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Elsevier Journal of Financial Markets Contact information of
Elsevier: http://www.elsevier.com/locate/finmar
Download restrictions: Full text for ScienceDirect subscribers only Editor: B. Lehmann Editor: D. Seppi Editor:
For technical questions regarding this series, please contact
(Heidi Boesdal) Series handle: repec:eee:finmar
More pages of listings: 0 |1 2009, Volume 12, Issue 3
337-367 Anonymity, liquidity and fragmentation by Comerton-Forde, Carole & Tang, Kar Mei [Downloadable! (restricted)]
368-390 Leveraged investor disclosures and concentrations of risk by Ko, K. Jeremy [Downloadable! (restricted)]
391-417 Option strategies: Good deals and margin calls by Santa-Clara, Pedro & Saretto, Alessio [Downloadable! (restricted)]
418-437 Measures of implicit trading costs and buy-sell asymmetry by Hu, Gang [Downloadable! (restricted)]
438-468 Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977) by Boehme, Rodney D. & Danielsen, Bartley R. & Kumar, Praveen & Sorescu, Sorin M. [Downloadable! (restricted)]
469-499 Credit ratings and the cross-section of stock returns by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander [Downloadable! (restricted)]
500-520 Corporate debt issues and interest rate risk management: Hedging or market timing? by Antoniou, Antonios & Zhao, Huainan & Zhou, Bilei [Downloadable! (restricted)]
521-546 The other January effect: International, style, and subperiod evidence by Stivers, Chris & Sun, Licheng & Sun, Yong [Downloadable! (restricted)]
2009, Volume 12, Issue 2 143-172 Technology and liquidity provision: The blurring of traditional definitions by Hasbrouck, Joel & Saar, Gideon [Downloadable! (restricted)]
173-202 Using matched samples to test for differences in trade execution costs by Davies, Ryan J. & Kim, Sang Soo [Downloadable! (restricted)]
203-228 Intraday time and order execution quality dimensions by Garvey, Ryan & Wu, Fei [Downloadable! (restricted)]
229-267 Stock exchange merger and liquidity: The case of Euronext by Nielsson, Ulf [Downloadable! (restricted)]
268-289 The cross-market information content of stock and bond order flow by Underwood, Shane [Downloadable! (restricted)]
290-316 Daily short interest, idiosyncratic risk, and stock returns by Au, Andrea S. & Doukas, John A. & Onayev, Zhan [Downloadable! (restricted)]
317-336 Do individual investors learn from their trading experience? by Nicolosi, Gina & Peng, Liang & Zhu, Ning [Downloadable! (restricted)]
2009, Volume 12, Issue 1 1-31 Which past returns affect trading volume? by Glaser, Markus & Weber, Martin [Downloadable! (restricted)]
32-53 Why do foreign investors underperform domestic investors in trading activities? Evidence from Indonesia by Agarwal, Sumit & Faircloth, Sheri & Liu, Chunlin & Ghon Rhee, S. [Downloadable! (restricted)]
54-86 The 2000 presidential election and the information cost of sensitive versus non-sensitive S&P 500 stocks by He, Yan & Lin, Hai & Wu, Chunchi & Dufrene, Uric B. [Downloadable! (restricted)]
87-106 Measuring the impact of option market activity on the stock market: Bivariate point process models of stock and option transactions by Collver, Charles [Downloadable! (restricted)]
107-141 Monitoring and limit order submission risks by Liu, Wai-Man [Downloadable! (restricted)]
2008, Volume 11, Issue 4 339-376 Liquidity in the pricing of syndicated loans by Gupta, Anurag & Singh, Ajai K. & Zebedee, Allan A. [Downloadable! (restricted)]
377-399 Market segmentation, liquidity spillover, and closed-end country fund discounts by Chan, Justin S.P. & Jain, Ravi & Xia, Yihong [Downloadable! (restricted)]
400-432 Updating expectations: An analysis of post-9/11 returns by Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo [Downloadable! (restricted)]
433-452 Probability weighting and loss aversion in futures hedging by Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E. [Downloadable! (restricted)]
2008, Volume 11, Issue 3 199-227 Is the value spread a useful predictor of returns? by Liu, Naiping & Zhang, Lu [Downloadable! (restricted)]
228-258 Melting pot or salad bowl: Some evidence from U.S. investments abroad by Bhattacharya, Utpal & Groznik, Peter [Downloadable! (restricted)]
259-283 Investor and price response to patterns in earnings surprises by Frieder, Laura [Downloadable! (restricted)]
284-307 Stock exchange competition in a simple model of capital market equilibrium by Ramos, Sofia B. & von Thadden, Ernst-Ludwig [Downloadable! (restricted)]
308-337 Locked and crossed markets on NASDAQ and the NYSE by Shkilko, Andriy V. & Van Ness, Bonnie F. & Van Ness, Robert A. [Downloadable! (restricted)]
2008, Volume 11, Issue 2 2008, Volume 11, Issue 1 2007, Volume 10, Issue 4 2007, Volume 10, Issue 3 2007, Volume 10, Issue 2 107-143 Informative trading or just costly noise? An analysis of Central Bank interventions by Pasquariello, Paolo [Downloadable! (restricted)]
144-168 Liquidity supply in electronic markets by Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H. [Downloadable! (restricted)]
169-191 The PIN anomaly around M&A announcements by Aktas, Nihat & de Bodt, Eric & Declerck, Fany & Van Oppens, Herve [Downloadable! (restricted)]
192-218 Commonality in the time-variation of stock-stock and stock-bond return comovements by Connolly, Robert A. & Stivers, Chris & Sun, Licheng [Downloadable! (restricted)]
2007, Volume 10, Issue 1 2006, Volume 9, Issue 4 2006, Volume 9, Issue 3 223-245 Profits and speculation in intra-day foreign exchange trading by Mende, Alexander & Menkhoff, Lukas [Downloadable! (restricted)]
246-273 The impact of preferencing on execution quality by He, Chen & Odders-White, Elizabeth & Ready, Mark J. [Downloadable! (restricted)]
274-309 Value of analyst recommendations: International evidence by Jegadeesh, Narasimhan & Kim, Woojin [Downloadable! (restricted)]
310-331 Divergence of opinion and equity returns under different states of earnings expectations by Doukas, John A. & Kim, Chansog & Pantzalis, Christos [Downloadable! (restricted)]
2006, Volume 9, Issue 2 79-99 Equity trading by institutional investors: To cross or not to cross? by Naes, Randi & Odegaard, Bernt Arne [Downloadable! (restricted)]
100-118 The value of the specialist: Empirical evidence from the CBOE by Anand, Amber & Weaver, Daniel G. [Downloadable! (restricted)]
119-143 An examination of large sell orders in cold IPO aftermarkets by Krishnan, C.N.V. & Singh, Ajai K. & Zebedee, Allan A. [Downloadable! (restricted)]
144-161 Cross-listing, price discovery and the informativeness of the trading process by Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco [Downloadable! (restricted)]
162-179 On the importance of timing specifications in market microstructure research by Henker, Thomas & Wang, Jian-Xin [Downloadable! (restricted)]
180-198 Option-implied risk preferences: An extension to wider classes of utility functions by Kang, Byung Jin & Kim, Tong Suk [Downloadable! (restricted)]
199-222 The influence of call auction algorithm rules on market efficiency by Comerton-Forde, Carole & Rydge, James [Downloadable! (restricted)]
2006, Volume 9, Issue 1 2005, Volume 8, Issue 4 351-376 Liquidity commonality and return co-movement by Domowitz, Ian & Hansch, Oliver & Wang, Xiaoxin [Downloadable! (restricted)]
377-399 Duration, volume and volatility impact of trades by Manganelli, Simone [Downloadable! (restricted)]
400-420 Did decimalization hurt institutional investors? by Chakravarty, Sugato & Panchapagesan, Venkatesh & Wood, Robert A. [Downloadable! (restricted)]
421-451 Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong by Ahn, Hee-Joon & Cai, Jun & Cheung, Yan Leung [Downloadable! (restricted)]
2005, Volume 8, Issue 3 265-287 Should securities markets be transparent? by Madhavan, Ananth & Porter, David & Weaver, Daniel [Downloadable! (restricted)]
288-308 Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders by Anand, Amber & Chakravarty, Sugato & Martell, Terrence [Downloadable! (restricted)]
309-323 Firm-initiated and exchange-initiated transfers to continuous trading: Evidence from the Warsaw Stock Exchange by Henke, Harald & Lauterbach, Beni [Downloadable! (restricted)]
324-349 Dispersion of opinion and stock returns by Goetzmann, William N. & Massa, Massimo [Downloadable! (restricted)]
2005, Volume 8, Issue 2 111-151 Stock valuation in dynamic economies by Bakshi, Gurdip & Chen, Zhiwu [Downloadable! (restricted)]
153-181 Time-varying informed and uninformed trading activities by Lei, Qin & Wu, Guojun [Downloadable! (restricted)]
183-216 Trade disclosure and price dispersion by Angeles de Frutos, M. & Manzano, Carolina [Downloadable! (restricted)]
217-264 Market microstructure: A survey of microfoundations, empirical results, and policy implications by Biais, Bruno & Glosten, Larry & Spatt, Chester [Downloadable! (restricted)]
2005, Volume 8, Issue 1 2004, Volume 7, Issue 4 351-375 The manipulation of closing prices by Hillion, Pierre & Suominen, Matti [Downloadable! (restricted)]
377-403 Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms by Fernando, Chitru S. & Krishnamurthy, Srinivasan & Spindt, Paul A. [Downloadable! (restricted)]
405-426 Can order exposure be mandated? by Anand, Amber & Weaver, Daniel G. [Downloadable! (restricted)]
427-451 Short sales, price pressure, and the stock price response to convertible bond calls by Bechmann, Ken L. [Downloadable! (restricted)]
2004, Volume 7, Issue 3 2004, Volume 7, Issue 2 2004, Volume 7, Issue 1 2003, Volume 6, Issue 4 461-489 Quote setting and price formation in an order driven market by Handa, Puneet & Schwartz, Robert & Tiwari, Ashish [Downloadable! (restricted)]
491-516 The Toronto Stock Exchange preopening session by Davies, Ryan J. [Downloadable! (restricted)]
517-538 Traders' choice between limit and market orders: evidence from NYSE stocks by Bae, Kee-Hong & Jang, Hasung & Park, Kyung Suh [Downloadable! (restricted)]
539-571 Specialist participation and limit orders by Bondarenko, Oleg & Sung, Jaeyoung [Downloadable! (restricted)]
573-605 Local parametric analysis of derivatives pricing and hedging by Bossaerts, Peter & Hillion, Pierre [Downloadable! (restricted)]
607-624 Market structure and diversification of mutual funds by Shy, Oz & Stenbacka, Rune [Downloadable! (restricted)]
2003, Volume 6, Issue 3 227-231 What we measure in execution cost measurement by Lehmann, Bruce N. [Downloadable! (restricted)]
233-257 Issues in assessing trade execution costs by Bessembinder, Hendrik [Downloadable! (restricted)]
259-280 Evaluation of the biases in execution cost estimation using trade and quote data by Peterson, Mark & Sirri, Erik [Downloadable! (restricted)]
281-307 Quantifying market order execution quality at the New York stock exchange by Bacidore, Jeffrey & Ross, Katharine & Sofianos, George [Downloadable! (restricted)]
309-335 NYSE order flow, spreads, and information by Werner, Ingrid M. [Downloadable! (restricted)]
337-362 Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange by Bacidore, Jeffrey & Battalio, Robert H. & Jennings, Robert H. [Downloadable! (restricted)]
363-387 Intra-industry momentum: the case of REITs by Chui, Andy C. W. & Titman, Sheridan & Wei, K. C. John [Downloadable! (restricted)]
389-411 Firm-level return dispersion and the future volatility of aggregate stock market returns by Stivers, Christopher T. [Downloadable! (restricted)]
2003, Volume 6, Issue 2 99-141 Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market by Massa, Massimo & Simonov, Andrei [Downloadable! (restricted)]
143-162 All else equal?: a multidimensional analysis of retail, market order execution quality by Battalio, Robert & Hatch, Brian & Jennings, Robert [Downloadable! (restricted)]
163-197 Evolution, efficiency and noise traders in a one-sided auction market by Luo, Guo Ying [Downloadable! (restricted)]
199-225 Speculating against an overconfident market by Caballe, Jordi & Sakovics, Jozsef [Downloadable! (restricted)]
2003, Volume 6, Issue 1 1-21 Excess demand and equilibration in multi-security financial markets: the empirical evidence by Asparouhova, Elena & Bossaerts, Peter & Plott, Charles [Downloadable! (restricted)]
23-47 Information dissemination by insiders in equilibrium by Levine, Carolyn B. & Smith, Michael J. [Downloadable! (restricted)]
49-72 Who makes markets by Schultz, Paul [Downloadable! (restricted)]
73-98 The tax-loss selling hypothesis, market liquidity, and price pressure around the turn-of-the-year by D'Mello, Ranjan & Ferris, Stephen P. & Hwang, Chuan Yang [Downloadable! (restricted)]
2002, Volume 5, Issue 4 2002, Volume 5, Issue 3 259-276 Some desiderata for the measurement of price discovery across markets by Lehmann, Bruce N. [Downloadable! (restricted)]
277-308 Security price adjustment across exchanges: an investigation of common factor components for Dow stocks by deB. Harris, Frederick H. & McInish, Thomas H. & Wood, Robert A. [Downloadable! (restricted)]
309-321 Price discovery and common factor models by Baillie, Richard T. & Geoffrey Booth, G. & Tse, Yiuman & Zabotina, Tatyana [Downloadable! (restricted)]
323-327 Measures of contributions to price discovery: a comparison by de Jong, Frank [Downloadable! (restricted)]
329-339 Stalking the "efficient price" in market microstructure specifications: an overview by Hasbrouck, Joel [Downloadable! (restricted)]
341-348 Common factor components versus information shares: a reply by Harris, Frederick H. deB. & McInish, Thomas H. & Wood, Robert A. [Downloadable! (restricted)]
349-390 Incentives for voluntary disclosure by Ronen, Joshua & Yaari, Varda (Lewinstein) [Downloadable! (restricted)]
2002, Volume 5, Issue 2 2002, Volume 5, Issue 1 2001, Volume 4, Issue 4 2001, Volume 4, Issue 3 2001, Volume 4, Issue 2 113-142 Predicting VNET: A model of the dynamics of market depth by Engle, Robert F. & Lange, Joe [Downloadable! (restricted)]
143-161 Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks by Chung, Kee H. & Van Ness, Robert A. [Downloadable! (restricted)]
163-184 Volatility, autocorrelations, and trading activity after stock splits by Kamara, Avraham & Koski, Jennifer Lynch [Downloadable! (restricted)]
185-208 An experimental study of circuit breakers: The effects of mandated market closures and temporary halts on market behavior by Ackert, Lucy F. & Church, Bryan & Jayaraman, Narayanan [Downloadable! (restricted)]
2001, Volume 4, Issue 1 1-32 A new historical database for the NYSE 1815 to 1925: Performance and predictability by Goetzmann, William N. & Ibbotson, Roger G. & Peng, Liang [Downloadable! (restricted)]
33-71 A simple model of payment for order flow, internalization, and total trading cost by Battalio, Robert & Holden, Craig W. [Downloadable! (restricted)]
73-84 On the survival of overconfident traders in a competitive securities market by Hirshleifer, David & Luo, Guo Ying [Downloadable! (restricted)]
85-112 The potential for clientele pricing when making markets in financial securities by Battalio, Robert & Jennings, Robert & Selway, Jamie [Downloadable! (restricted)]
2000, Volume 3, Issue 4 2000, Volume 3, Issue 3 2000, Volume 3, Issue 2 83-111 Inferring investor behavior: Evidence from TORQ data by Lee, Charles M. C. & Radhakrishna, Balkrishna [Downloadable! (restricted)]
113-137 Underreactions, overreactions and moderated confidence by Bloomfield, Robert & Libby, Robert & Nelson, Mark W. [Downloadable! (restricted)]
139-176 The trades of NYSE floor brokers by Sofianos, George & Werner, Ingrid M. [Downloadable! (restricted)]
177-204 The determinants of trading volume of high-yield corporate bonds by Alexander, Gordon J. & Edwards, Amy K. & Ferri, Michael G. [Downloadable! (restricted)]
2000, Volume 3, Issue 1 1-16 The price impact of trading on the stock exchange of Hong Kong by Chan, Yue-Cheong [Downloadable! (restricted)]
17-43 Asset market equilibrium with general tastes, returns, and informational asymmetries by Bernardo, Antonio E. & Judd, Kenneth L. [Downloadable! (restricted)]
45-67 Stock returns and trading at the close by Cushing, David & Madhavan, Ananth [Downloadable! (restricted)]
69-81 The capital asset pricing model and the liquidity effect: A theoretical approach by Jacoby, Gady & Fowler, David J. & Gottesman, Aron A. [Downloadable! (restricted)]
1999, Volume 2, Issue 4 1999, Volume 2, Issue 3 1999, Volume 2, Issue 2 1999, Volume 2, Issue 1 1998, Volume 1, Issue 3-4 253-284 Floors, dealer markets and limit order markets by Biais, Bruno & Foucault, Thierry & Salanie, Francois [Downloadable! (restricted)]
285-319 Endogenous market statistics and security pricing:: An empirical investigation by George, Thomas J. & Hwang, Chuan-Yang [Downloadable! (restricted)]
321-352 Strategic trading, asymmetric information and heterogeneous prior beliefs by Albert Wang, F. [Downloadable! (restricted)]
353-383 Aggressiveness and survival of overconfident traders by Benos, Alexandros V. [Downloadable! (restricted)]
385-402 Long-lived information and intraday patterns by Back, Kerry & Pedersen, Hal [Downloadable! (restricted)]
1998, Volume 1, Issue 2 151-174 Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs by Kraus, Alan & Smith, Maxwell [Downloadable! (restricted)]
175-201 Financial analysts and information-based trade by Easley, David & O'Hara, Maureen & Paperman, Joseph [Downloadable! (restricted)]
203-219 Liquidity and stock returns: An alternative test by Datar, Vinay T. & Y. Naik, Narayan & Radcliffe, Robert [Downloadable! (restricted)]
221-252 Information acquisition, information release and trading dynamics by Bagnoli, Mark & Watts, Susan G. [Downloadable! (restricted)]
1998, Volume 1, Issue 1 0 |1 Access
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