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Hua, Jian; Peng, Lin; Schwartz, Robert A.; Alan, Nazli Sila - In: The review of financial studies 33 (2020) 2, pp. 747-782

Persistent link: https://www.econbiz.de/10012197991

Firm-level cybersecurity risk and idiosyncratic volatility

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Zhou, Tianpeng - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 110-140

Persistent link: https://www.econbiz.de/10012613464

Growing pains : the evolution of new stock index futures in emerging markets

Alan, Nazli Sila; Karagozoglu, Ahmet K.; Korkmaz, Sibel - In: Research in international business and finance 37 (2016), pp. 1-16

Persistent link: https://www.econbiz.de/10011594984

Global equity market volatility during the initial stages of the COVID-19 pandemic : drivers and policy responses

Alan, Nazli Sila; Engle, Robert F.; Karagozoglu, Ahmet K. - In: The journal of portfolio management : JPM 48 (2022) 10, pp. 12-39

Persistent link: https://www.econbiz.de/10014232136

ETN closures : an empirical analysis

Alan, Nazli Sila; McDermott, John B.; Puleo, Michael - In: The journal of beta investment strategies 13 (2022) 3, pp. 6-15

Persistent link: https://www.econbiz.de/10014233084

A market microstructure view of the informational efficiency of security prices

Schwartz, Robert A. - In: The journal of portfolio management : JPM 47 (2021) 8, pp. 75-84

Persistent link: https://www.econbiz.de/10012613445

40 Years of Experience with the National Market System (NMS) : Who Are the Winners and What Have We Learned?

Schwartz, Robert A. (ed.); Byrne, John A. (ed.); … - Financial Markets Conference <2015, New York> - 2022

Chapter 1. Thoughts and Perspectives on 40th Anniversary of the National Market System (NMS) -- Chapter 2. Technology’s Challenge to Regulators -- Chapter 3. The Global View -- Chapter 4. Has NMS-Induced Competition Delivered? -- Chapter 5. Fair and Level Playing Fields: A Good Regulatory...

Persistent link: https://www.econbiz.de/10013270889

Liquidity, markets and trading in action : an interdisciplinary perspective

Ozenbas, Deniz; Pagano, Michael S.; Schwartz, Robert A.; … - 2022 - 1st ed. 2022.

Chapter 1: Economics and the Equity Market: A Microeconomics Course Application -- Chapter 2: Liquidity, Trading, and Price Determination in Equity Markets: A Finance Course Application -- Chapter 3: Liquidity and the Impact of Information Shocks: A Macroeconomics Course Application -- Chapter...

Persistent link: https://www.econbiz.de/10012814615

Rapidly Changing Securities Markets : Who Are the Initiators?

Schwartz, Robert A. (ed.); Byrne, John Aidan (ed.); … - 2017

This book offers a look at equity markets and what they have experienced since the 1997 Order Handling Rules were instituted. Specifically, it examines the tremendous technology innovation, intensified competition between an expanding set of alternative trading venues, and continuing regulatory...

Persistent link: https://www.econbiz.de/10012396354

Equity Markets in Transition : The Value Chain, Price Discovery, Regulation, and Beyond

Francioni, Reto (ed.); Schwartz, Robert A. (ed.) - 2017

This book underscores the complexity of the equity markets, the challenges they face, and the fact that they are still a work in process. Three interacting forces drive market change: competition, technology change, and regulatory change. The markets have one major objective in particular to...

Persistent link: https://www.econbiz.de/10012397410