Journal of Financial Markets
August 2009, Volume 12, Issue 3
- 469-499 Credit ratings and the cross-section of stock returns
by Avramov, Doron & Chordia, Tarun & Jostova, Gergana & Philipov, Alexander
- 500-520 Corporate debt issues and interest rate risk management: Hedging or market timing?
by Antoniou, Antonios & Zhao, Huainan & Zhou, Bilei
- 521-546 The other January effect: International, style, and subperiod evidence
by Stivers, Chris & Sun, Licheng & Sun, Yong
May 2009, Volume 12, Issue 2
- 143-172 Technology and liquidity provision: The blurring of traditional definitions
by Hasbrouck, Joel & Saar, Gideon
- 173-202 Using matched samples to test for differences in trade execution costs
by Davies, Ryan J. & Kim, Sang Soo
- 203-228 Intraday time and order execution quality dimensions
by Garvey, Ryan & Wu, Fei
- 229-267 Stock exchange merger and liquidity: The case of Euronext
by Nielsson, Ulf
- 268-289 The cross-market information content of stock and bond order flow
by Underwood, Shane
- 290-316 Daily short interest, idiosyncratic risk, and stock returns
by Au, Andrea S. & Doukas, John A. & Onayev, Zhan
- 317-336 Do individual investors learn from their trading experience?
by Nicolosi, Gina & Peng, Liang & Zhu, Ning
February 2009, Volume 12, Issue 1
- 1-31 Which past returns affect trading volume?
by Glaser, Markus & Weber, Martin
- 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.
- 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.
- 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
- 107-141 Monitoring and limit order submission risks
by Liu, Wai-Man
November 2008, Volume 11, Issue 4
- 339-376 Liquidity in the pricing of syndicated loans
by Gupta, Anurag & Singh, Ajai K. & Zebedee, Allan A.
- 377-399 Market segmentation, liquidity spillover, and closed-end country fund discounts
by Chan, Justin S.P. & Jain, Ravi & Xia, Yihong
- 400-432 Updating expectations: An analysis of post-9/11 returns
by Kallberg, Jarl & Liu, Crocker H. & Pasquariello, Paolo
- 433-452 Probability weighting and loss aversion in futures hedging
by Mattos, Fabio & Garcia, Philip & Pennings, Joost M.E.
August 2008, Volume 11, Issue 3
- 199-227 Is the value spread a useful predictor of returns?
by Liu, Naiping & Zhang, Lu
- 228-258 Melting pot or salad bowl: Some evidence from U.S. investments abroad
by Bhattacharya, Utpal & Groznik, Peter
- 259-283 Investor and price response to patterns in earnings surprises
by Frieder, Laura
- 284-307 Stock exchange competition in a simple model of capital market equilibrium
by Ramos, Sofia B. & von Thadden, Ernst-Ludwig
- 308-337 Locked and crossed markets on NASDAQ and the NYSE
by Shkilko, Andriy V. & Van Ness, Bonnie F. & Van Ness, Robert A.
May 2008, Volume 11, Issue 2
- 113-143 Competition in the market for NASDAQ securities
by Goldstein, Michael A. & Shkilko, Andriy V. & Van Ness, Bonnie F. & Van Ness, Robert A.
- 144-159 Performance information dissemination in the mutual fund industry
by Goriaev, Alexei & Nijman, Theo E. & Werker, Bas J.M.
- 160-179 Delisted firms and momentum profits
by Eisdorfer, Assaf
- 180-197 Credit spread determinants: An 85 year perspective
by Davies, Andrew
February 2008, Volume 11, Issue 1
- 1-35 Failure to exercise call options: An anomaly and a trading game
by Pool, Veronika Krepely & Stoll, Hans R. & Whaley, Robert E.
- 36-56 The information content of net buying pressure: Evidence from the KOSPI 200 index option market
by Kang, Jangkoo & Park, Hyoung-Jin
- 57-83 On the effects of stock spam e-mails
by Hanke, Michael & Hauser, Florian
- 84-111 The effect of price tests on trader behavior and market quality: An analysis of Reg SHO
by Alexander, Gordon J. & Peterson, Mark A.
November 2007, Volume 10, Issue 4
- 319-341 Pre-trade transparency and market quality
by Eom, Kyong Shik & Ok, Jinho & Park, Jong-Ho
- 342-361 Liquidity and firm characteristics: Evidence from mergers and acquisitions
by Lipson, Marc L. & Mortal, Sandra
- 362-390 Do the diversification choices of individual investors influence stock returns?
by Kumar, Alok
- 391-415 The informativeness of domestic and foreign investors' stock trades: Evidence from the perfectly segmented Chinese market
by Chan, Kalok & Menkveld, Albert J. & Yang, Zhishu
August 2007, Volume 10, Issue 3
- 219-248 Ownership level, ownership concentration and liquidity
by Rubin, Amir
- 249-286 Modelling the buy and sell intensity in a limit order book market
by Hall, Anthony D. & Hautsch, Nikolaus
- 287-317 Financial market design and bounded rationality: An experiment
by Pouget, Sebastien
May 2007, Volume 10, Issue 2
- 107-143 Informative trading or just costly noise? An analysis of Central Bank interventions
by Pasquariello, Paolo
- 144-168 Liquidity supply in electronic markets
by Aitken, Michael & Almeida, Niall & deB. Harris, Frederick H. & McInish, Thomas H.
- 169-191 The PIN anomaly around M&A announcements
by Aktas, Nihat & de Bodt, Eric & Declerck, Fany & Van Oppens, Herve
- 192-218 Commonality in the time-variation of stock-stock and stock-bond return comovements
by Connolly, Robert A. & Stivers, Chris & Sun, Licheng
February 2007, Volume 10, Issue 1
- 1-25 Measuring the resiliency of an electronic limit order book
by Large, Jeremy
- 26-47 Estimating the probability of informed trading--does trade misclassification matter?
by Boehmer, Ekkehart & Grammig, Joachim & Theissen, Erik
- 48-75 Momentum, reversal, and the trading behaviors of institutions
by Gutierrez, Roberto Jr. & Prinsky, Christo A.
- 76-105 Noise trader risk: Evidence from the Siamese twins
by Scruggs, John T.
November 2006, Volume 9, Issue 4
- 333-365 Quantifying cognitive biases in analyst earnings forecasts
by Friesen, Geoffrey & Weller, Paul A.
- 366-407 Underwriter learning about unfamiliar firms: Evidence from the history of biotech IPOS
by Pukthuanthong, Kuntara
- 408-432 Order book characteristics and the volume-volatility relation: Empirical evidence from a limit order market
by Naes, Randi & Skjeltorp, Johannes A.
- 433-447 Hybrid markets, tick size and investor trading costs
by Portniaguina, Evgenia & Bernhardt, Dan & Hughson, Eric
August 2006, Volume 9, Issue 3
- 223-245 Profits and speculation in intra-day foreign exchange trading
by Mende, Alexander & Menkhoff, Lukas
- 246-273 The impact of preferencing on execution quality
by He, Chen & Odders-White, Elizabeth & Ready, Mark J.
- 274-309 Value of analyst recommendations: International evidence
by Jegadeesh, Narasimhan & Kim, Woojin
- 310-331 Divergence of opinion and equity returns under different states of earnings expectations
by Doukas, John A. & Kim, Chansog & Pantzalis, Christos
May 2006, Volume 9, Issue 2
- 79-99 Equity trading by institutional investors: To cross or not to cross?
by Naes, Randi & Odegaard, Bernt Arne
- 100-118 The value of the specialist: Empirical evidence from the CBOE
by Anand, Amber & Weaver, Daniel G.
- 119-143 An examination of large sell orders in cold IPO aftermarkets
by Krishnan, C.N.V. & Singh, Ajai K. & Zebedee, Allan A.
- 144-161 Cross-listing, price discovery and the informativeness of the trading process
by Pascual, Roberto & Pascual-Fuster, Bartolome & Climent, Francisco
- 162-179 On the importance of timing specifications in market microstructure research
by Henker, Thomas & Wang, Jian-Xin
- 180-198 Option-implied risk preferences: An extension to wider classes of utility functions
by Kang, Byung Jin & Kim, Tong Suk
- 199-222 The influence of call auction algorithm rules on market efficiency
by Comerton-Forde, Carole & Rydge, James
February 2006, Volume 9, Issue 1
- 1-26 Strategic delivery failures in U.S. equity markets
by Boni, Leslie
- 27-48 On the presence and market-structure of exchanges around the world
by Clayton, Matthew J. & Jorgensen, Bjorn N. & Kavajecz, Kenneth A.
- 49-78 Market structure, fragmentation, and market quality
by Bennett, Paul & Wei, Li
November 2005, Volume 8, Issue 4
- 351-376 Liquidity commonality and return co-movement
by Domowitz, Ian & Hansch, Oliver & Wang, Xiaoxin
- 377-399 Duration, volume and volatility impact of trades
by Manganelli, Simone
- 400-420 Did decimalization hurt institutional investors?
by Chakravarty, Sugato & Panchapagesan, Venkatesh & Wood, Robert A.
- 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
August 2005, Volume 8, Issue 3
- 265-287 Should securities markets be transparent?
by Madhavan, Ananth & Porter, David & Weaver, Daniel
- 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
- 309-323 Firm-initiated and exchange-initiated transfers to continuous trading: Evidence from the Warsaw Stock Exchange
by Henke, Harald & Lauterbach, Beni
- 324-349 Dispersion of opinion and stock returns
by Goetzmann, William N. & Massa, Massimo
May 2005, Volume 8, Issue 2
- 111-151 Stock valuation in dynamic economies
by Bakshi, Gurdip & Chen, Zhiwu
- 153-181 Time-varying informed and uninformed trading activities
by Lei, Qin & Wu, Guojun
- 183-216 Trade disclosure and price dispersion
by Angeles de Frutos, M. & Manzano, Carolina
- 217-264 Market microstructure: A survey of microfoundations, empirical results, and policy implications
by Biais, Bruno & Glosten, Larry & Spatt, Chester
February 2005, Volume 8, Issue 1
- 1-23 Trade-through prohibitions and market quality
by Hendershott, Terrence & Jones, Charles M.
- 25-67 The information content of the limit order book: evidence from NYSE specialist trading decisions
by Harris, Lawrence E. & Panchapagesan, Venkatesh
- 69-87 Price impacts of options volume
by Schlag, Christian & Stoll, Hans
- 89-109 International momentum strategies: a stochastic dominance approach
by Fong, Wai Mun & Wong, Wing Keung & Lean, Hooi Hooi
October 2004, Volume 7, Issue 4
- 351-375 The manipulation of closing prices
by Hillion, Pierre & Suominen, Matti
- 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.
- 405-426 Can order exposure be mandated?
by Anand, Amber & Weaver, Daniel G.
- 427-451 Short sales, price pressure, and the stock price response to convertible bond calls
by Bechmann, Ken L.
June 2004, Volume 7, Issue 3
- 237-270 Value creating stock manipulation: feedback effect of stock prices on firm value
by Khanna, Naveen & Sonti, Ramana
- 271-299 Market liquidity as a sentiment indicator
by Baker, Malcolm & Stein, Jeremy C.
- 301-333 Trading strategies during circuit breakers and extreme market movements
by Goldstein, Michael A. & Kavajecz, Kenneth A.
- 335-350 The market microstructure and relative performance of Taiwan stock index futures: a comparison of the Singapore exchange and the Taiwan futures exchange
by Huang, Yu Chuan
February 2004, Volume 7, Issue 2
- 117-143 Microstructure with multiple assets: an experimental investigation into direct and indirect dealer competition
by Lamoureux, Christopher G. & Schnitzlein, Charles R.
- 145-185 Expandable limit order markets
by Boni, Leslie & Leach, Chris
- 187-206 Manipulation in market order models
by Chakraborty, Archishman & Yilmaz, Bilge
- 207-235 Market-wide impact of the disposition effect: evidence from IPO trading volume
by Kaustia, Markku
January 2004, Volume 7, Issue 1
- 1-25 Impacts of trades in an error-correction model of quote prices
by Engle, Robert F. & Patton, Andrew J.
- 27-51 Specialist performance and new listing allocations on the NYSE: an empirical analysis
by Corwin, Shane A.
- 53-74 Order aggressiveness in limit order book markets
by Ranaldo, Angelo
- 75-96 Determining security speed of adjustment coefficients
by Theobald, Michael & Yallup, Peter
- 97-116 Public disclosures and calendar-related movements in risk premiums: evidence from interbank lending
by Furfine, Craig H.
August 2003, Volume 6, Issue 4
- 461-489 Quote setting and price formation in an order driven market
by Handa, Puneet & Schwartz, Robert & Tiwari, Ashish
- 491-516 The Toronto Stock Exchange preopening session
by Davies, Ryan J.
- 517-538 Traders' choice between limit and market orders: evidence from NYSE stocks
by Bae, Kee-Hong & Jang, Hasung & Park, Kyung Suh
- 539-571 Specialist participation and limit orders
by Bondarenko, Oleg & Sung, Jaeyoung
- 573-605 Local parametric analysis of derivatives pricing and hedging
by Bossaerts, Peter & Hillion, Pierre
- 607-624 Market structure and diversification of mutual funds
by Shy, Oz & Stenbacka, Rune
May 2003, Volume 6, Issue 3
- 227-231 What we measure in execution cost measurement
by Lehmann, Bruce N.
- 233-257 Issues in assessing trade execution costs
by Bessembinder, Hendrik
- 259-280 Evaluation of the biases in execution cost estimation using trade and quote data
by Peterson, Mark & Sirri, Erik
- 281-307 Quantifying market order execution quality at the New York stock exchange
by Bacidore, Jeffrey & Ross, Katharine & Sofianos, George
- 309-335 NYSE order flow, spreads, and information
by Werner, Ingrid M.
- 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.
- 363-387 Intra-industry momentum: the case of REITs
by Chui, Andy C. W. & Titman, Sheridan & Wei, K. C. John
- 389-411 Firm-level return dispersion and the future volatility of aggregate stock market returns
by Stivers, Christopher T.
April 2003, Volume 6, Issue 2
- 99-141 Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market
by Massa, Massimo & Simonov, Andrei
- 143-162 All else equal?: a multidimensional analysis of retail, market order execution quality
by Battalio, Robert & Hatch, Brian & Jennings, Robert
- 163-197 Evolution, efficiency and noise traders in a one-sided auction market
by Luo, Guo Ying
- 199-225 Speculating against an overconfident market
by Caballe, Jordi & Sakovics, Jozsef
January 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
- 23-47 Information dissemination by insiders in equilibrium
by Levine, Carolyn B. & Smith, Michael J.
- 49-72 Who makes markets
by Schultz, Paul
- 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
October 2002, Volume 5, Issue 4
- 391-410 Tick size and quote revisions on the NYSE
by Chung, Kee H. & Chuwonganant, Chairat
- 411-417 Price clustering in foreign exchange spot markets
by Sopranzetti, Ben J. & Datar, Vinay
- 419-450 Strategic trading and learning about liquidity
by Hong, Harrison & Rady, Sven
- 451-464 Insider trading and risk aversion
by Baruch, Shmuel
July 2002, Volume 5, Issue 3
- 259-276 Some desiderata for the measurement of price discovery across markets
by Lehmann, Bruce N.
- 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.
- 309-321 Price discovery and common factor models
by Baillie, Richard T. & Geoffrey Booth, G. & Tse, Yiuman & Zabotina, Tatyana
- 323-327 Measures of contributions to price discovery: a comparison
by de Jong, Frank
- 329-339 Stalking the "efficient price" in market microstructure specifications: an overview
by Hasbrouck, Joel
- 341-348 Common factor components versus information shares: a reply
by Harris, Frederick H. deB. & McInish, Thomas H. & Wood, Robert A.
- 349-390 Incentives for voluntary disclosure
by Ronen, Joshua & Yaari, Varda (Lewinstein)
April 2002, Volume 5, Issue 2
- 127-167 Market architecture: limit-order books versus dealership markets
by Viswanathan, S. & Wang, James J. D.
- 169-195 Depth improvement and adjusted price improvement on the New York stock exchange
by Bacidore, Jeffrey M. & Battalio, Robert H. & Jennings, Robert H.
- 197-221 Optimal slice of a VWAP trade
by Konishi, Hizuru
- 223-257 The impact of the Federal Reserve Bank's open market operations
by Harvey, Campbell R. & Huang, Roger D.
January 2002, Volume 5, Issue 1
- 1-30 East Asia and Europe during the 1997 Asian collapse: a clinical study of a financial crisis
by Chakrabarti, Rajesh & Roll, Richard
- 31-56 Illiquidity and stock returns: cross-section and time-series effects
by Amihud, Yakov
- 57-82 Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York
by Hupperets, Erik C. J. & Menkveld, Albert J.
- 83-125 Can splits create market liquidity? Theory and evidence
by Anshuman, V. Ravi & Kalay, Avner
October 2001, Volume 4, Issue 4
- 309-357 Incentives for voluntary disclosure
by Ronen, Joshua & Yaari, Varda (Lewinstein)
- 359-384 Volatility and market structure
by Kavajecz, Kenneth A. & Odders-White, Elizabeth R.
- 385-412 Knowing me, knowing you: : Trader anonymity and informed trading in parallel markets
by Grammig, Joachim & Schiereck, Dirk & Theissen, Erik
June 2001, Volume 4, Issue 3
- 209-229 Market microstructure and securities values: : Evidence from the Paris Bourse
by Muscarella, Chris J. & Piwowar, Michael S.
- 231-260 'Teenies' anyone?
by Ronen, Tavy & Weaver, Daniel G.
- 261-267 Swimming against the tides: : The case of Aeroflex move from NYSE to Nasdaq
by Kalay, Avner & Portniaguina, Evgenia
- 269-308 Competing market makers, liquidity provision, and bid-ask spreads
by Bondarenko, Oleg
April 2001, Volume 4, Issue 2
- 113-142 Predicting VNET: A model of the dynamics of market depth
by Engle, Robert F. & Lange, Joe
- 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.
- 163-184 Volatility, autocorrelations, and trading activity after stock splits
by Kamara, Avraham & Koski, Jennifer Lynch
- 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
January 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
- 33-71 A simple model of payment for order flow, internalization, and total trading cost
by Battalio, Robert & Holden, Craig W.
- 73-84 On the survival of overconfident traders in a competitive securities market
by Hirshleifer, David & Luo, Guo Ying
- 85-112 The potential for clientele pricing when making markets in financial securities
by Battalio, Robert & Jennings, Robert & Selway, Jamie
November 2000, Volume 3, Issue 4
- 333-363 Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets
by Theissen, Erik
- 365-387 Investor risk evaluation in the determination of management incentives in the mutual fund industry
by Berkowitz, Michael K. & Kotowitz, Yehuda
- 389-402 Market liquidity and depth on two different electronic trading systems: A comparison of Bund futures trading on the APT and DTB
by Kappi, Jari & Siivonen, Risto
August 2000, Volume 3, Issue 3
- 205-258 Market microstructure: A survey
by Madhavan, Ananth
- 259-286 On the occurrence and consequences of inaccurate trade classification
by Odders-White, Elizabeth R.
- 287-314 On the endogeneity of trading arrangements
by Kirilenko, Andrei A.
- 315-332 Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand
by Kim, Kenneth A. & Limpaphayom, Piman
May 2000, Volume 3, Issue 2
- 83-111 Inferring investor behavior: Evidence from TORQ data
by Lee, Charles M. C. & Radhakrishna, Balkrishna
- 113-137 Underreactions, overreactions and moderated confidence
by Bloomfield, Robert & Libby, Robert & Nelson, Mark W.
- 139-176 The trades of NYSE floor brokers
by Sofianos, George & Werner, Ingrid M.
- 177-204 The determinants of trading volume of high-yield corporate bonds
by Alexander, Gordon J. & Edwards, Amy K. & Ferri, Michael G.
February 2000, Volume 3, Issue 1
- 1-16 The price impact of trading on the stock exchange of Hong Kong
by Chan, Yue-Cheong
- 17-43 Asset market equilibrium with general tastes, returns, and informational asymmetries
by Bernardo, Antonio E. & Judd, Kenneth L.
- 45-67 Stock returns and trading at the close
by Cushing, David & Madhavan, Ananth
- 69-81 The capital asset pricing model and the liquidity effect: A theoretical approach
by Jacoby, Gady & Fowler, David J. & Gottesman, Aron A.
November 1999, Volume 2, Issue 4
- 329-357 The organization of financial exchange markets: Theory and evidence
by Pirrong, Craig
- 359-389 Stock market dynamics with rational liquidity traders
by Massoud, Nadia & Bernhardt, Dan
- 391-402 Investment behavior of mutual fund shareholders: The evidence from aggregate fund flows
by Franklin Fant, L.
- 403-432 Security factors as linear combinations of economic variables
by Zhou, Guofu
August 1999, Volume 2, Issue 3
- 193-226 Intra-day market activity
by Gourieroux, Christian & Jasiak, Joanna & Le Fol, Gaelle
- 227-271 Reputation and performance fee effects on portfolio choice by investment advisers1
by Huddart, Steven
- 273-305 Endogenous informed trading in the presence of trading costs: Theory and evidence
by Cho, Jin-Wan & Shin, Jhinyoung & Singh, Rajdeep
- 307-328 The risk level discriminatory power of mutual fund investment objectives: Additional evidence
by Najand, Mohammad & Prather, Larry J.
May 1999, Volume 2, Issue 2
- 99-134 Order flow composition and trading costs in a dynamic limit order market1
by Foucault, Thierry
- 135-151 A new measure of the direction and timing of information flow between markets1
by Finucane, Thomas J.
- 153-178 Learning from others, reacting, and market quality1
by Chakrabarti, Rajesh & Roll, Richard
- 179-191 Explaining the intra-day variation in the bid-ask spread in competitive dealership markets - A research note 1
by Levin, Eric J. & Wright, Robert E.
February 1999, Volume 2, Issue 1
- 1-28 Security bid/ask dynamics with discreteness and clustering: Simple strategies for modeling and estimation1
by Hasbrouck, Joel
- 29-48 Market depth and order size1
by Kempf, Alexander & Korn, Olaf
- 49-68 The alpha factor asset pricing model: A parable
by Ferson, Wayne E. & Sarkissian, Sergei & Simin, Timothy
- 69-98 To believe or not to believe1
by Bhattacharya, Utpal & Krishnan, Murugappa
September 1998, Volume 1, Issue 3-4
- 253-284 Floors, dealer markets and limit order markets
by Biais, Bruno & Foucault, Thierry & Salanie, Francois
- 285-319 Endogenous market statistics and security pricing:: An empirical investigation
by George, Thomas J. & Hwang, Chuan-Yang
- 321-352 Strategic trading, asymmetric information and heterogeneous prior beliefs
by Albert Wang, F.
- 353-383 Aggressiveness and survival of overconfident traders
by Benos, Alexandros V.
- 385-402 Long-lived information and intraday patterns
by Back, Kerry & Pedersen, Hal
August 1998, Volume 1, Issue 2
- 151-174 Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs
by Kraus, Alan & Smith, Maxwell
- 175-201 Financial analysts and information-based trade
by Easley, David & O'Hara, Maureen & Paperman, Joseph
- 203-219 Liquidity and stock returns: An alternative test
by Datar, Vinay T. & Y. Naik, Narayan & Radcliffe, Robert
- 221-252 Information acquisition, information release and trading dynamics
by Bagnoli, Mark & Watts, Susan G.
April 1998, Volume 1, Issue 1
- 1-50 Optimal control of execution costs
by Bertsimas, Dimitris & Lo, Andrew W.
- 51-87 Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities
by Ahn, Hee-Joon & Cao, Charles Q. & Choe, Hyuk
- 89-119 Bid-ask spreads with indirect competition among specialists
by Gehrig, Thomas & Jackson, Matthew
- 121-149 Adverse selection and bid-ask spreads: Evidence from closed-end funds
by Neal, Robert & Wheatley, Simon M.