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High frequency market microstructure
O'Hara, Maureen - In: Journal of financial economics 116 (2015) 2, pp. 267-270
Persistent link: https://www.econbiz.de/10011348519
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Anatomy of the trading process : empirical evidence on the behavior of institutional traders
Keim, Donald B. - In: Journal of financial economics 37 (1995) 3, pp. 371-398
Persistent link: https://www.econbiz.de/10001174143
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Symposium on market microstructure : focus on Nasdaq
Schwert, George William (contributor) - In: Journal of financial economics 45 (1997) 1
Persistent link: https://www.econbiz.de/10001224765
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Order characteristics and stock price evolution : an application to program trading
Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129-149
Persistent link: https://www.econbiz.de/10001196552
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Dealer versus auction markets : a paired comparison of execution costs on NASDAQ and the NYSE
Huang, Roger D. - In: Journal of financial economics 41 (1996) 3, pp. 313-357
Persistent link: https://www.econbiz.de/10001200411
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The impact of institutional trading on stock prices
Lakonishok, Josef - In: Journal of financial economics 32 (1992) 1, pp. 23-43
Persistent link: https://www.econbiz.de/10001131941
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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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Business conditions and expected returns on stocks and bonds
Fama, Eugene F. - In: Journal of financial economics 25 (1989) 1, pp. 23-49
Persistent link: https://www.econbiz.de/10001086146
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Do institutions receive comparable execution in the NYSE and Nasdaq markets?
LaPlante, Michele - In: Journal of financial economics 45 (1997) 1, pp. 97-134
Persistent link: https://www.econbiz.de/10001336286
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Market microstructure and securities values : evidence from the Tel Aviv stock exchange
Amihud, Yakov - In: Journal of financial economics 45 (1997) 3, pp. 365-390
Persistent link: https://www.econbiz.de/10001229282