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Security price adjustment across exchanges: an investigation of common factor components for Dow stocks

deB. Harris, Frederick H.; McInish, Thomas H.; Wood, … - In: Journal of Financial Markets 5 (2002) 3, pp. 277-308

Persistent link: https://www.econbiz.de/10005322148

The change in trading activity on volatility and adverse selection component: evidence from ADR splits

Jiang, Christine X.; Kim, Jang-Chul; Wood, Robert A. - In: Journal of Multinational Financial Management 12 (2002) 4-5, pp. 323-345

Persistent link: https://www.econbiz.de/10005323623

Merger Announcements and Trading

Ascioglu, N. Asli; McInish, Thomas H.; Wood, Robert A. - In: Journal of Financial Research 25 (2002) 2, pp. 263-278

We test whether an increase either in informed trades or in large liquidity trades leads to greater correlation of trading volume across markets. We confirm that both trading volume and positive returns of target companies are abnormally high before merger announcements. We find a statistically...

Persistent link: https://www.econbiz.de/10005261589

Volatility effects of institutional trading in foreign stocks

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: Journal of banking & finance 30 (2006) 8, pp. 2199-2214

Persistent link: https://www.econbiz.de/10007286060

Daily sales measures and control

Rinne, Heikki Juhani; Wood, Robert A. - 1983

Persistent link: https://www.econbiz.de/10004738128

The Impact of Regulation Fair Disclosure on Information Asymmetry and Trading: An Intraday Analysis

Chiyachantana, Chiraphol N.; Jiang, Christine X.; … - In: The financial review : the official publication of the … 39 (2004) 4, pp. 549-578

Persistent link: https://www.econbiz.de/10005925061

International Evidence on Institutional Trading Behavior and Price Impact

Chiyachantana, Chiraphol N.; Jain, Pankaj K.; Jiang, … - In: The journal of finance : the journal of the American … 59 (2004) 2, pp. 869-898

Persistent link: https://www.econbiz.de/10006551772

Cointegration, Error Correction, and Price Discovery on Informationally Linked Security Markets

Harris, Frederick H.deB; McInish, Thomas H.; Shoesmith, … - In: Journal of financial and quantitative analysis : JFQA 30 (1995) 4, pp. 563-580

Persistent link: https://www.econbiz.de/10006709332

Market Microstructure Research Databases: History and Projections

Wood, Robert A. - In: Journal of business & economic statistics : JBES ; a … 18 (2000) 2, pp. 140-145

Persistent link: https://www.econbiz.de/10008217915

Why effective spreads on NASDAQ were higher than on the New York stock exchange in the 1990s

Benston, George J.; Wood, Robert A. - In: Journal of empirical finance 15 (2008) 1, pp. 17-40

Persistent link: https://www.econbiz.de/10007895090