| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
Anonymity, liquidity and fragmentation
|
Comerton-Forde, Carole
|
|
2009
|
|
3 |
p. 337-367
31 p.
|
artikel
|
| 2 |
Carry trades, momentum trading and the forward premium anomaly
|
Baillie, Richard T.
|
|
2011
|
|
3 |
p. 441-464
24 p.
|
artikel
|
| 3 |
Characteristics of stocks that frequently hit price limits: Empirical evidence from Taiwan and Thailand
|
Kim, Kenneth A.
|
|
2000
|
|
3 |
p. 315-332
18 p.
|
artikel
|
| 4 |
Common factor components versus information shares: a reply
|
Harris, Frederick H.deB.
|
|
2002
|
|
3 |
p. 341-348
8 p.
|
artikel
|
| 5 |
Competing market makers, liquidity provision, and bid–ask spreads
|
Bondarenko, Oleg
|
|
2001
|
|
3 |
p. 269-308
40 p.
|
artikel
|
| 6 |
Corporate debt issues and interest rate risk management: Hedging or market timing?
|
Antoniou, Antonios
|
|
2009
|
|
3 |
p. 500-520
21 p.
|
artikel
|
| 7 |
Credit ratings and the cross-section of stock returns
|
Avramov, Doron
|
|
2009
|
|
3 |
p. 469-499
31 p.
|
artikel
|
| 8 |
Dispersion of opinion and stock returns
|
Goetzmann, William N.
|
|
2005
|
|
3 |
p. 324-349
26 p.
|
artikel
|
| 9 |
Divergence of opinion and equity returns under different states of earnings expectations
|
Doukas, John A.
|
|
2006
|
|
3 |
p. 310-331
22 p.
|
artikel
|
| 10 |
Does order flow in the European Carbon Futures Market reveal information?
|
Kalaitzoglou, Iordanis
|
|
2013
|
|
3 |
p. 604-635
32 p.
|
artikel
|
| 11 |
Editorial Board
|
|
|
2010
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 12 |
Editorial Board
|
|
|
2009
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 13 |
Editorial Board
|
|
|
2003
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 14 |
Editorial Board
|
|
|
2008
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 15 |
Editorial Board
|
|
|
2006
|
|
3 |
p. CO2-
1 p.
|
artikel
|
| 16 |
Editorial Board
|
|
|
2007
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 17 |
Editorial Board
|
|
|
2013
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 18 |
Editorial Board
|
|
|
2012
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 19 |
Editorial Board
|
|
|
2011
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 20 |
Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders
|
Anand, Amber
|
|
2005
|
|
3 |
p. 288-308
21 p.
|
artikel
|
| 21 |
Endogenous informed trading in the presence of trading costs: Theory and evidence
|
Cho, Jin-Wan
|
|
1999
|
|
3 |
p. 273-305
33 p.
|
artikel
|
| 22 |
Evaluation of the biases in execution cost estimation using trade and quote data
|
Peterson, Mark
|
|
2003
|
|
3 |
p. 259-280
22 p.
|
artikel
|
| 23 |
Financial market design and bounded rationality: An experiment
|
Pouget, Sébastien
|
|
2007
|
|
3 |
p. 287-317
31 p.
|
artikel
|
| 24 |
Firm-initiated and exchange-initiated transfers to continuous trading: Evidence from the Warsaw Stock Exchange
|
Henke, Harald
|
|
2005
|
|
3 |
p. 309-323
15 p.
|
artikel
|
| 25 |
Firm-level return dispersion and the future volatility of aggregate stock market returns
|
Stivers, Christopher T.
|
|
2003
|
|
3 |
p. 389-411
23 p.
|
artikel
|
| 26 |
How do designated market makers create value for small-caps?
|
Menkveld, Albert J.
|
|
2013
|
|
3 |
p. 571-603
33 p.
|
artikel
|
| 27 |
Identifying informed traders in futures markets
|
Fishe, Raymond P.H.
|
|
2012
|
|
3 |
p. 329-359
31 p.
|
artikel
|
| 28 |
Idiosyncratic risk and the cross-section of stock returns: Merton (1987) meets Miller (1977)
|
Boehme, Rodney D.
|
|
2009
|
|
3 |
p. 438-468
31 p.
|
artikel
|
| 29 |
IFC - Inside Front Cover with Editorial Board
|
|
|
2005
|
|
3 |
p. CO2-
1 p.
|
artikel
|
| 30 |
IFC - Inside Front Cover with Editorial Board
|
|
|
2004
|
|
3 |
p. IFC-
1 p.
|
artikel
|
| 31 |
Incentives for voluntary disclosure
|
Ronen, Joshua
|
|
2002
|
|
3 |
p. 349-390
42 p.
|
artikel
|
| 32 |
Informed local trading prior to earnings announcements
|
Berry, Thomas
|
|
2013
|
|
3 |
p. 505-525
21 p.
|
artikel
|
| 33 |
Intra-day market activity
|
Gouriéroux, Christian
|
|
1999
|
|
3 |
p. 193-226
34 p.
|
artikel
|
| 34 |
Intra-industry momentum: the case of REITs
|
Chui, Andy C.W
|
|
2003
|
|
3 |
p. 363-387
25 p.
|
artikel
|
| 35 |
Investment opportunities and bankruptcy prediction
|
Lyandres, Evgeny
|
|
2013
|
|
3 |
p. 439-476
38 p.
|
artikel
|
| 36 |
Investor and price response to patterns in earnings surprises
|
Frieder, Laura
|
|
2008
|
|
3 |
p. 259-283
25 p.
|
artikel
|
| 37 |
Issues in assessing trade execution costs
|
Bessembinder, Hendrik
|
|
2003
|
|
3 |
p. 233-257
25 p.
|
artikel
|
| 38 |
Is the value spread a useful predictor of returns?
|
Liu, Naiping
|
|
2008
|
|
3 |
p. 199-227
29 p.
|
artikel
|
| 39 |
Leveraged investor disclosures and concentrations of risk
|
Ko, K. Jeremy
|
|
2009
|
|
3 |
p. 368-390
23 p.
|
artikel
|
| 40 |
Locked and crossed markets on NASDAQ and the NYSE
|
Shkilko, Andriy V.
|
|
2008
|
|
3 |
p. 308-337
30 p.
|
artikel
|
| 41 |
Market liquidity as a sentiment indicator
|
Baker, Malcolm
|
|
2004
|
|
3 |
p. 271-299
29 p.
|
artikel
|
| 42 |
Market microstructure and securities values:
|
Muscarella, Chris J.
|
|
2001
|
|
3 |
p. 209-229
21 p.
|
artikel
|
| 43 |
Market microstructure: A survey
|
Madhavan, Ananth
|
|
2000
|
|
3 |
p. 205-258
54 p.
|
artikel
|
| 44 |
Measures of contributions to price discovery: a comparison
|
de Jong, Frank
|
|
2002
|
|
3 |
p. 323-327
5 p.
|
artikel
|
| 45 |
Measures of implicit trading costs and buy–sell asymmetry
|
Hu, Gang
|
|
2009
|
|
3 |
p. 418-437
20 p.
|
artikel
|
| 46 |
Melting pot or salad bowl: Some evidence from U.S. investments abroad
|
Bhattacharya, Utpal
|
|
2008
|
|
3 |
p. 228-258
31 p.
|
artikel
|
| 47 |
Modelling the buy and sell intensity in a limit order book market
|
Hall, Anthony D.
|
|
2007
|
|
3 |
p. 249-286
38 p.
|
artikel
|
| 48 |
Noise and aggregation of information in large markets
|
García, Diego
|
|
2013
|
|
3 |
p. 526-549
24 p.
|
artikel
|
| 49 |
NYSE order flow, spreads, and information
|
Werner, Ingrid M.
|
|
2003
|
|
3 |
p. 309-335
27 p.
|
artikel
|
| 50 |
On the endogeneity of trading arrangements
|
Kirilenko, Andrei A
|
|
2000
|
|
3 |
p. 287-314
28 p.
|
artikel
|
| 51 |
On the occurrence and consequences of inaccurate trade classification
|
Odders-White, Elizabeth R
|
|
2000
|
|
3 |
p. 259-286
28 p.
|
artikel
|
| 52 |
Option strategies: Good deals and margin calls
|
Santa-Clara, Pedro
|
|
2009
|
|
3 |
p. 391-417
27 p.
|
artikel
|
| 53 |
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
|
Bacidore, Jeffrey
|
|
2003
|
|
3 |
p. 337-362
26 p.
|
artikel
|
| 54 |
Ownership level, ownership concentration and liquidity
|
Rubin, Amir
|
|
2007
|
|
3 |
p. 219-248
30 p.
|
artikel
|
| 55 |
Patriotic name bias and stock returns
|
Benos, Evangelos
|
|
2013
|
|
3 |
p. 550-570
21 p.
|
artikel
|
| 56 |
Price discovery and common factor models
|
Baillie, Richard T.
|
|
2002
|
|
3 |
p. 309-321
13 p.
|
artikel
|
| 57 |
Profits and speculation in intra-day foreign exchange trading
|
Mende, Alexander
|
|
2006
|
|
3 |
p. 223-245
23 p.
|
artikel
|
| 58 |
Publisher's Announcement
|
|
|
2005
|
|
3 |
p. iii-
1 p.
|
artikel
|
| 59 |
Quantifying market order execution quality at the New York stock exchange
|
Bacidore, Jeffrey
|
|
2003
|
|
3 |
p. 281-307
27 p.
|
artikel
|
| 60 |
Rational expectations equilibrium with uncertain proportion of informed traders
|
Gao, Feng
|
|
2013
|
|
3 |
p. 387-413
27 p.
|
artikel
|
| 61 |
Reputation and performance fee effects on portfolio choice by investment advisers 1 I am grateful for advice from Anat Admati, Jim Anton, Faruk Gul, Robert Heinkel, David Hirshleifer, Rick Lambert, Russell Lundholm, Paul Pfleiderer, Nikos Vettas, and Jeffrey Zwiebel. I particularly thank Jack Hughes for advice and encouragement. I am grateful to an anonymous referee who suggested many useful extensions and interpretations of the original analysis. The comments of seminar participants at Stanford University, the University of North Carolina at Chapel Hill, Yale University, and the 1995 Western Finance Association Meetings are appreciated. 1
|
Huddart, Steven
|
|
1999
|
|
3 |
p. 227-271
45 p.
|
artikel
|
| 62 |
Security price adjustment across exchanges: an investigation of common factor components for Dow stocks
|
deB. Harris, Frederick H.
|
|
2002
|
|
3 |
p. 277-308
32 p.
|
artikel
|
| 63 |
Short-term residual reversal
|
Blitz, David
|
|
2013
|
|
3 |
p. 477-504
28 p.
|
artikel
|
| 64 |
Should securities markets be transparent?
|
Madhavan, Ananth
|
|
2005
|
|
3 |
p. 265-287
23 p.
|
artikel
|
| 65 |
Some desiderata for the measurement of price discovery across markets
|
Lehmann, Bruce N.
|
|
2002
|
|
3 |
p. 259-276
18 p.
|
artikel
|
| 66 |
Stalking the “efficient price” in market microstructure specifications: an overview
|
Hasbrouck, Joel
|
|
2002
|
|
3 |
p. 329-339
11 p.
|
artikel
|
| 67 |
Stock exchange competition in a simple model of capital market equilibrium
|
Ramos, Sofia B.
|
|
2008
|
|
3 |
p. 284-307
24 p.
|
artikel
|
| 68 |
Stock price synchronicity and liquidity
|
Chan, Kalok
|
|
2013
|
|
3 |
p. 414-438
25 p.
|
artikel
|
| 69 |
Surprising information, the MDH, and the relationship between volatility and trading volume
|
Park, Beum-Jo
|
|
2010
|
|
3 |
p. 344-366
23 p.
|
artikel
|
| 70 |
Swimming against the tides:
|
Kalay, Avner
|
|
2001
|
|
3 |
p. 261-267
7 p.
|
artikel
|
| 71 |
‘Teenies’ anyone?
|
Ronen, Tavy
|
|
2001
|
|
3 |
p. 231-260
30 p.
|
artikel
|
| 72 |
The impact of preferencing on execution quality
|
He, Chen
|
|
2006
|
|
3 |
p. 246-273
28 p.
|
artikel
|
| 73 |
The informational role of institutional investors and financial analysts in the market
|
Chuang, Wen-I
|
|
2011
|
|
3 |
p. 465-493
29 p.
|
artikel
|
| 74 |
The information content of option-implied volatility for credit default swap valuation
|
Cao, Charles
|
|
2010
|
|
3 |
p. 321-343
23 p.
|
artikel
|
| 75 |
The liquidity effects of revisions to the S&P 500 index: an empirical analysis
|
Hegde, Shantaram P.
|
|
2003
|
|
3 |
p. 413-459
47 p.
|
artikel
|
| 76 |
The market microstructure and relative performance of Taiwan stock index futures: a comparison of the Singapore exchange and the Taiwan futures exchange
|
Huang, Yu Chuan
|
|
2004
|
|
3 |
p. 335-350
16 p.
|
artikel
|
| 77 |
The other January effect: International, style, and subperiod evidence
|
Stivers, Chris
|
|
2009
|
|
3 |
p. 521-546
26 p.
|
artikel
|
| 78 |
The risk level discriminatory power of mutual fund investment objectives: Additional evidence
|
Najand, Mohammad
|
|
1999
|
|
3 |
p. 307-328
22 p.
|
artikel
|
| 79 |
Trading strategies during circuit breakers and extreme market movements
|
Goldstein, Michael A.
|
|
2004
|
|
3 |
p. 301-333
33 p.
|
artikel
|
| 80 |
Value creating stock manipulation: feedback effect of stock prices on firm value
|
Khanna, Naveen
|
|
2004
|
|
3 |
p. 237-270
34 p.
|
artikel
|
| 81 |
Value of analyst recommendations: International evidence
|
Jegadeesh, Narasimhan
|
|
2006
|
|
3 |
p. 274-309
36 p.
|
artikel
|
| 82 |
What we measure in execution cost measurement
|
Lehmann, Bruce N.
|
|
2003
|
|
3 |
p. 227-231
5 p.
|
artikel
|
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