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Liquidity measurement problems...
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Holden, Craig W.
10
Goyenko, Ruslan Y.
2
Lundstrum, Leonard L.
2
Subrahmanyam, Avanidhar
2
Trzcinka, Charles A.
2
Bagnoli, Mark
1
Bhattacharya, Utpal
1
Chakravarty, Sugato
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Journal of empirical finance
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2
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Management science : journal of the Institute for Operations Research and the Management Sciences
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OLC EcoSci
ECONIS (ZBW)
63
RePEc
18
USB Cologne (EcoSocSci)
4
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Penny Wise, Dollar Foolish: Buy-Sell Imbalances On and Around Round Numbers
Bhattacharya, Utpal
;
Holden, Craig W.
;
Jacobsen, Stacey
- In:
Management science : journal of the Institute for …
58
(
2012
)
2
,
pp. 413-432
Persistent link: https://www.econbiz.de/10009833262
Saved in:
2
ARTICLES - On the Existence of Linear Equilibria in Models of Market Making
Bagnoli, Mark
;
Viswanathan, S.
;
Holden, Craig
- In:
Mathematical finance : an international journal of …
11
(
2001
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10008217204
Saved in:
3
Risk Aversion, Liquidity, and Endogenous Short Horizons
Holden, Craig W.
;
Subrahmanyam, Avanidhar
- In:
The review of financial studies
9
(
1996
)
2
,
pp. 691
Persistent link: https://www.econbiz.de/10007327514
Saved in:
4
News Events, Information Acquisition, and Serial Correlation
Holden, Craig W.
;
Subrahmanyam, Avanidhar
- In:
The journal of business : B
75
(
2002
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10006035962
Saved in:
5
Index Arbitrage as Cross-Sectional Market Making
Holden, Craig W.
- In:
The journal of futures markets
15
(
1995
)
4
,
pp. 423-456
Persistent link: https://www.econbiz.de/10006862282
Saved in:
6
Costly trade, managerial myopia, and long-term investment
Holden, Craig W.
;
Lundstrum, Leonard L.
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 126-135
Persistent link: https://www.econbiz.de/10008160900
Saved in:
7
Do liquidity measures measure liquidity?
Goyenko, Ruslan Y.
;
Holden, Craig W.
;
Trzcinka, Charles A.
- In:
Journal of financial economics
92
(
2009
)
2
,
pp. 153-181
Persistent link: https://www.econbiz.de/10008244893
Saved in:
8
Order dynamics: Recent evidence from the NYSE
Ellul, Andrew
;
Holden, Craig W.
;
Jain, Pankaj
; …
- In:
Journal of empirical finance
14
(
2007
)
5
,
pp. 636-661
Persistent link: https://www.econbiz.de/10007876153
Saved in:
9
An Integrated Model of Market and Limit Orders
Chakravarty, Sugato
;
Holden, Craig W.
- In:
Journal of financial intermediation
4
(
1995
)
3
,
pp. 213-241
Persistent link: https://www.econbiz.de/10007137486
Saved in:
10
Costly trade, managerial myopia, and long-term investment
Holden, Craig W.
;
Lundstrum, Leonard L.
- In:
Journal of empirical finance
16
(
2009
)
1
,
pp. 126-136
Persistent link: https://www.econbiz.de/10008878997
Saved in:
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