business
6823.

True Cost of Immediacy

CEPR Discussion Paper No. DP15205
Number of pages: 65 Posted: 12 Sep 2020
Working Paper Series
University of California, Berkeley - Haas School of Business, Federal Reserve Board, University of California, Berkeley and University of Lausanne

Multiple version iconThere are 2 versions of this paper

6824.

True Spreads and Equilibrium Prices

Posted: 19 Jun 2001
Accepted Paper Series
Vanderbilt University - Finance and Emory University - Department of Finance

Multiple version iconThere are 2 versions of this paper

6826.

Uncertainty of Indian Capital Market

Uncertainty of Indian Capital Market, (ed.) Hrishikesh Paria, Dey Publishers, Kokata; 94-107
Posted: 31 Oct 2017
Accepted Paper Series
Vidyasagar University
6827.

Understanding the Impact of a Stock Exchange Common Platform in Albanian Capital Market

Posted: 11 Feb 2018
Working Paper Series
University European of Tirana
6828.

Underwriter Reputation: Certification in Seasoned Equity Issues

Posted: 13 Dec 2006
Working Paper Series
Charles River Associates (CRA)
6829.

Updated Stock Index and Market Seasonals (SIMS) 3.0 Data Base Includes Two International Control Measures

Research in Accounting Regulations, Vol. 21, No. 2, 2009
Posted: 28 Feb 2010
Accepted Paper Series
West Chester University of Pennsylvania
6830.

Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading

Journal of Financial Econometrics, Vol. 7, Issue 3, pp. 288-311, 2009
Posted: 30 Jun 2009
Accepted Paper Series
Singapore Management University - School of Economics, Singapore Management University - Lee Kong Chian School of Business, Singapore Management University - School of Social Sciences and Chapman University
6831.

Using Matched Samples to Test for Differences in Trade Execution Costs

Journal of Financial Markets, Vol. 12, No. 2, pp. 173-202, 2009
Posted: 20 Nov 2007 Last Revised: 07 Apr 2009
Accepted Paper Series
Babson College - Finance Division and The Korea Development Bank

Multiple version iconThere are 2 versions of this paper

6832.

Video: Empirical Market Microstructure

Posted: 27 Sep 2012
Working Paper Series
New York University (NYU) - Department of Finance
6833.

Volatility Estimation on the Basis of Price Intensities

Posted: 19 Nov 2001
Accepted Paper Series
University of Vienna - Department of Statistics and Operations Research and Barclays Investment Bank

Multiple version iconThere are 2 versions of this paper

6834.

Volatility Timing in Mutual Funds: Evidence from Daily Returns

Posted: 03 Nov 1999
Accepted Paper Series
Emory University - Department of Finance
6835.

Volume Autocorrelation, Information and Investor Trading

Posted: 03 Nov 2003
Accepted Paper Series
California State University, Northridge - Department of Finance, Financial Planning and Insurance and York University - Schulich School of Business

Multiple version iconThere are 2 versions of this paper

6836.

Volume Discovery: Leveraging Liquidity in the Depth of an Order Driven Market

Electronic Markets - The International Journal, Vol. 16, No. 2, pp. 101-111
Posted: 12 Jun 2008
Accepted Paper Series
Goethe University Frankfurt Faculty of Economics and Business Administration, University of Giessen and Deutsche Börse AG

Multiple version iconThere are 2 versions of this paper

6837.

Volume, Volatility, Price, and Profit When All Traders are Above Average

Posted: 01 Sep 1998
Accepted Paper Series
University of California, Berkeley - Haas School of Business

Multiple version iconThere are 2 versions of this paper

6840.

Voluntary Disclosure and Informed Trading in the IPO Market

Journal of Accounting Research, Vol. 54, No. 5, 2016
Posted: 09 Feb 2017
Accepted Paper Series
University of Houston - Department of Finance, University of Houston - C.T. Bauer College of Business and Rice University

Multiple version iconThere are 2 versions of this paper

6841.

Voluntary Disclosure and Strategic Stock Repurchases

Journal of Accounting & Economics (JAE), Forthcoming
Posted: 08 Feb 2017
Accepted Paper Series
University of Houston - Department of Finance, University of Houston - C.T. Bauer College of Business, Tel Aviv University - Coller School of Management and Rice University
6842.

Wash Sales then and Now

Posted: 17 May 2004
Accepted Paper Series
Cleary, Gottlieb, Steen & Hamilton
6843.

What Drives Stock Price Behavior Following Extreme One-Day Returns

Posted: 26 Apr 2002
Accepted Paper Series
Eastern Illinois University - School of Business and Florida Atlantic University - College of Business
6844.

What Drives the Japanese Yen Eurobond Term Structure of Japanese Bonds

Posted: 17 Jun 2003
Accepted Paper Series
RMIT University, Monash University - Department of Accounting and Kyungpook National University - School of Business Administartion
6845.

What Drives the Off-Shore Futures Market? Evidence from India and China

Posted: 10 Jan 2018
Working Paper Series
Indian Institute of Management Kozhikode and Indian Institute of Management (IIM), Kozhikode
6846.

What If Trading Location is Different from Business Location? Evidence from the Jardine Group

Posted: 06 Aug 2003
Accepted Paper Series
CUHK Business School, National University of Singapore (NUS) - Department of Finance and Nanyang Technological University (NTU) - Division of Banking & Finance

Multiple version iconThere are 2 versions of this paper

6847.

What's a Name Worth? The Impact of a Likeable Stock Ticker Symbol on Firm Value

Journal of Financial Markets, Volume 31, Pages 63-80, November 2016
Posted: 21 Jul 2017
Accepted Paper Series
University of Alabama at Huntsville, City University of New York, Baruch College - Zicklin School of Business - Department of Economics and Finance and University of La Verne
6848.

When Continuous Trading Becomes Continuous

Posted: 03 Dec 2004
Accepted Paper Series
European University Viadrina, Frankfurt (Oder)
6849.

When Does Internationalization Enhance the Development of Domestic Stock Markets

Journal of Financial Inermediation, Vol. 7, No. 3
Posted: 28 Aug 1998
Accepted Paper Series
Goldman, Sachs and Co. and University of Central Florida - College of Business Administration
6850.

When is Bad News Really Bad News?

Posted: 30 Jul 2003
Accepted Paper Series
University of North Carolina Kenan-Flagler Business School, Anderson Graduate School of Management, UCLA and University of North Carolina Kenan-Flagler Business School

Multiple version iconThere are 3 versions of this paper