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Shackling short sellers : the 2008 shorting ban

Boehmer, Ekkehart; Jones, Charles M.; Zhang, Xiaoyan - In: The review of financial studies 26 (2013) 6, pp. 1363-1400

Persistent link: https://www.econbiz.de/10009755374

Dimensions of execution quality: recent evidence for US equity markets

Boehmer, Ekkehart - In: Journal of financial economics 78 (2005) 3, pp. 553-582

Persistent link: https://www.econbiz.de/10003228837

Three essays on empirical asset pricing

Zhang, Xiaoyan - 2002

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Specification tests of international asset pricing models

Zhang, Xiaoyan - In: Journal of international money and finance 25 (2006) 2, pp. 275-307

Persistent link: https://www.econbiz.de/10003289283

Public information and the persistence of bond market volatility

Jones, Charles M.; Lamont, Owen A.; Lumsdaine, Robin L. - 1996

Persistent link: https://www.econbiz.de/10000572757

Order consolidation, price efficiency, and extreme liquidity shocks

Barclay, Michael J.; Hendershott, Terrence; Jones, … - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 93-122

Persistent link: https://www.econbiz.de/10003692393

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - In: The journal of finance : the journal of the American … 66 (2011) 1, pp. 1-33

Persistent link: https://www.econbiz.de/10008991191

Does algorithmic trading improve liquidity?

Hendershott, Terrence; Jones, Charles M.; Menkveld, … - 2008

Algorithmic trading has sharply increased over the past decade. Equity market liquidity has improved as well. Are the two trends related? For a recent five-year panel of New York Stock Exchange (NYSE) stocks, we use a normalized measure of electronic message traffic (order submissions,...

Persistent link: https://www.econbiz.de/10003831248

Do stock prices really reflect fundamental values? : The case of REITs

Gentry, William M.; Jones, Charles M.; Mayer, Christopher J. - 2004

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Trade-through prohibitions and market quality

Hendershott, Terrence; Jones, Charles M. - In: Journal of financial markets 8 (2005) 1, pp. 1-23

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