Narrow search
Showing 1 - 10 of 38
Cover Image
Cointegration, error correction, and price discovery on informationally linked security markets
Harris, Frederick H. deB.; McInish, Thomas H.; … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-579
Persistent link: https://www.econbiz.de/10001218096
Cover Image
Price discovery in the pits : the role of market makers on the CBOT and the Sydney futures exchange
Frino, Alex; Harris, Frederick H. deB.; McInish, Thomas H. - In: The journal of futures markets 24 (2004) 8, pp. 785-804
Persistent link: https://www.econbiz.de/10002138812
Cover Image
What order flow reveals about the role of the underwriter in IPO aftermarks
Aitken, Michael J.; Harris, Frederick H. deB.; McInish, … - In: International journal of managerial finance : IJMF 5 (2009) 1, pp. 16-49
Persistent link: https://www.econbiz.de/10003935276
Cover Image
Financial analysts and price discovery
Aitken, Michael J.; Almeida, Niall; Harris, Frederick … - In: Accounting and finance : journal of the Accounting … 48 (2008) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003682517
Cover Image
The changing state of the NYSE market : new common factors, players, and impulse responses
Chakravarty, Sugato; Harris, Frederick H. deB.; Wood, … - In: The journal of trading 4 (2009) 1, pp. 68-94
Persistent link: https://www.econbiz.de/10003810727
Cover Image
The effects of algorithmic trading on security market quality
Harris, Frederick H. deB. - In: The journal of trading 10 (2015) 2, pp. 41-53
Persistent link: https://www.econbiz.de/10011290754
Cover Image
Determinants of price discovery : dark trading and price improvement
Harris, Drew; Harris, Frederick H. deB. - In: The journal of trading 12 (2017) 1, pp. 55-72
Persistent link: https://www.econbiz.de/10011699147
Cover Image
An investigation of transactions data for NYSE
Wood, Robert A. - In: The journal of finance : the journal of the American … 40 (1985) 3, pp. 723-739
Persistent link: https://www.econbiz.de/10001006730
Cover Image
An analysis of intraday patterns in bid ask spreads for NYSE stocks
McInish, Thomas H. - In: The journal of finance : the journal of the American … 47 (1992) 2, pp. 753-764
Persistent link: https://www.econbiz.de/10001128122
Cover Image
Autocorrelation of daily index returns : intraday-to-intraday versus close-to-close intervals
McInish, Thomas H. - In: Journal of banking & finance 15 (1991) 1, pp. 193-206
Persistent link: https://www.econbiz.de/10001100942