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Order consolidation, price efficiency, and extreme liquidity shocks

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Bid-ask spreads and the avoidance of odd-eighth quotes on Nasdaq : an examination of exchange listings

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Private information, trading volume, and stock-return variances

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Negotiated block trades and corporate control

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Stealth trading and volatility : which trades move prices?

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The effects of transaction costs on stock prices and trading volume

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Private benefits from control of public corporations

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Price pressures

Hendershott, Terrence; Menkveld, Albert J. - 2010

We study price pressures in stock prices-price deviations from fundamental value due to a risk-averse intermediary supplying liquidity to asynchronously arriving investors. Empirically, twelve years of daily New York Stock Exchange intermediary data reveal economically large price pressures. A...

Persistent link: https://www.econbiz.de/10010303739