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Can Island provide liquidity and price discovery in the dark?

Tse, Yiuman; Hackard, James C. - In: Review of quantitative finance and accounting 23 (2004) 2, pp. 149-166

Persistent link: https://www.econbiz.de/10002257630

Holy mad cow! : Facts or (mis)perceptions : a clinical study

Tse, Yiuman; Hackard, James C. - In: The journal of futures markets 26 (2006) 4, pp. 315-341

Persistent link: https://www.econbiz.de/10003304073

Three essays on information transmission in financial markets

Hackard, James C. - 2006

Persistent link: https://www.econbiz.de/10003965317

The effect of stock splits on iShare exchange-traded funds

Bandyopadhyay, Pia; Hackard, James; Tse, Yiuman - In: Managerial Finance 36 (2010) February, pp. 134-159

Purpose – The purpose of this paper is to examine the pre- and post-split behavior for trades and quotes of iShare exchange-traded funds (ETFs) that split in June 2005. The objective is to determine whether post-split changes in the bid-ask spread, trade turnover, average dollar-size trade,...

Persistent link: https://www.econbiz.de/10009319839