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Do bid-ask spreads or bid and ask depths convey new information first?
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001914542
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Institutional trading patterns and price impact around decimalization
Chakravarty, Sugato (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915114
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Decimal trading and market impact
Chakravarty, Sugato (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001915143
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Two-sided markets and intertemporal trade clustering : insights into trading motives
Sarkar, Asani (contributor); Schwartz, Robert A. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003314980
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Market sidedness : insights into motives for trade initiation
Sarkar, Asani (contributor); Schwartz, Robert A. (contributor) - 2007
Persistent link: https://www.econbiz.de/10003522732
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The quality of price formation at market openings and closings : evidence from the Nasdaq stock market
Pagano, Michael S.; Peng, Lin; Schwartz, Robert A. - 2008
We assess the quality of opening and closing prices for Nasdaq stocks by examining the effect that opening and closing call auctions (introduced in 2004) have had on price formation. Our use of measurement intervals of one minute or less sharpens the picture of intra-day volatility...
Persistent link: https://www.econbiz.de/10003831253