Narrow search
Showing 1 - 10 of 203
Cover Image
Why do larger orders receive discounts on the London Stock Exchange?
Bernhardt, Dan; Dvoracek, Vladimir; Hughson, Eric; … - In: The review of financial studies 18 (2005) 4, pp. 1343-1368
Persistent link: https://www.econbiz.de/10003352826
Cover Image
Pricing options in an extended black scholes economy with illiquidity : theory and empirical evidence
Çetin, U.; Jarrow, Robert A.; Protter, Philip E.; … - In: The review of financial studies 19 (2006) 2, pp. 493-529
Persistent link: https://www.econbiz.de/10003355212
Cover Image
Does anonymity matter in electronic limit order markets?
Foucault, Thierry; Moinas, Sophie; Theissen, Erik - In: The review of financial studies 20 (2007) 5, pp. 1707-1747
Persistent link: https://www.econbiz.de/10003621228
Cover Image
Informed and strategic order flow in the bond markets
Pasquariello, Paolo; Vega, Clara - In: The review of financial studies 20 (2007) 6, pp. 1975-2019
Persistent link: https://www.econbiz.de/10003621301
Cover Image
Liquidity biases and the pricing of cross-sectional idiosyncratic volatility
Han, Yufeng; Lesmond, David - In: The review of financial studies 24 (2011) 5, pp. 1590-1629
Persistent link: https://www.econbiz.de/10009011373
Cover Image
Island goes dark : transparency, fragmentation, and regulation
Hendershott, Terrence; Jones, Charles M. - In: The review of financial studies 18 (2005) 3, pp. 743-794
Persistent link: https://www.econbiz.de/10003133450
Cover Image
How often to simple a continuous-time process in the presence of market microstructure noise
Aït-Sahalia, Yacine; Mykland, Per A.; Zhang, Lan - In: The review of financial studies 18 (2005) 2, pp. 351-416
Persistent link: https://www.econbiz.de/10002881476
Cover Image
Do call prices and the underlying stock always move in the same direction?
Bakshi, Gurdip S.; Cao, Charles Q.; Chen, Zhiwu - In: The review of financial studies 13 (2000) 3, pp. 549-584
Persistent link: https://www.econbiz.de/10001499744
Cover Image
Price formation and market quality when the number and presence of insiders is unknown
Schnitzlein, Charles R. - In: The review of financial studies 15 (2002) 4, pp. 1077-1109
Persistent link: https://www.econbiz.de/10001716077
Cover Image
Liquidity-based competition for order flow
Parlour, Christine A.; Seppi, Duane J. - In: The review of financial studies 16 (2003) 2, pp. 301-343
Persistent link: https://www.econbiz.de/10001764232