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A direct test of Rock's model of the pricing of unseasoned issues
Koh, Francis - In: Journal of financial economics 23 (1989) 2, pp. 251-272
Persistent link: https://www.econbiz.de/10001076060
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Dark trading and price discovery
Comerton-Forde, Carole; Putnin̦š, Tālis J. - In: Journal of financial economics 118 (2015) 1, pp. 70-92
Persistent link: https://www.econbiz.de/10011480362
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Shorting at close range : a tale of two types
Comerton-Forde, Carole; Jones, Charles M.; Putniņš, … - In: Journal of financial economics 121 (2016) 3, pp. 546-568
Persistent link: https://www.econbiz.de/10011590861
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Regulating dark trading : order flow segmentation and market quality
Comerton-Forde, Carole; Malinova, Katya; Park, Andreas - In: Journal of financial economics 130 (2018) 2, pp. 347-366
Persistent link: https://www.econbiz.de/10012051325
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Inverted fee structures, tick size, and market quality
Comerton-Forde, Carole; Grégoire, Vincent; Zhong, Zhuo - In: Journal of financial economics 134 (2019) 1, pp. 141-164
Persistent link: https://www.econbiz.de/10012166801