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Price volatility, trading volume, and market depth : evidence from futures markets
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 1, pp. 21-39
Persistent link: https://www.econbiz.de/10001149612
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A comparison of trade execution costs for NYSE and NASDAQ-listed stocks
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 3, pp. 287-310
Persistent link: https://www.econbiz.de/10001230906
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Long-run performance and insider trading in completed and canceled seasoned equity offerings
Clarke, Jonathan E.; Dunbar, Craig G.; Kahle, Kathleen M. - In: Journal of financial and quantitative analysis : JFQA 36 (2001) 4, pp. 415-430
Persistent link: https://www.econbiz.de/10001651528
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Trade execution costs on NASDAQ and the NYSE : a post-reform comparison
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 3, pp. 387-407
Persistent link: https://www.econbiz.de/10001453447
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Trade execution costs and market quality after decimalization
Bessembinder, Hendrik - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 4, pp. 747-777
Persistent link: https://www.econbiz.de/10001859242
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Are analyst recommendations biased? : Evidence from corporate bankruptcies
Clarke, Jonathan E.; Ferris, Stephen P.; Jayaraman, … - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 1, pp. 169-196
Persistent link: https://www.econbiz.de/10003303805
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The speed of information and the sell-side research industry
Bradley, Daniel; Clarke, Jonathan E.; Zeng, Linghang - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 5, pp. 1467-1490
Persistent link: https://www.econbiz.de/10012244251