Buffalo, NY 14260
State University of New York at Buffalo - School of Management
in Total Papers Downloads
in Total Papers Citations
Tobin's q, Simple formula
Marketing, Financial analysts, Stock rankings, Cognitive error
citations, concentration, stochastic process
Journal citations, scholarly output, journal rankings
Corporate governance, Spreads, Price impact, Information-based trading, Liquidity
Corporate governance, Institutional ownership, Fiduciary responsibility, Monitoring costs, Liquidity, Trading costs
Trading volume, Information precision, Differential belief, Bid-ask spreads, Structural model
Quote revisions, asymmetric information, price impact, trade autocorrelation
Cash Holdings, Information Asymmetry, Corporate Governance, Firm Value
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: JBFA.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
cash holdings, information asymmetry, monitoring cost
Bid-ask spreads, TAQ, CRSP, Market liquidity, Information asymmetry, Low-frequency liquidity measures
Nasdaq, order handling rules, intraday pattern, spreads
Limit order, Bid-ask spread, Specialists
Specialists, Spreads, Depths, Liquidity providers, Minimum price variation
liquidity, spreads, decimal pricing, quote clustering
IPO returns, growth opportunities, assets in place, risk, reservation price
This is a Financial Management Association paper. Financial Management Association charges $15.00 .
File name: SSRN-id853425.
Spreads, depths, time precedence, minimum price variation
NASDAQ, Analyst following, Dealers, Market making, Earnings forecasts
NASDAQ, analyst following, dealers, market making, earnings forecasts
Limit order, bid-ask spread, collusion, NYSE specialists, Nasdaq dealers
Execution costs, Market quality, Information disclosure, Market makers, Quote competition
liquidity, spreads, depths, quote clustering, collusion
Strategic trading, Information asymmetry, Information precision, Liquidity demander, Liquidity provider, Order imbalance, Information content, Price impact
Credit watches, Credit rating agencies (CRAs), Bond ratings, Market impact, Contracting, Information supply
tick size, information-based trading, decimalization, PIN measure, information efficiency
File name: jbfa.
Trading cost, Decimal pricing, Quote clustering, Averaging method
File name: jbfa.
File name: SSRN-id644003.
Liquidity commonality, VIX, Volatility, Market makers, Uncertainty, Bid-ask spread, Market structure
Reverse stock split, Institutional investment, Investor base, Prudent-person rule, Fiduciary responsibility
regulation NMS, spreads, depths, market quality index, trading costs, price discovery, execution speed, execution probability, price impact, price improvement, return volatility, market share
Mergers, Tender offers, Bid-ask spread, Liquidity premium, Abnormal returns
Dealer, Specialist, Market structure, Bid-ask spreads, Fair and orderly markets
Corporate governance, Transparency, Market efficiency, Liquidity
Execution costs, Market quality, Liquidity, Market transparency, Market participants, Quote competition
Time diversification, Portfolio choice, Asset allocation
binding constraint, tick size, stepping ahead, spreads, depths, decimal pricing
Spreads, Depths, Dealer quotes, NASDAQ, Liquidity providers
institutional investors, corporate governance, investment duration, monitoring incentive
foreign ownership, institutional ownership, speed of price adjustment, information, local investors
Dealer market, market concentration, competition, turbulence, market structure, bid-ask spreads
Monetary Policy, Liquidity, Spread, Depth, Event Study, Market Efficiency
Decimalization, Sub-penny Quotation, Markov Chain Monte Carlo, Quote Aggressiveness, Spreads, Electronic Communications Networks
Dealer market share, Quote aggressiveness, Order preferencing, Decimalization, SuperSOES, SuperMontage
Dealer market share, Market concentration, Herfindahl-index, Internalization, Quote aggressiveness, Decimalization
tick size, liquidity, spread, depth, quote clustering
Spreads, Depths, Market structure, Market efficiency, Tick size, Quote revision, Adverse- selection costs
intellectual collaboration, coauthors, citation, Google Scholar, paper quality
Spread, Specialist, Passive vs. Active Equilibrium, Informed Trading
Order Flows, Lee-Ready Method, Holden-Jacobsen Algorithm, Trading Costs, Order-Processing Cost, Inventory-Holding Cost, Non-Information Cost, Information Asymmetry, Adverse-Section Cost, Asset Pricing, Equilibrium Returns
Corporate Governance, Antitakeover Statutes, Internal Monitoring
File name: CORG.
Executive ownership, Tobin's q, Executive compensation
Foreign investors, Information asymmetry, Price impact, Spread, Adverse selection component, Non-information cost of trading, Illiquidity
Analyst following, Dealers, Spreads, Depths, Execution quality, Price impact, Adverse selection cost, Quote aggressiveness, Trading costs, SEC Rule 605
market structure, dealer competition, competitive advantages, quote aggressiveness, bid-ask spread, market share, survival probability, exit decision
File name: FIRE.
market structure, dealer competition, competitive advantages, quote aggressiveness, bid‐ask spread, market share, survival probability, exit decision
Informed trading, Investor types, PIN, Trade initiator, Institutional investors, Foreign investors
Lotka's Law, Generalized Lotka's Law, gold records, music industry, commercial success
File name: jbfa.
File name: jbfa12010.
mergers, tender offers, bid‐ask spread, liquidity premium, abnormal returns
File name: j-5957.
NASDAQ, analyst following, dealers, spreads, depths, execution quality, price impact, adverse selection cost, quote aggressiveness, trading costs, SEC Rule 605
File name: jbfa.
Market Volatility, Risk Premium, VIX, Liquidity Shock, Bid-Ask Spread, Price Impact, Stock Returns, Market Structure
High-frequency traders, Market quality, Market volatility, Market regulation, Algorithmic trading
Investment opportunities, Tobin's q, Event study, Capital expenditure
academic output, bibliometrics
finance, inventory, risk
information asymmetry, bid-ask spread, analysts' forecast
Voting right, Shapley value, Oceanic game, Ownership structure
Limit-order, bid-ask spread, NYSE specialists, spread components
Articles published, Citations, Relationship between publications and citations
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