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The upstairs market for large-block transactions : analysis and measurement of price effects
Keim, Donald B.; Madhavan, Ananth Narayan - 1994 - Rev
Persistent link: https://www.econbiz.de/10000887996
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Essays on the transactions process for common stocks
Algert, Peter M. - 1991
Persistent link: https://www.econbiz.de/10000862817
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Essays on market frictions and model misspecification in asset pricing
Seeger, Norman - 2009
Persistent link: https://www.econbiz.de/10003863665
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Asset prices and trading volume under fixed transactions costs
Lo, Andrew W.; Mamaysky, Harry; Wang, Jiang - In: Journal of political economy 112 (2004) 5, pp. 1054-1090
Persistent link: https://www.econbiz.de/10002361129
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Econometric models of limit-order executions
Lo, Andrew W.; MacKinlay, Archie Craig; Zhang, June - In: Journal of financial economics 65 (2002) 1, pp. 31-71
Persistent link: https://www.econbiz.de/10001690102
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The impact of limit order executions on trading costs in NYSE stocks
Greene, Jason Thomas - In: Trading costs on US exchanges : an empirical examination, (pp. 23-69). 1996
Persistent link: https://www.econbiz.de/10001433304
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Ex-dividend price behavior of common stocks
Boyd, John H. - In: The review of financial studies 7 (1994) 4, pp. 711-741
Persistent link: https://www.econbiz.de/10001174800
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A direct test of the divided capture hypothesis
Karpoff, Jonathan M. - 1995
Persistent link: https://www.econbiz.de/10001216232
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Posted versus effective spreads : good prices or bad quotes?
Petersen, Mitchell A. - In: Journal of financial economics 35 (1994) 3, pp. 269-292
Persistent link: https://www.econbiz.de/10001160847
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An informational efficiency perspective on the post-earnings announcement drift
Bhushan, Ravi - In: Journal of accounting & economics 18 (1994) 1, pp. 43-65
Persistent link: https://www.econbiz.de/10001165957