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Volatility effects of institutional trading in foreign stocks

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of banking & finance 30 (2006) 8, pp. 2199-2214

Persistent link: https://www.econbiz.de/10003355717

The changing state of the NYSE market : new common factors, players, and impulse responses

Chakravarty, Sugato; Harris, Frederick H. deB.; Wood, … - In: The journal of trading 4 (2009) 1, pp. 68-94

Persistent link: https://www.econbiz.de/10003810727

Short selling during extreme market movements

Blau, Benjamin M.; Van Ness, Bonnie F.; Van Ness, Robert A. - In: The journal of trading 5 (2010) 4, pp. 14-27

Persistent link: https://www.econbiz.de/10008689036

Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s

Benston, George J.; Wood, Robert A. - In: Journal of empirical finance 15 (2008) 1, pp. 17-40

Persistent link: https://www.econbiz.de/10003692963

Adverse selection costs for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: International review of financial analysis 18 (2009) 4, pp. 205-211

NYSE and NASDAQ completed their decimalization on January 29, 2001 and on April 9, 2001 respectively. In this paper, we compare adverse selection component of the bid–ask spread for NASDAQ and NYSE stocks after decimalization using the data from May 2001 and July 2001. We find that the adverse...

Persistent link: https://www.econbiz.de/10003921098

A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: Applied economics 43 (2011) 10/12, pp. 1227-1239

Persistent link: https://www.econbiz.de/10009239433

The flash crash : trading aggressiveness, liquidity supply, and the impact of intermarket sweep orders

McInish, Thomas H.; Upson, James; Wood, Robert A. - In: The financial review : the official publication of the … 49 (2014) 3, pp. 481-509

Persistent link: https://www.econbiz.de/10010401378

Clean sweep : informed trading through intermarket sweep orders

Chakravarty, Sugato; Jain, Pankaj K.; Upson, James; … - In: Journal of financial and quantitative analysis : JFQA 47 (2012) 2, pp. 415-435

Persistent link: https://www.econbiz.de/10009672553

Did decimalization hurt institutional investors?

Chakravarty, Sugato; Panchapagesan, Venkatesh; Wood, … - In: Journal of financial markets 8 (2005) 4, pp. 400-420

Persistent link: https://www.econbiz.de/10003177617

The impact of regulation fair disclosure on information asymmetry and trading : an intraday analysis

Chiyachantana, Chiraphol N.; Jiang, Christine X.; … - In: The financial review : the official publication of the … 39 (2004) 4, pp. 549-577

Persistent link: https://www.econbiz.de/10002419302