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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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1
The behavior of bid-ask spreads and volume in options markets during the competition for listings in 1999
Fontnouvelle, Patrick de
;
Fishe, Raymond P. H.
;
Harris, …
- In:
The journal of finance : the journal of the American …
58
(
2003
)
6
,
pp. 2437-2464
Persistent link: https://www.econbiz.de/10001845795
Saved in:
2
The calm before the storm
Akbas, Ferhat
- In:
The journal of finance : the journal of the American …
71
(
2016
)
1
,
pp. 225-266
Persistent link: https://www.econbiz.de/10011561896
Saved in:
3
The high-volume return premium
Gervais, Simon
;
Kaniel, Ron
;
Mingelgrin, Dan H.
- In:
The journal of finance : the journal of the American …
56
(
2001
)
3
,
pp. 877-919
Persistent link: https://www.econbiz.de/10001593007
Saved in:
4
Nasdaq trading halts : the impact of market mechanisms on prices, trading activity, and execution costs
Christie, William G.
;
Corwin, Shane Anthony
;
Harris, …
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1443-1478
Persistent link: https://www.econbiz.de/10001685009
Saved in:
5
Price momentum and trading volume
Lee, Charles M. C.
;
Swaminathan, Bhaskaran
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2017-2069
Persistent link: https://www.econbiz.de/10001523895
Saved in:
6
Order flow, transaction clock, and normality of asset returns
Ané, Thierry
;
Geman, Hélyette
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 2259-2284
Persistent link: https://www.econbiz.de/10001524433
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7
Option volume and stock prices : evidence on where informed traders trade
Easley, David
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 431-465
Persistent link: https://www.econbiz.de/10001238320
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8
Do funds make more when they trade more?
Pástor, Ľuboš
;
Stambaugh, Robert F.
;
Taylor, Lucian A.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
4
,
pp. 1483-1528
Persistent link: https://www.econbiz.de/10011738903
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9
Toward a national market system for US exchange-listed equity options
Battalio, Robert H.
;
Hatch, Brian
;
Jennings, Robert H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 933-962
Persistent link: https://www.econbiz.de/10002017413
Saved in:
10
The flash crash : high-frequency trading in an electronic market
Kirilenko, Andrei
;
Kyle, Albert S.
;
Samadi, Mehrdad
; …
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 967-998
Persistent link: https://www.econbiz.de/10011738578
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