Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks
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Other versions of this item:
- Stoll, Hans R., 1976. "Dealer Inventory Behavior: An Empirical Investigation of NASDAQ Stocks," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 11(03), pages 359-380, September.
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- James C. Van Horne & Hal B. Heaton, 1983. "Securities Inventories And Excess Returns," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 6(2), pages 93-102, June.
- Frino, Alex & Forrest, Peter & Duffy, Matthew, 1999. "Life in the pits: competitive market making and inventory control--further Australian evidence," Journal of Multinational Financial Management, Elsevier, vol. 9(3-4), pages 373-385, November.
- Shafiqur Rahman & Chandrasekhar Krishnamurti & Alice Lee, 2005. "The Dynamics of Security Trades, Quote Revisions, and Market Depths for Actively Traded Stocks," Review of Quantitative Finance and Accounting, Springer, vol. 25(2), pages 91-124, September.
- Bruno Biais, 1990. "Formation des prix sur les marchés de contrepartie. Une synthèse de la littérature récente," Revue Économique, Programme National Persée, vol. 41(5), pages 755-788.
- Joseph J. Schultz Jr. & Sandra G. Gustavson & Frank K. Reilly, 1985. "Factors Influencing The New York Stock Exchange Specialists' Price-Setting Behavior: An Experiment," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 8(2), pages 137-144, June.
- Frino, Alex & Jarnecic, Elvis, 2000. "An empirical analysis of the supply of liquidity by locals in futures markets: Evidence from the Sydney Futures Exchange," Pacific-Basin Finance Journal, Elsevier, vol. 8(3-4), pages 443-456, July.
- Wu, Chunchi, 2004. "Information flow, volatility and spreads of infrequently traded Nasdaq stocks," The Quarterly Review of Economics and Finance, Elsevier, vol. 44(1), pages 20-43, February.
- Gray, Stephen F. & Smith, Tom & Whaley, Robert E., 2003. "Stock splits: implications for investor trading costs," Journal of Empirical Finance, Elsevier, vol. 10(3), pages 271-303, May.
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