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Ripples through markets : inter-market impacts generated by large trades
Ellul, Andrew - In: Journal of financial economics 82 (2006) 1, pp. 173-196
Persistent link: https://www.econbiz.de/10003376062
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The Sarbanes-Oxley act of 2002 and market liquidity
Jain, Pankaj K.; Kim, Jang-chul; Rezaee, Zabihollah - In: The financial review : the official publication of the … 43 (2008) 3, pp. 361-382
Persistent link: https://www.econbiz.de/10003755372
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Short selling : the impact of SEC rule 201 of 2010
Jain, Chinmay; Jain, Pankaj K.; McInish, Thomas H. - In: The financial review : the official publication of the … 47 (2012) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10009500724
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Worldwide reach of short selling regulations
Jain, Archana; Jain, Pankaj K.; McInish, Thomas H.; … - In: Journal of financial economics 109 (2013) 1, pp. 177-197
Persistent link: https://www.econbiz.de/10009765825
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Short Selling: The Impact of SEC Rule 201 of 2010
Jain, Chinmay; Jain, Pankaj; McInish, Thomas H. - In: The financial review : the official publication of the … 47 (2012) 1, pp. 37-65
Persistent link: https://www.econbiz.de/10009819760
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Institutional trading around repurchase announcements : an uphill battle
Nguyen, Vinh Huy; Mishra, Suchismita; Jain, Pankaj K. - In: The financial review : the official publication of the … 57 (2022) 3, pp. 485-507
Persistent link: https://www.econbiz.de/10013348703
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Determinants of commodity market liquidity
Jain, Pankaj K.; Kayhan, Ayla; Onur, Esen - In: The financial review : the official publication of the … 59 (2024) 1, pp. 9-30
Persistent link: https://www.econbiz.de/10014483130
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Post-Reform Market-Order Execution Quality: Multidimensional Comparisons Across Market Centers
Hatch, Brian; Battolio, Robert; Jennings, Robert - In: The financial review : the official publication of the … 36 (2001) 3, pp. 123-152
Persistent link: https://www.econbiz.de/10005946885
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Do liquidity measures measure liquidity?
Goyenko, Ruslan Y.; Holden, Craig W.; Trzcinka, Charles - In: Journal of financial economics 92 (2009) 2, pp. 153-181
Persistent link: https://www.econbiz.de/10003850973
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Price Discovery in the Stock, OTC Corporate Bond, and NYSE Corporate Bond Markets
Holden, Craig W. - 2018
This paper examines intraday price discovery in three closely-related U.S. markets: stocks, Over-The-Counter (OTC) corporate bonds, and New York Stock Exchange (NYSE) electronically-traded corporate bonds. We calculate the Hasbrouck (1995) information shares of these three markets over five...
Persistent link: https://www.econbiz.de/10012917049