Kelley School of Business
1309 E. 10th St.
Bloomington, IN 47405
Indiana University - Kelley School of Business - Department of Finance
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Liquidity, transaction costs, effective spread, price impact, asset pricing
Left-digit effect, nine-ending prices, round numbers, trading strategies, clustering
Price clustering, left-digit effect, nine-ending prices, trading strategies
Global, Liquidity, transaction costs, effective spread, price impact
liquidity, empirical, review, patterns, corporate finance, asset pricing
Order choice, limit order, market order, automatic execution
Millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ
Limit orders, pegged, stale, liquidity, hybrid
Trading, Myopia, Investment, LEAPS, R&D
Milliseconds, high-frequency trading, NBBO, DTAQ
Inflation, indexed, exchange rate risk, bond
Optimal execution, dynamic limit order book, liquidity, order flow
Executive compensation, Performance share plan, Performance-vested share plan
Liquidity, effective spread, transaction cost, asset pricing, market efficiency
credit risk modeling, structural model, default risk, corporate bond pricing, non-Gaussian distribution, jump-diffusion, stochastic volatility
millisecond, high-frequency trading, low-latency trading, NBBO, DTAQ, MTAQ, TAQ
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Liquidity, Transaction Cost Invariance, Effective Spread, Lambda
Liquidity risk, Liquidity-adjusted CAPM, liquidity measures
Acceptance, online publication, print publication, journal performance
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