Babson Park, MA 02457-0310
United States
Babson College
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Arbitrage, option market, Ex-dividend
G13, G14, G18
maker-taker, taker-maker, fees, rebates, access fees, liquidity rebates, spread, volume
designated market maker, affirmative obligation, information asymmetry
Short sale; Weekend effect; Hong Kong Stock Exchange
automation, electronic trading, computerized trading, human intermediation
designated market maker, affirmative obligation, information asymmetry, firm value
Designated Market Maker, Firm Value, Market Quality, Regression Discontinuity
short-selling, uptick rule, market quality, liquidity, volatility
audit-committee expertise, information asymmetry, spread, probability of informed trade, price impact