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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
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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
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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
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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
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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
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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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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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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
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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
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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