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The Pricing of Security Dealer Services: An Empirical Study of NASDAQ Stocks

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Author Info
Hans R. Stoll

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Paper provided by Wharton School Rodney L. White Center for Financial Research in its series Rodney L. White Center for Financial Research Working Papers with number 13-77.

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Handle: RePEc:fth:pennfi:13-77

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  1. Roel C.A. Oomen, 2004. "Statistical Models for High Frequency Security Prices," Econometric Society 2004 North American Winter Meetings 77, Econometric Society. [Downloadable!]
  2. Karl A. Muller & Edward J. Riedl & Thorsten Sellhorn, 2008. "Consequences of Voluntary and Mandatory Fair Value Accounting: Evidence Surrounding IFRS Adoption in the EU Real Estate Industry," Harvard Business School Working Papers 09-033, Harvard Business School. [Downloadable!]
  3. Christian Leuz, 2000. "IAS versus US GAAP: A "New Market" Based Comparison," Working Paper Series: Finance and Accounting 48, Department of Finance, Goethe University Frankfurt am Main. [Downloadable!]
  4. Victoria Saporta, . "Which Inter-dealer Market Prevails? An analysis of inter-dealer trading in opaque markets," Bank of England working papers 59, Bank of England. [Downloadable!]
  5. Tao Chen, 2009. "Informational Efficiency: Which Institutions Matter?," Asia-Pacific Financial Markets, Springer, vol. 16(2), pages 141-168, June. [Downloadable!] (restricted)
  6. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2005. "The joint dynamics of liquidity, returns, and volatility across small and large firms," Staff Reports 207, Federal Reserve Bank of New York. [Downloadable!]
  7. Vijay Bhasin & Rebel A. Cole & Joseph K. Kiely, 1996. "Changes in REIT liquidity 1990-94: evidence from intra-day transactions," Finance and Economics Discussion Series 96-22, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
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  8. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2003. "An empirical analysis of stock and bond market liquidity," Staff Reports 164, Federal Reserve Bank of New York. [Downloadable!]
  9. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "An Empirical Analysis of Stock and Bond Market Liquidity: Forthcoming in the Review of Financial Studies," University of California at Los Angeles, Anderson Graduate School of Management 1018, Anderson Graduate School of Management, UCLA. [Downloadable!]
  10. BEAUPAIN, Renaud & GIOT, Pierre & PETITJEAN, Mikael, 2006. "Market-wide liquidity co-movements, volatility regimes and market cap sizes," CORE Discussion Papers 2006102, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]
  11. Tarun Chordia & Asani Sarkar & Avanidhar Subrahmanyam, 2001. "Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows," Staff Reports 141, Federal Reserve Bank of New York. [Downloadable!]
  12. Bryant, Henry L. & Haigh, Michael S., 2002. "Bid-Ask Spreads In Commodity Futures Markets," Working Papers 28587, University of Maryland, Department of Agricultural and Resource Economics. [Downloadable!]
  13. Gleason, Katherine I., 2003. "Insider trading, NASDAQ quotes, and market maker competition," Working Papers 2003-09, University of New Orleans, Department of Economics and Finance. [Downloadable!]
  14. Tarun Chordia & Richard Roll & Avanidhar Subrahmanyam, 2000. "Order Imbalance, Liquidity, and Market Returns," University of California at Los Angeles, Anderson Graduate School of Management 1073, Anderson Graduate School of Management, UCLA. [Downloadable!]
  15. Tarun Chordia & L Shivakumar & Avanidhar Subrahmanyam, 2000. "Liquidity Dynamics Across Small and Large Firms," University of California at Los Angeles, Anderson Graduate School of Management 1068, Anderson Graduate School of Management, UCLA. [Downloadable!]
  16. Björn Hagströmer & Richard G. Anderson & Jane M. Binner & Birger Nilsson, 2009. "Dynamics in systematic liquidity," Working Papers 2009-025, Federal Reserve Bank of St. Louis. [Downloadable!]
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This page was last updated on 2009-12-16.

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