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Individual investor trading and stock returns

Kaniel, Ron; Saar, Gideon; Titman, Sheridan - In: The journal of finance : the journal of the American … 63 (2008) 1, pp. 273-310

Persistent link: https://www.econbiz.de/10003821596

Individual investor trading and return patterns around earnings announcements

Kaniel, Ron; Liu, Shuming; Saar, Gideon; Titman, Sheridan - In: The journal of finance : the journal of the American … 67 (2012) 2, pp. 639-680

Persistent link: https://www.econbiz.de/10009533997

Individual investor trading and return patterns around earnings announcements

Kaniel, Ron; Liu, Shuming; Saar, Gideon; Titman, Sheridan - 2011

Persistent link: https://www.econbiz.de/10008909459

Relative tick size and the trading environment

O'Hara, Maureen; Saar, Gideon; Zhong, Zhou - In: Review of asset pricing studies : RAPS 9 (2019) 1, pp. 47-90

Persistent link: https://www.econbiz.de/10012163291

Order characteristics and stock price evolution : an application to program trading

Hasbrouck, Joel - In: Journal of financial economics 41 (1996) 1, pp. 129-149

Persistent link: https://www.econbiz.de/10001196552

Trades, quotes, inventories, and information

Hasbrouck, Joel - In: Journal of financial economics 2 (1988), pp. 229-252

Persistent link: https://www.econbiz.de/10001061835

Relative Tick Size and the Trading Environment

O'Hara, Maureen - 2018

We investigate how and why relative tick sizes influence traders' order strategies, and how this affects liquidity provision in the market. Using unique NYSE data, we find that a larger relative tick size benefits HFT market makers: they leave orders in the book longer, trade more aggressively,...

Persistent link: https://www.econbiz.de/10012937895

New York Stock Exchange systems and trading procedures

Hasbrouck, Joel; Sofianos, George; Sosebee, Deborah - 1993 - Expanded and updated version

Persistent link: https://www.econbiz.de/10000867583

Market vs limit orders : the SuperDOT evidence on order submission strategy

Harris, Lawrence E. - In: Journal of financial and quantitative analysis : JFQA 31 (1996) 2, pp. 213-231

Persistent link: https://www.econbiz.de/10001208257

Order arrival, quote behavior, and the return-generating process

Hasbrouck, Joel - In: The journal of finance : the journal of the American … 42 (1987) 4, pp. 1035-1048

Persistent link: https://www.econbiz.de/10001055594