Citations for "Short- and long-term demand curves for stocks: theory and evidence on the dynamics of arbitrage"
by Greenwood, Robin
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- Petajisto, Antti, 2011.
"The index premium and its hidden cost for index funds,"
Journal of Empirical Finance,
Elsevier, vol. 18(2), pages 271-288, March.
- Atanasov, Vladimir & Merrick, John, 2011.
"Financial asset demand is elastic: Evidence from new issues of Federal Home Loan Bank debt,"
Journal of Banking & Finance,
Elsevier, vol. 35(12), pages 3225-3239.
- Andrade, Sandro C. & Chang, Charles & Seasholes, Mark S., 2008.
"Trading imbalances, predictable reversals, and cross-stock price pressure,"
Journal of Financial Economics,
Elsevier, vol. 88(2), pages 406-423, May.
- Pierre-Olivier Weill & Johan Hombert & Bruno Biais, 2011.
"Trading and Liquidity with Limited Cognition,"
2011 Meeting Papers
475, Society for Economic Dynamics.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2010.
"Trading and Liquidity with Limited Cognition,"
IDEI Working Papers
665, Institut d'Économie Industrielle (IDEI), Toulouse.
- Bruno Biais & Johan Hombert & Pierre-Olivier Weill, 2010.
"Trading and Liquidity with Limited Cognition,"
NBER Working Papers
16628, National Bureau of Economic Research, Inc.
- Pierre-Olivier Weill & Johan Hombert & Bruno Biais, 2012.
"Trading and liquidity with limited cognition,"
2012 Meeting Papers
118, Society for Economic Dynamics.
- Biais, Bruno & Hombert, Johan & Weill, Pierre-Olivier, 2010.
"Trading and Liquidity with Limited Cognition,"
TSE Working Papers
10-242, Toulouse School of Economics (TSE).
- Lumengo Bonga-Bonga & Jamela Hoveni, 2011.
"Volatility Spillovers between the Equity Market and Foreign Exchange Market in South Africa,"
Working Papers
252, Economic Research Southern Africa.
- Vayanos, Dimitri & Vila, Jean-Luc, 2009.
"A Preferred-Habitat Model of the Term Structure of Interest Rates,"
CEPR Discussion Papers
7547, C.E.P.R. Discussion Papers.
- Bruno Biais & Pierre-Olivier Weill, 2009.
"Liquidity Shocks and Order Book Dynamics,"
NBER Working Papers
15009, National Bureau of Economic Research, Inc.
- Biais, Bruno & Weill, Pierre-Olivier, 2009.
"Liquidity Shocks and Order Book Dynamics,"
IDEI Working Papers
550, Institut d'Économie Industrielle (IDEI), Toulouse.
- Biais, Bruno & Weill, Pierre-Olivier, 2009.
"Liquidity Shocks and Order Book Dynamics,"
TSE Working Papers
09-037, Toulouse School of Economics (TSE).
- Pierre-Olivier Weill & Bruno Biais, 2009.
"Liquidity shocks and order book dynamics,"
2009 Meeting Papers
89, Society for Economic Dynamics.
- Dimitri Vayanos & Robin Greenwood, 2008.
"Bond Supply and Excess Bond Returns,"
FMG Discussion Papers
dp607, Financial Markets Group.
- Nicolae Garleanu & Lasse Heje Pedersen & Allen M. Poteshman, 2005.
"Demand-Based Option Pricing,"
NBER Working Papers
11843, National Bureau of Economic Research, Inc.
- John Campbell & Christopher Polk & Tuomo Vuolteenaho, 2005.
"Growth or glamour? fundamentals and systemic risk in stock returns,"
Proceedings,
Board of Governors of the Federal Reserve System (U.S.).
- Green, T. Clifton & Jame, Russell, 2011.
"Strategic trading by index funds and liquidity provision around S&P 500 index additions,"
Journal of Financial Markets,
Elsevier, vol. 14(4), pages 605-624, November.
- Jung-Wook Kim & Jason Lee & Randall Morck, 2009.
"Characteristics of Observed Limit Order Demand and Supply Schedules for Individual Stocks,"
NBER Working Papers
14733, National Bureau of Economic Research, Inc.
- Baker, Malcolm & Coval, Joshua & Stein, Jeremy C., 2007.
"Corporate financing decisions when investors take the path of least resistance,"
Journal of Financial Economics,
Elsevier, vol. 84(2), pages 266-298, May.
- Bruno Strulovici & Darrell Duffie, 2009.
"Capital Mobility and Asset Pricing,"
2009 Meeting Papers
87, Society for Economic Dynamics.
- Stefania D'Amico & Thomas B. King, 2012.
"Flow and stock effects of large-scale asset purchases: evidence on the importance of local supply,"
Finance and Economics Discussion Series
2012-44, Board of Governors of the Federal Reserve System (U.S.).
- Hau, Harald, 2007.
"A Generalized Portfolio Approach to Limited Risk Arbitrage: Evidence from the MSCI Global Index Change,"
CEPR Discussion Papers
6094, C.E.P.R. Discussion Papers.
- Mayur, Manas & Kumar, Manoj, 2006.
"An Empirical Investigation of Going Public Decision of Indian Companies,"
MPRA Paper
1801, University Library of Munich, Germany.
- Gao, Xiaohui & Ritter, Jay R., 2010.
"The marketing of seasoned equity offerings,"
Journal of Financial Economics,
Elsevier, vol. 97(1), pages 33-52, July.
- Sarah Draus & Mark van Achter, 2012.
"Circuit Breakers and Market Runs,"
CSEF Working Papers
313, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.