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Long-term information, short-lived securities

Bernhardt, Dan; Davies, Ryan J.; Spicer, John - In: The journal of futures markets 26 (2006) 5, pp. 465-502

Persistent link: https://www.econbiz.de/10003309341

The Toronto Stock Exchange preopening session

Davies, Ryan J. - In: Journal of financial markets 6 (2003) 4, pp. 491-516

Persistent link: https://www.econbiz.de/10001780130

Intraday trade in dealership markets

Bernhardt, Dan; Hughson, Eric - 1991

Persistent link: https://www.econbiz.de/10000135917

Why do larger orders receive discounts on the London Stock Exchange?

Bernhardt, Dan; Dvoracek, Vladimir; Hughson, Eric; … - In: The review of financial studies 18 (2005) 4, pp. 1343-1368

Persistent link: https://www.econbiz.de/10003352826

Front-running dynamics

Bernhardt, Dan; Taub, Bart - In: Journal of economic theory 138 (2008) 1, pp. 288-296

Persistent link: https://www.econbiz.de/10003737063

Stock market dynamics with rational liquidity traders

Massoud, Nadia; Bernhardt, Dan - In: Journal of financial markets 2 (1999) 3, pp. 359-389

Persistent link: https://www.econbiz.de/10001426711

Intraday trade in dealership markets

Bernhardt, Dan; Hughson, Eric - In: European economic review : EER 46 (2002) 9, pp. 1697-1732

Persistent link: https://www.econbiz.de/10001705124

Why do larger orders receive discounts on the London Stock Exchange?

Bernhardt, Dan; Dvoracek, Vladimir; Hughson, Eric; … - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001786251

Why do large orders receive discounts on the London stock exchange?

Bernhardt, Dan (contributor) - 1999

Persistent link: https://www.econbiz.de/10001407061

The Night and Day of Amihud's (2002) Liquidity Measure

Barardehi, Yashar H. - 2020

Amihud's (2002) stock (il)liquidity measure averages daily ratios of absolute close-to-close return to dollar volume, including overnight returns, while trading volumes come from regular hours. Our modified measure addresses this mismatch by using open-to-close returns. It is more strongly...

Persistent link: https://www.econbiz.de/10012850130