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Equilibrium in a dynamic limit order market
Goettler, Ronald L.; Parlour, Christine A.; Rajan, Uday - In: The journal of finance : the journal of the American … 60 (2005) 5, pp. 2149-2192
Persistent link: https://www.econbiz.de/10003159225
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The price impact and survival of irrational traders
Kogan, Leonid; Ross, Stephen A.; Wang, Jiang; … - In: The journal of finance : the journal of the American … 61 (2006) 1, pp. 195-229
Persistent link: https://www.econbiz.de/10003302322
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Systematic risk and international portfolio choice
Das, Sanjiv R.; Uppal, Raman - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2809-2834
Persistent link: https://www.econbiz.de/10002503877
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Working orders in limit order markets and floor exchanges
Back, Kerry E.; Baruch, Shmuel - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1589-1621
Persistent link: https://www.econbiz.de/10003522396
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 68 (2013) 6, pp. 2309-2340
Persistent link: https://www.econbiz.de/10010237385
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What drives the disposition effect? : an analysis of a long-standing preference-based explanation
Barberis, Nicholas; Xiong, Wei - In: The journal of finance : the journal of the American … 64 (2009) 2, pp. 751-784
Persistent link: https://www.econbiz.de/10003828388
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Do prices reveal the presence of informed trading?
Collin-Dufresne, Pierre; Fos, Vyacheslav - In: The journal of finance : the journal of the American … 70 (2015) 4, pp. 1555-1582
Persistent link: https://www.econbiz.de/10011449063
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Is historical cost accounting a Panacea? : market stress, incentive distortions, and gains trading
Ellul, Andrew; Jotikasthira, Chotibhak; Lundblad, Christian - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2489-2538
Persistent link: https://www.econbiz.de/10011411355
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Predatory trading
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - In: The journal of finance : the journal of the American … 60 (2005) 4, pp. 1825-1864
Persistent link: https://www.econbiz.de/10003080437
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Quotes, prices, and estimates in a laboratory market
Bloomfield, Robert - In: The journal of finance : the journal of the American … 51 (1996) 5, pp. 1791-1808
Persistent link: https://www.econbiz.de/10001211765