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Equity markets : structure, trading and performance

Schwartz, Robert A. - 1988

Persistent link: https://www.econbiz.de/10000750213

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

Adverse selection costs for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: International review of financial analysis 18 (2009) 4, pp. 205-211

NYSE and NASDAQ completed their decimalization on January 29, 2001 and on April 9, 2001 respectively. In this paper, we compare adverse selection component of the bid–ask spread for NASDAQ and NYSE stocks after decimalization using the data from May 2001 and July 2001. We find that the adverse...

Persistent link: https://www.econbiz.de/10003921098

A comparison of volatility and bid-ask spread for NASDAQ and NYSE after decimalization

Jiang, Christine X.; Kim, Jang-chul; Wood, Robert A. - In: Applied economics 43 (2011) 10/12, pp. 1227-1239

Persistent link: https://www.econbiz.de/10009239433

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

A transactions data analysis of the variability of common stock returns during 1980 - 1984

McInish, Thomas H. - In: Journal of banking & finance 14 (1990) 1, pp. 99-112

Persistent link: https://www.econbiz.de/10001088203

Competition, fragmentation, and market quality

McInish, Thomas H. - In: The industrial organization and regulation of the …, (pp. 63-78). 1996

Persistent link: https://www.econbiz.de/10001296747

An analysis of transactions data for the Toronto Stock Exchange : return patterns and end-of-the-day effect

McInish, Thomas H. - In: Journal of banking & finance 14 (1990) 2, pp. 441-458

Persistent link: https://www.econbiz.de/10001092355

The persistence of dominant-firm market share : raising rivals' cost on the New York Stock Exchange

Harris, Frederick H. deB.; Hyde, Adam S.; Wood, Robert A. - In: Southern economic journal 81 (2014) 1, pp. 91-112

Persistent link: https://www.econbiz.de/10011621961

Price discovery : the economic function of a stock exchange

Alan, Nazli Sila; Schwartz, Robert A. - In: The journal of portfolio management : a publication of … 40 (2013) 1, pp. 124-132

Persistent link: https://www.econbiz.de/10010246270