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Rational cross-sectional differences in market efficiency : evidence from mutual fund returns

Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 847-881

Persistent link: https://www.econbiz.de/10008758094

Regulatory and legal pressures and the costs of Nasdaq trading

Schultz, Paul H. - In: The review of financial studies 13 (2000) 4, pp. 917-957

Persistent link: https://www.econbiz.de/10001525318

The importance of firm quotes and rapid executions : evidence from the January 1994 SOES rules change

Harris, Jeffrey H. - In: Journal of financial economics 45 (1997) 1, pp. 135-166

Persistent link: https://www.econbiz.de/10001336285

Trading costs and exchange delisting : the case of firms that voluntarily move from the American Stock Exchange to the Nasdaq

Clyde, Paul Steel - In: The journal of finance : the journal of the American … 52 (1997) 5, pp. 2103-2112

Persistent link: https://www.econbiz.de/10001232328

Policy watch: did Nasdaq market makers implicitly collude?

Christie, William G. - In: The journal of economic perspectives : EP ; a journal … 9 (1995) 3, pp. 199-208

Persistent link: https://www.econbiz.de/10001190100

Trading methods and trading costs for agency mortgage-backed securities

Gao, Pengjie; Schultz, Paul H.; Song, Zhaogang - In: Journal of investment management : JOIM 16 (2018) 4, pp. 29-46

Persistent link: https://www.econbiz.de/10011961004

Transparency and Dealer Networks : Evidence from the Initiation of Post-Trade Reporting in the Mortgage Backed Security Market

Schultz, Paul - 2018

We examine the introduction of mandatory post-trade reporting in the TBA mortgage-backed securities market. With post-trade reporting, trading costs fell for institutional investors. Trading costs declined more for investors' trades with peripheral dealers than for their trades with core...

Persistent link: https://www.econbiz.de/10012932309

Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the mortgage backed security market

Schultz, Paul; Song, Zhaogang - In: Journal of financial economics 133 (2019) 1, pp. 113-133

Persistent link: https://www.econbiz.de/10012164128