University of Mannheim - Finance Area
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Asset Pricing, Fama, French, Carhart, Characteristics, Risk Factors, Value, Size, Momentum, Germany
Asset Pricing, Carhart, Fama, French, Germany, Characteristics, Momentum, Risk Factors, Size, Value
Insider trading, directors' dealings, corporate governance
Informed trading, market microstructure, trade classification
Informed trading, market microstructure, trade classification, PIN
Investor Sentiment, Event Study, Return Predictability
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: JBFA.
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investor sentiment, event study, return predictability
Liquidity, intraday event study, resiliency
Initial public offerings, underpricing, when-issued trading, asymmetric information, winner's curse, information production
Price impact, trading intensity, dynamic duration models, spread decomposition models, adverse selection risk
Dividend Announcements, Market Efficiency, Ownership Structure, Agency Theory
Competition, Fragmentation, Market Structure, Liquidity, Price Discovery
File name: JOES.
Competition, Fragmentation, Liquidity, Market Structure, Price Discovery
Natural Experiment, Limit Order Book, Anonymity, Liquidity
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP4091.
Market microstructure, limit order trading, anonymity, transparency, liquidity
G10, G14, G24
Insider trading, directors' dealings, corporate governance, market efficiency
Insider trading, directors' dealings, accounting standards
Market size, liquidity, floor versus screen trading
Price pressure hypothesis, Downward-sloping demand curves, event studies
Internalization, execution quality, adverse selection costs
Behavioral Finance, Weekend effect, Weather effect
Futures Markets, Cointegrated systems, Partially linear models, Nonparametric methods
overvaluation hypothesis, short selling constraints, divergence of opinion
Business Cycle, Lead, Lag, Size, Value, Momentum
Competition for order flow, trading volume, liquidity
Competition for Order Flow, Trading Volume, Liquidity
Corporate announcements, disclosure, event studies
Repurchases, Event Study, Selection Bias
Competition between exchanges, bid-ask spread
File name: eufm.
Adverse Selection Costs, Execution Quality, Internalization
Delisting, Downlisting, Frosta Decision, Liquidity
File name: jbfa.
File name: eufm.
liquidity, transaction costs, bid-ask spread, price impact
overconfidence, small and medium-sized enterprises, corporate investment, private companies
Dark Trading, Fragmentation, Anonymity, Immediacy
File name: EUFM.
liquidity, limit order book, resiliency
File name: jbfa12036.
dividend announcements, market efficiency, ownership structure, agency theory
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