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~isPartOf:"The journal of finance : the journal of the American Finance Association"
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The journal of finance : the journal of the American Finance Association
The journal of portfolio management : a publication of Institutional Investor
21
The journal of trading
20
Zicklin School of Business Financial Markets Series
16
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Journal of financial and quantitative analysis : JFQA
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1
International evidence on institutional trading behavior and price impact
Chiyachantana, Chiraphol N.
;
Jain, Pankaj K.
;
Jiang, …
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 869-898
Persistent link: https://www.econbiz.de/10002017411
Saved in:
2
An analysis of intraday patterns in bid ask spreads for NYSE stocks
McInish, Thomas H.
- In:
The journal of finance : the journal of the American …
47
(
1992
)
2
,
pp. 753-764
Persistent link: https://www.econbiz.de/10001128122
Saved in:
3
An investigation of transactions data for NYSE
Wood, Robert A.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
3
,
pp. 723-739
Persistent link: https://www.econbiz.de/10001006730
Saved in:
4
International Evidence on Institutional Trading Behavior and Price Impact
Chiyachantana, Chiraphol N.
;
Jain, Pankaj K.
;
Jiang, …
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 869-898
Persistent link: https://www.econbiz.de/10006551772
Saved in:
5
Market sidedness : insights into motives for trade initiation
Sarkar, Asani
;
Schwartz, Robert A.
- In:
The journal of finance : the journal of the American …
64
(
2009
)
1
,
pp. 375-423
Persistent link: https://www.econbiz.de/10003853120
Saved in:
6
The time-variance relationship : evidence on autocorrelation in common stock returns
Schwartz, Robert A.
;
Whitcomb, David K.
- In:
The journal of finance : the journal of the American …
32
(
1977
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10002787640
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7
Volatility behavior of industrial stock price indices
Schwartz, Robert A.
;
Altman, Edward I.
- In:
The journal of finance : the journal of the American …
28
(
1973
)
4
,
pp. 957-971
Persistent link: https://www.econbiz.de/10002787657
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8
The trading decision and market clearing under transaction price uncertainty
Ho, Thomas S. Y.
;
Schwartz, Robert A.
;
Whitcomb, David K.
- In:
The journal of finance : the journal of the American …
40
(
1985
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10002861028
Saved in:
9
Stock market price behavior
Malkiel, Burton G.
;
Fama, Eugene F.
;
Sharpe, William F.
; …
- In:
The journal of finance : the journal of the American …
25
(
1970
)
2
,
pp. 383-423
Persistent link: https://www.econbiz.de/10002436091
Saved in:
10
Limit Order Trading
Handa, Puneet
;
Schwartz, Robert A.
- In:
The journal of finance : the journal of the American …
51
(
1996
)
5
,
pp. 1835-1862
Persistent link: https://www.econbiz.de/10007320945
Saved in:
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