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Quotes, order flow, and price discovery

Blume, Marshall E. - In: The journal of finance : the journal of the American … 52 (1997) 1, pp. 221-244

Persistent link: https://www.econbiz.de/10001217799

Quotes, order flow, and price discovery

Blume, Marshall E.; Goldstein, Michael A. - 1996 - Rev

Persistent link: https://www.econbiz.de/10000933819

Differences in execution prices among the NYSE, the regionals and the NASD

Blume, Marshall E.; Goldstein, Michael A. - 1992

Persistent link: https://www.econbiz.de/10001396205

Quotes, order flow, and price discovery

Blume, Marshall E.; Goldstein, Michael A. - 1995

Persistent link: https://www.econbiz.de/10000917606

Circuit breakers, trading collars, and volatility transmission across markets : evidence from NYSE Rule 80A

Goldstein, Michael A. - In: The financial review : the official publication of the … 50 (2015) 3, pp. 459-479

Persistent link: https://www.econbiz.de/10011338148

Computerized and high-frequency trading

Goldstein, Michael A.; Kumar, Pavitra; Graves, Frank C. - In: The financial review : the official publication of the … 49 (2014) 2, pp. 177-202

Persistent link: https://www.econbiz.de/10010362733

Trade price clustering in the corporate bond market

Cole, Brittany; Goldstein, Michael A.; Moser, Shane M.; … - In: China finance review international 12 (2022) 3, pp. 353-377

Persistent link: https://www.econbiz.de/10013286329

High-frequency trading strategies

Goldstein, Michael A.; Kwan, Amy; Philip, Richard - In: Management science : journal of the Institute for … 69 (2023) 8, pp. 4413-4434

Persistent link: https://www.econbiz.de/10014339256

Middle East conflict and energy companies : the effect of air and drone strikes on global energy stocks

Abedin, Mohammad Zoynul; Goldstein, Michael A.; … - In: Finance research letters 69 (2024) 1, pp. 1-11

Persistent link: https://www.econbiz.de/10015078564

Stale or sticky stock prices? : non-trading, predictability, and mutual fund returns

Blume, Marshall E. (contributor); … - 2007 - Rev.

The observed predictability in indexes and domestic mutual funds has been attributed to stale prices. Market timing of mutual funds exploits this predictability. We show that there are few stale prices for stocks in the top few deciles of market value and that mutual funds concentrate their...

Persistent link: https://www.econbiz.de/10003726971