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Journal of financial and quantitative analysis : JFQA
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ECONIS (ZBW)
47
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1
Time variation in liquidity : the role of market-maker inventories and revenues
Comerton-Forde, Carole
;
Hendershott, Terrence
;
Jones, …
- In:
The journal of finance : the journal of the American …
65
(
2010
)
1
,
pp. 259-331
Persistent link: https://www.econbiz.de/10003923943
Saved in:
2
Automation, speed, and stock market quality : the NYSE's Hybrid
Hendershott, Terrence
;
Moulton, Pamela C.
- In:
Journal of financial markets
14
(
2011
)
4
,
pp. 568-604
Persistent link: https://www.econbiz.de/10009260950
Saved in:
3
Relative repo specialness in US treasuries
Moulton, Pamela C.
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 40-47
Persistent link: https://www.econbiz.de/10002155552
Saved in:
4
You can't always get what you want : trade-size clustering and quantity choice in liquidity
Moulton, Pamela C.
- In:
Journal of financial economics
78
(
2005
)
1
,
pp. 89-119
Persistent link: https://www.econbiz.de/10003127776
Saved in:
5
Trading system upgrades and short-sale bans : uncoupling the effects of technology and regulation
Chakrabarty, Bidisha
;
Moulton, Pamela C.
;
Pascual, Roberto
- In:
Journal of empirical finance
43
(
2017
),
pp. 74-90
Persistent link: https://www.econbiz.de/10011817909
Saved in:
6
Institutional ownership and return predictability across economically unrelated stocks
Gao, George P.
;
Moulton, Pamela C.
;
Ng, David Tat-chee
- In:
Journal of financial intermediation
31
(
2017
),
pp. 45-63
Persistent link: https://www.econbiz.de/10011822427
Saved in:
7
Trading in the presence of short-lived private information : evidence from analyst recommendation changes
Kadan, Ohad
;
Michaely, Roni
;
Moulton, Pamela C.
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
4
,
pp. 1509-1546
Persistent link: https://www.econbiz.de/10011930504
Saved in:
8
The performance of short-term institutional trades
Chakrabarty, Bidisha
;
Moulton, Pamela C.
;
Trzcinka, Charles
- In:
Journal of financial and quantitative analysis : JFQA
52
(
2017
)
4
,
pp. 1403-1428
Persistent link: https://www.econbiz.de/10011927920
Saved in:
9
Liquidity : considerations of a portfolio manager
Hodrick, Laurie S.
;
Moulton, Pamela C.
- In:
Financial management
38
(
2009
)
1
,
pp. 59-74
Persistent link: https://www.econbiz.de/10003851319
Saved in:
10
A tale of two time zones : the impact of substitutes on cross-listed stock liquidity
Moulton, Pamela C.
;
Li, Wei
- In:
Journal of financial markets
12
(
2009
)
4
,
pp. 570-591
Persistent link: https://www.econbiz.de/10003902660
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