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Performance Evaluation of New York Stock Exchange Specialists

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  • Barnea, Amir

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  • Barnea, Amir, 1974. "Performance Evaluation of New York Stock Exchange Specialists," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 9(04), pages 511-535, September.
  • Handle: RePEc:cup:jfinqa:v:9:y:1974:i:04:p:511-535_01
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    Cited by:

    1. Krause, Andreas, 2005. "Optimal stock allocation in specialist markets," Research in Economics, Elsevier, vol. 59(1), pages 23-39, March.
    2. Köksal, Bülent, 2010. "Differences in individual NYSE specialists' performances and strategies," Review of Financial Economics, Elsevier, vol. 19(1), pages 8-18, January.
    3. Corwin, Shane A., 2004. "Specialist performance and new listing allocations on the NYSE: an empirical analysis," Journal of Financial Markets, Elsevier, vol. 7(1), pages 27-51, January.
    4. Hao, Ying & Chou, Robin K. & Ho, Keng-Yu & Weng, Pei-Shih, 2015. "The impact of foreign institutional traders on price efficiency: Evidence from the Taiwan futures market," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 24-42.
    5. Mark D. Flood, 1991. "Microstructure theory and the foreign exchange market," Review, Federal Reserve Bank of St. Louis, issue Nov, pages 52-70.
    6. He, Wen & Shen, Jianfeng, 2014. "Do foreign investors improve informational efficiency of stock prices? Evidence from Japan," Pacific-Basin Finance Journal, Elsevier, vol. 27(C), pages 32-48.

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