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Content
2023, Volume 65, Issue C
- S1386418123000198 The exit choices of European private firms: A dynamic empirical analysis
by Chemmanur, Thomas J. & Signori, Andrea & Vismara, Silvio
- S1386418123000290 Banning dark pools: Venue selection and investor trading costs
by Neumeier, Christian & Gozluklu, Arie & Hoffmann, Peter & O’Neill, Peter & Suntheim, Felix
- S1386418123000307 Daily short selling around reverse stock splits
by Blau, Benjamin M. & Cox, Justin S. & Griffith, Todd G. & Voges, Ryan
- S1386418123000319 Common short selling and excess comovement: Evidence from a sample of LSE stocks
by Geraci, Marco Valerio & Gnabo, Jean-Yves & Veredas, David
- S1386418123000320 Options-based systemic risk, financial distress, and macroeconomic downturns
by Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide
- S1386418123000344 Dissecting the listing gap: Mergers, private equity, or regulation?
by Lattanzio, Gabriele & Megginson, William L. & Sanati, Ali
- S1386418123000356 Information flow and credit rating announcements
by Khorram, Mehdi & Mo, Haitao & Sanger, Gary C.
- S1386418123000368 Newspapers tone and the overnight-intraday stock return anomaly
by Saadon, Yossi & Schreiber, Ben Z.
- S1386418123000393 Surprise in short interest
by Hanauer, Matthias X. & Lesnevski, Pavel & Smajlbegovic, Esad
- S1386418123000551 The disappearing profitability of volatility-managed equity factors
by Angelidis, Timotheos & Tessaromatis, Nikolaos
- S1386418123000575 Does stock market rescue affect investment efficiency in the real sector?
by Jin, Ling & Li, Zhisheng & Lu, Lei & Ni, Xiaoran
2023, Volume 64, Issue C
- S1386418122000635 Tracking speculative trading
by Boos, Dominik & Grob, Linus
- S1386418122000647 Transaction costs, frequent trading, and stock prices
by Isaenko, Sergey
- S1386418122000714 Profitability anomaly and aggregate volatility risk
by Barinov, Alexander
- S1386418122000751 A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
by Carverhill, Andrew & Luo, Dan
- S1386418122000763 Are mutual fund managers good gamblers?
by Stein, Roberto
- S1386418122000775 Machine invasion: Automation in information acquisition and the cross-section of stock returns
by Pungaliya, Raunaq S. & Wang, Yanbo
- S1386418122000787 Risk disclosure in IPO advertisement and the quality of the firm
by Katti, Supriya & Lawrence, Edward R. & Raithatha, Mehul
- S1386418122000799 Options market ambiguity and its information content
by Chen, Qiang & Han, Yu
- S1386418122000891 Optimism, divergence of investors’ opinions, and the long-run underperformance of IPOs
by Ikeda, Naoshi
- S1386418122000908 Equity premium prediction: The role of information from the options market
by Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos
- S1386418123000010 COVID-19 pandemic and the stock market: Liquidity, price efficiency, and trading
by Chung, Kee H. & Chuwonganant, Chairat
- S1386418123000022 Job postings and aggregate stock returns
by Kothari, Pratik & O’Doherty, Michael S.
- S1386418123000034 Benchmarking the effects of the Fed's Secondary Market Corporate Credit Facility using Yankee bonds
by Xu, Hui & Pennacchi, George G.
- S1386418123000125 Spillover effects between liquidity risks through endogenous debt maturity
by Wei, Xu & Xiao, Xiao & Zhou, Yi & Zhou, Yimin
- S1386418123000137 Modern OTC market structure and liquidity: The tale of three tiers
by Davis, Ryan & Griffith, Todd & Van Ness, Bonnie & Van Ness, Robert
- S1386418123000149 Spoilt for choice: Determinants of market shares in fragmented equity markets
by Gomber, Peter & Sagade, Satchit & Theissen, Erik & Weber, Moritz Christian & Westheide, Christian
- S1386418123000150 Arbitrage in the market for cryptocurrencies
by Crépellière, Tommy & Pelster, Matthias & Zeisberger, Stefan
- S1386418123000162 Sequential entry in illiquid markets
by Fardeau, Vincent
- S1386418123000174 On the choice of central counterparties in the EU
by Demange, Gabrielle & Piquard, Thibaut
- S1386418123000186 The role of idiosyncratic jumps in stock markets
by Lee, Suzanne S.
- S138641812200074X Liquid speed: A micro-burst fee for low-latency exchanges
by Brolley, Michael & Zoican, Marius
- S138641812200091X Strategic trading by insiders in the presence of institutional investors
by Hoang, Lai T. & Wee, Marvin & Yang, Joey Wenling
2023, Volume 63, Issue C
- S1386418122000544 Net buying pressure and the information in bitcoin option trades
by Alexander, Carol & Deng, Jun & Feng, Jianfen & Wan, Huning
- S1386418122000556 Stock illiquidity and option returns
by Kanne, Stefan & Korn, Olaf & Uhrig-Homburg, Marliese
- S1386418122000568 Informed options strategies before corporate events
by Augustin, Patrick & Brenner, Menachem & Grass, Gunnar & Orłowski, Piotr & Subrahmanyam, Marti G.
- S1386418122000581 Market quality surrounding anticipated distraction events: Evidence from the FIFA World Cup
by Drummond, Philip A.
- S1386418122000593 Predicting the equity risk premium using the smooth cross-sectional tail risk: The importance of correlation
by Faias, José Afonso
- S1386418122000611 Firm fundamentals and the cross-section of implied volatility shapes
by Chen, Ding & Guo, Biao & Zhou, Guofu
- S1386418122000623 ETF ownership and firm-specific information in corporate bond returns
by Rhodes, Meredith E. & Mason, Joseph R.
- S138641812200057X Finding information in obvious places: Work connections and mutual fund investment ideas
by Genc, Egemen & Shirley, Sara E. & Stark, Jeffrey R. & Tran, Hai
- S138641812200060X The Bank of Japan's equity purchases and stock illiquidity
by El Kalak, Izidin & Leung, Woon Sau & Takahashi, Hidenori & Yamada, Kazuo
2023, Volume 62, Issue C
- S1386418122000325 Sharing the dividend tax credit pie: The influence of individual investors on ex-dividend day returns
by Ainsworth, Andrew & Lee, Adrian D.
- S1386418122000465 The race to exploit anomalies and the cost of slow trading
by Kaplanski, Guy
- S1386418122000477 Investor sentiment, style investing, and momentum
by Ashour, Samar & Hao, Grace Qing & Harper, Adam
- S1386418122000489 Gender, learning, and earnings estimate accuracy
by Bhagwat, Vineet & Shirley, Sara E. & Stark, Jeffrey R.
- S1386418122000490 Limited investor attention and biased reactions to information: Evidence from the COVID-19 pandemic
by Xu, Liao & Zhang, Xuan & Zhao, Jing
- S1386418122000507 Local institutional investors and debt maturity
by Wang, Qin (Emma) & Zhang, Jun
- S1386418122000519 Climate risks and realized volatility of major commodity currency exchange rates
by Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian
- S1386418122000520 Market power, ambiguity, and market participation
by Qiu, Zhigang & Wang, Yanyi & Zhang, Shunming
- S1386418122000532 When is the order-to-trade ratio fee effective?
by Aggarwal, Nidhi & Panchapagesan, Venkatesh & Thomas, Susan
2022, Volume 61, Issue C
- S1386418121000598 Media abnormal tone, earnings announcements, and the stock market
by Ardia, David & Bluteau, Keven & Boudt, Kris
- S1386418121000768 Does the U.S. president affect the stock market?
by Montone, Maurizio
- S1386418122000131 The alphas of beta and idiosyncratic volatility
by Poon, Percy & Yao, Tong & Zhang, Andrew (Jianzhong)
- S1386418122000246 Climate events and return comovement
by Ma, Rui & Marshall, Ben R. & Nguyen, Hung T. & Nguyen, Nhut H. & Visaltanachoti, Nuttawat
- S1386418122000271 The visible hand: benchmarks, regulation, and liquidity
by Aquilina, Matteo & Ibikunle, Gbenga & Mollica, Vito & Steffen, Tom
- S1386418122000283 Back to the futures: When short selling is banned
by Jiang, George J. & Shimizu, Yoshiki & Strong, Cuyler
- S1386418122000295 Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
by Long, Huaigang & Zaremba, Adam & Zhou, Wenyu & Bouri, Elie
- S1386418122000313 Hidden liquidity, market quality, and order submission strategies
by Lee, Albert J. & Chung, Kee H.
- S138641812200012X Mutual fund preference for pure-play firms
by Jordan, Bradford D. & Li, Ang & Liu, Mark H.
2022, Volume 60, Issue C
- S1386418121000720 Financial leverage and stock return comovement
by Do, Hung X. & Nguyen, Nhut H. & Nguyen, Quan M.P.
- S1386418121000744 Bond risk’s role in the equity risk-return tradeoff
by Bansal, Naresh & Stivers, Chris
- S1386418121000756 Who should buy stocks when volatility spikes?
by Schneider, Andrés
- S1386418122000027 Legal risk and information spillover through private lender reports
by de Jong, Abe & Kooijmans, Tim & Veld, Chris
- S1386418122000039 Jumps in stock prices: New insights from old data
by Johnson, James A. & Medeiros, Marcelo C. & Paye, Bradley S.
- S1386418122000118 Transaction fees: Impact on institutional order types, commissions, and execution quality
by O’Donoghue, Shawn M.
- S1386418122000234 Liquidity components: Commonality in liquidity, underreaction, and equity returns
by Ince, Baris
- S1386418122000301 Investor attention and municipal bond returns
by Cornaggia, Kimberly & Hund, John & Nguyen, Giang
- S138641812200026X Jump and volatility risk in the cross-section of corporate bond returns
by Chen, Xi & Wang, Junbo & Wu, Chunchi
2022, Volume 59, Issue PB
- S1386418121000021 Asset pricing with data revisions
by Borup, Daniel & Schütte, Erik Christian Montes
- S1386418121000264 Trading costs of private debt
by Keßler, Andreas & Mählmann, Thomas
- S1386418121000276 Investor short-termism and real investment
by Rösch, Dominik M. & Subrahmanyam, Avanidhar & van Dijk, Mathijs A.
- S1386418121000288 Recovery from fast crashes: Role of mutual funds
by Jagannathan, Ravi & Pelizzon, Loriana & Schaumburg, Ernst & Sherman, Mila Getmansky & Yuferova, Darya
- S1386418121000379 Information and liquidity of over-the-counter securities: Evidence from public registration of Rule 144A bonds
by Han, Song & Huang, Alan Guoming & Kalimipalli, Madhu & Wang, Ke
- S1386418121000380 Ease-of-processing heuristics and asset prices: Evidence from the exchange-traded repo market in China
by Fang, Xuyun & Jiang, Zhiqian & Liu, Baixiao & McConnell, John J. & Zhou, Mingshan
- S1386418121000392 Does air pollution affect seasoned equity offering pricing? Evidence from investor bids
by Han, Lin & Cheng, Xiaoke & Chan, Kam C. & Gao, Shenghao
- S1386418121000409 Tick Size Pilot Program and price discovery in U.S. stock markets
by Chakrabarty, Bidisha & Cox, Justin & Upson, James E.
- S1386418121000410 Is the index efficient? A worldwide tour with stochastic dominance
by Kolokolova, Olga & Le Courtois, Olivier & Xu, Xia
- S1386418121000562 Betting against analyst target price
by Han, Chulwoo & Kang, Jangkoo & Kim, Sun Yung
- S1386418121000616 Predictive information in corporate bond yields
by Guo, Xu & Lin, Hai & Wu, Chunchi & Zhou, Guofu
2022, Volume 59, Issue PA
- S1386418121000422 Bootstrap-based probabilistic analysis of spillover scenarios in economic and financial networks
by Greenwood-Nimmo, Matthew & Tarassow, Artur
- S1386418121000434 Central clearing and loss allocation rules
by Cucic, Dominic
- S1386418121000446 Sidedness in the interbank market
by Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn
- S1386418121000550 Price impact versus bid–ask spreads in the index option market
by Kaeck, Andreas & van Kervel, Vincent & Seeger, Norman J.
- S1386418121000574 The repo channel of cross-border lending in the European sovereign debt crisis
by Luque, Jaime
- S1386418121000586 Spread position as a leading economic indicator
by Park, Yang-Ho
- S1386418121000604 Are retail investors less aggressive on small price stocks?
by Métais, Carole & Roger, Tristan
- S1386418121000628 Contagious margin calls: How COVID-19 threatened global stock market liquidity
by Foley, Sean & Kwan, Amy & Philip, Richard & Ødegaard, Bernt Arne
- S1386418122000015 Price discovery during parallel stocks and options preopening: Information distortion and hints of manipulation
by Hauser, Shmuel & Kedar-Levy, Haim & Milo, Orit
- S1386418122000106 Standardization, transparency initiatives, and liquidity in the CDS market
by Daures-Lescourret, Laurence & Fulop, Andras
- S1386418122000222 Realizing correlations across asset classes
by Grønborg, Niels S. & Lunde, Asger & Olesen, Kasper V. & Vander Elst, Harry
- S1386418122000258 Transparency in fragmented markets: Experimental evidence
by Hendershott, Terrence & Wee, Marvin & Wen, Yuanji
2022, Volume 58, Issue C
- S1386418121000033 Fast traders make a quick buck: The role of speed in liquidity provision
by Baldauf, Markus & Mollner, Joshua
- S1386418121000148 Speed segmentation on exchanges: Competition for slow flow
by Anderson, Lisa & Andrews, Emad & Devani, Baiju & Mueller, Michael & Walton, Adrian
- S1386418121000173 Inferring trade directions in fast markets
by Jurkatis, Simon
- S1386418121000306 Option trading volume by moneyness, firm fundamentals, and expected stock returns
by Zhou, Yi
- S1386418121000458 The shrinking stock market
by McDonald, Michael B.
- S1386418121000549 Friend or foe: On a common shareholder relationship between mutual funds and public companies
by Lin, Shu & Tian, Shu & Zheng, Lu
- S1386418121000732 Call auction design and closing price manipulation: Evidence from the Hong Kong stock exchange
by Park, Seongkyu “Gilbert” & Suen, Wing & Wan, Kam-Ming
- S138641812100029X Options listings and loan contract terms: Information versus risk-shifting
by Do, Viet & Truong, Cameron & Vu, Tram
2022, Volume 57, Issue C
- S1386418120300689 R&D information quality and stock returns
by Huang, Tao & Li, Junye & Wu, Fei & Zhu, Ning
- S1386418120300835 Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
by Pan, Ging-Ginq & Shiu, Yung-Ming & Wu, Tu-Cheng
- S1386418120300847 Who is buying and (not) lending when shorts are selling?
by Blocher, Jesse & Zhang, Chi
- S1386418120300859 Hedge fund hold ’em
by Lu, Yan & Mortal, Sandra & Ray, Sugata
- S1386418120300860 Dealer inventory, pricing, and liquidity in the OTC derivatives markets: Evidence from index CDSs
by Wang, Xinjie & Zhong, Zhaodong (Ken)
- S1386418121000112 The equilibrium prices of auction IPO securities: Empirical evidence
by Petkevich, Alex & Samdani, Taufique
- S138641812100001X Intraday time series momentum: Global evidence and links to market characteristics
by Li, Zeming & Sakkas, Athanasios & Urquhart, Andrew
- S138641812100015X Financial integration in the EU28 equity markets: Measures and drivers
by Nardo, M. & Ossola, E. & Papanagiotou, E.
- S138641812100063X Attention: How high-frequency trading improves price efficiency following earnings announcements
by Chakrabarty, Bidisha & Moulton, Pamela C. & Wang, Xu (Frank)
2021, Volume 56, Issue C
- S1386418120300549 Does the Nationally Recognized Statistical Rating Organization certification matter for Japanese credit rating agencies?
by Byoun, Soku & Han, Seung Hun & Shin, Yoon S.
- S1386418120300574 Does it pay to follow anomalies research? Machine learning approach with international evidence
by Tobek, Ondrej & Hronec, Martin
- S1386418120300598 Optimal contract for asset trades: Collateralizing or selling?
by Kang, Kee-Youn
- S1386418120300677 Investment styles and the multiple testing of cross-sectional stock return predictability
by Vincent, Kendro & Hsu, Yu-Chin & Lin, Hsiou-Wei
- S1386418120300690 Does shareholder litigation affect the corporate information environment?
by Le, Nhan & Nguyen, Duc Duy & Sila, Vathunyoo
- S1386418120300744 The pricing of the illiquidity factor’s conditional risk with time-varying premium
by Amihud, Yakov & Noh, Joonki
- S1386418120300756 Financial oligopolies and parallel exclusion in the credit default swap markets
by Kryzanowski, Lawrence & Perrakis, Stylianos & Zhong, Rui
2021, Volume 55, Issue C
- S1386418120300495 Overselling winners and losers: How mutual fund managers' trading behavior affects asset prices
by An, Li & Argyle, Bronson
- S1386418120300550 LIBOR's poker
by Chen, Jiakai
- S1386418120300586 Equity investor sentiment and bond market reaction: Test of overinvestment and capital flow hypotheses
by Chen, Wen
- S1386418120300665 Stock liquidity and default risk around the world
by Nadarajah, Sivathaasan & Duong, Huu Nhan & Ali, Searat & Liu, Benjamin & Huang, Allen
- S1386418120300707 Do speed bumps curb low-latency investment? Evidence from a laboratory market
by Khapko, Mariana & Zoican, Marius
- S1386418120300720 Bank credit tightening, debt market frictions, and corporate yield spreads
by Massa, Massimo & Zhang, Lei
- S1386418120300768 Asymmetric information in the equity market and information flow from the equity market to the CDS market
by Park, Heewoo & Kim, Tong Suk & Park, Yuen Jung
2021, Volume 54, Issue C
- S1386418120300501 Price discovery in CDS and equity markets: Default risk-based heterogeneity in the systematic investment grade and high yield sectors
by Procasky, William J.
- S1386418120300525 Speed and learning in high-frequency auctions
by Haas, Marlene & Khapko, Mariana & Zoican, Marius
- S1386418120300537 Nothing but noise? Price discovery across cryptocurrency exchanges
by Dimpfl, Thomas & Peter, Franziska J.
- S1386418120300562 Local investor horizon clientele and IPO underpricing
by Massa, Massimo & Zhang, Lei
- S1386418120300719 Broker routing decisions in limit order markets
by Cimon, David A.
- S1386418120300732 Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration
by Kim, Donghan & Kim, Hyun-Dong & Joe, Denis Yongmin & Oh, Ji Yeol Jimmy
- S1386418120300872 Noise traders incarnate: Describing a realistic noise trading process
by Peress, Joel & Schmidt, Daniel
- S1386418121000161 Information processing on equity prices and exchange rate for cross-listed stocks
by Scherrer, Cristina Mabel
2021, Volume 53, Issue C
- S1386418120300185 The dynamics of short sales constraints and market quality: An experimental approach
by Cabrera, Juan & Gousgounis, Eleni
- S1386418120300343 Options-implied information and the momentum cycle
by Liu, Ming-Yu & Chuang, Wen-I & Lo, Chien-Ling
- S1386418120300367 Deviations from time priority on the NYSE
by Battalio, Robert & Jennings, Robert & McDonald, Bill
- S1386418120300379 Forecasting stock returns: A time-dependent weighted least squares approach
by Wang, Yudong & Hao, Xianfeng & Wu, Chongfeng
- S1386418120300458 Predicting stock returns with implied cost of capital: A partial least squares approach
by Hoang, Khoa & Cannavan, Damien & Huang, Ronghong & Peng, Xiaowen
- S1386418120300483 Bidding styles of institutional investors in IPO auctions
by Güçbilmez, Ufuk & Ó Briain, Tomás
- S1386418120300513 Deleveraging commonality
by Hu, Conghui & Liu, Yu-Jane & Zhu, Ning
2021, Volume 52, Issue C
- S1386418120300252 The economics of the financial market for volatility trading
by Ruan, Xinfeng & Zhang, Jin E.
- S1386418120300306 The invisible burden
by Liu, Xin & Yin, Chengxi & Zheng, Weinan
- S1386418120300318 Measurement of common risks in tails: A panel quantile regression model for financial returns
by Baruník, Jozef & Čech, František
- S1386418120300355 Informed liquidity provision in a limit order market
by Brolley, Michael & Malinova, Katya
- S138641812030015X Volatility of order imbalance of institutional traders and expected asset returns: Evidence from Taiwan
by Huang, Hong-Gia & Tsai, Wei-Che & Weng, Pei-Shih & Wu, Ming-Hung
- S138641812030029X Cash conversion cycle and aggregate stock returns
by Lin, Qi & Lin, Xi
- S138641812030032X ETFs’ high overnight returns: The early liquidity provider gets the worm
by Lachance, Marie-Eve
2020, Volume 51, Issue C
- S1386418119300485 Costly index investing in foreign markets
by Pedraza, Alvaro & Pulga, Fredy & Vasquez, Jose
- S1386418119303593 ETF use among actively managed mutual fund portfolios
by Sherrill, D. Eli & Shirley, Sara E. & Stark, Jeffrey R.
- S1386418119303611 Predicting the equity premium with the implied volatility spread
by Cao, Charles & Simin, Timothy & Xiao, Han
- S1386418120300100 The role of an aligned investor sentiment index in predicting bond risk premia of the U.S
by Çepni, Oğuzhan & Guney, I. Ethem & Gupta, Rangan & Wohar, Mark E.
- S1386418120300148 Retaining alpha: The effect of trade size and rebalancing frequency on FX strategy returns
by Melvin, Michael & Pan, Wenqiang & Wikstrom, Petra
- S1386418120300161 Self-fulfilling arbitrages necessitate crash risk
by Ahn, Dong-Hyun & Kim, Soohun & Seo, Kyoungwon
- S1386418120300288 Cross-market liquidity and dealer profitability: Evidence from the bond and CDS markets
by Aramonte, Sirio & Szerszeń, Paweł J.
- S138641812030001X The choice of SEO method in Korea: Rights vs. public offers
by Kim, Ju Hyun & Song, Kyojik
2020, Volume 50, Issue C
- S1386418119300126 Social media, financial reporting opacity, and return comovement: Evidence from Seeking Alpha
by Ding, Rong & Zhou, Hang & Li, Yifan
- S1386418119303581 The information content of real operating performance measures from the airline industry
by Borochin, Paul
- S1386418120300033 The overnight return puzzle and the “T+1” trading rule in Chinese stock markets
by Qiao, Kenan & Dam, Lammertjan
- S1386418120300173 In law we trust: Lawyer CEOs and stock liquidity
by Pham, Mia Hang
- S1386418120300331 Intraday market making with overnight inventory costs
by Adrian, Tobias & Capponi, Agostino & Fleming, Michael & Vogt, Erik & Zhang, Hongzhong
- S138641811930134X The yield curve and the stock market: Mind the long run
by Faria, Gonçalo & Verona, Fabio
- S138641811930357X Insider trading ahead of cyber breach announcements
by Lin, Zhaoxin & Sapp, Travis R.A. & Ulmer, Jackie Rees & Parsa, Rahul
2020, Volume 49, Issue C
- S1386418116303123 Microstructure invariance in U.S. stock market trades
by Kyle, Albert S. & Obizhaeva, Anna A. & Tuzun, Tugkan
- S1386418118302453 Biased short: Short sellers' disposition effect and limits to arbitrage
by von Beschwitz, Bastian & Massa, Massimo
- S1386418119303568 Trust and delegation: A case to consider on broker rebates and investor sophistication
by Haziza, Mor M. & Kalay, Avner
- S1386418120300021 Risk premium spillovers among stock markets: Evidence from higher-order moments
by Finta, Marinela Adriana & Aboura, Sofiane
- S1386418120300136 Google search volume and individual investor trading
by Kostopoulos, Dimitrios & Meyer, Steffen & Uhr, Charline
- S138641811930360X Call of duty: Designated market maker participation in call auctions
by Theissen, Erik & Westheide, Christian
2020, Volume 48, Issue C
- S1386418118300818 Volatility-of-volatility and the cross-section of option returns
by Ruan, Xinfeng
- S1386418118302039 The leverage ratio and liquidity in the gilt and gilt repo markets
by Bicu-Lieb, Andreea & Chen, Louisa & Elliott, David
- S1386418118302428 Price discovery in the small and in the large: Momentum and reversal, bubbles, and crashes
by Kedar-Levy, Haim
- S1386418119300795 Expected issuance fees and market liquidity
by Buis, Boyd & Pieterse-Bloem, Mary & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- S138641811830243X Tales of tails: Jumps in currency markets
by Lee, Suzanne S. & Wang, Minho
- S138641811830257X Credit default swaps and market information
by Osano, Hiroshi
2020, Volume 47, Issue C
- S1386418117302264 Trading aggressiveness and market efficiency
by Klein, Olga
- S1386418118302295 Too much of a good thing? Speculative effects on commodity futures curves
by van Huellen, Sophie
- S1386418119300084 Estimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model
by Ters, Kristyna & Urban, Jörg
- S1386418119303544 Price discovery in stock and options markets
by Patel, Vinay & Putniņš, Tālis J. & Michayluk, David & Foley, Sean
- S1386418119303556 The network nature of over-the-counter interest rates
by Rainone, Edoardo
- S138641811830140X The memory of stock return volatility: Asset pricing implications
by Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Sibbertsen, Philipp
2019, Volume 46, Issue C
- v:46:y:2019:i:c:s1386418118302519 A state-space modeling of the information content of trading volume
by Rzayev, Khaladdin & Ibikunle, Gbenga
- v:46:y:2019:i:c:s1386418118300168 Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market
by Kapetanios, George & Konstantinidi, Eirini & Neumann, Michael & Skiadopoulos, George
- v:46:y:2019:i:c:s1386418118303094 How much do investors trade because of name/ticker confusion?
by Balashov, Vadim S. & Nikiforov, Andrei
- v:46:y:2019:i:c:s1386418118303057 The information content of short-term options
by Oikonomou, Ioannis & Stancu, Andrei & Symeonidis, Lazaros & Wese Simen, Chardin
- v:46:y:2019:i:c:s1386418118303525 Short selling and market anomalies
by Wu, Juan (Julie) & Zhang, Jianzhong (Andrew)
- v:46:y:2019:i:c:s1386418118300776 Market anomalies and disaster risk: Evidence from extreme weather events
by Lanfear, Matthew G. & Lioui, Abraham & Siebert, Mark G.
2019, Volume 45, Issue C
- 1-18 Make-take decisions under high-frequency trading competition
by Bernales, Alejandro
- 19-36 Disposition sales and stock market liquidity
by Choi, Darwin
- 37-60 How rigged are stock markets? Evidence from microsecond timestamps
by Bartlett, Robert P. & McCrary, Justin
- 61-82 The preholiday corporate announcement effect
by Autore, Don M. & Jiang, Danling
- 83-114 Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach
by Guidolin, Massimo & Hansen, Erwin & Pedio, Manuela
- 115-138 The long-term impact of sovereign wealth fund investments
by Park, Raphael Jonghyeon & Xu, Simon & In, Francis & Ji, Philip Inyeob
2019, Volume 44, Issue C
- 1-16 Strategic trading with risk aversion and information flow
by Sastry, Ravi & Thompson, Rex
- 17-30 Agreeing on disagreement: Heterogeneity or uncertainty?
by ter Ellen, Saskia & Verschoor, Willem F.C. & Zwinkels, Remco C.J.
- 31-41 Nominal stock price anchors: A global phenomenon?
by Bae, Kee-Hong & Bhattacharya, Utpal & Kang, Jisok & Rhee, S. Ghon
- 42-70 Beauties of the emperor: An investigation of a Chinese government bailout
by Chi, Yeguang & Li, Xiaoming
- 71-90 Extreme absolute strength of stocks and performance of momentum strategies
by Yang, Xuebing & Zhang, Huilan
- 91-118 Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section
by Hollstein, Fabian & Prokopczuk, Marcel & Wese Simen, Chardin
2019, Volume 43, Issue C
Printed from https://ideas.repec.org/s/eee/finmar.html
