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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

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

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

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

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

The potential for clientele pricing when making markets in financial securities

Battalio, Robert; Jennings, Robert; Selway, Jamie - In: Journal of Financial Markets 4 (2001) 1, pp. 85-112

Persistent link: https://www.econbiz.de/10005322142

All else equal?: a multidimensional analysis of retail, market order execution quality

Battalio, Robert; Hatch, Brian; Jennings, Robert - In: Journal of Financial Markets 6 (2003) 2, pp. 143-162

Persistent link: https://www.econbiz.de/10005322158

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

New low-frequency spread measures

Holden, Craig W. - In: Journal of Financial Markets 12 (2009) 4, pp. 778-813

I develop new spread proxies that pick up on three attributes of the low-frequency (daily) data: (1) price clustering, (2) serial price covariance accounting for midpoint prices on no-trade days, and (3) the quoted spread that is available on no-trade days. I develop and empirically test two...

Persistent link: https://www.econbiz.de/10008483111

A simple model of payment for order flow, internalization, and total trading cost

Battalio, Robert; Holden, Craig W. - In: Journal of Financial Markets 4 (2001) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10005320015