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                             91 gevonden resultaten
nr titel auteur tijdschrift jaar jaarg. afl. pagina('s) type
1 A computing bias in estimating the probability of informed trading William Lin, Hsiou-Wei
2011
4 p. 625-640
16 p.
artikel
2 Are share price levels informative? Evidence from the ownership, pricing, turnover and performance of IPO firms Fernando, Chitru S.
2004
4 p. 377-403
27 p.
artikel
3 A tale of two time zones: The impact of substitutes on cross-listed stock liquidity Moulton, Pamela C.
2009
4 p. 570-591
22 p.
artikel
4 Author index to vol. 4 2001
4 p. 413-
1 p.
artikel
5 Author index to volume 6 2003
4 p. 625-626
2 p.
artikel
6 Author Index to Volume 5 2002
4 p. 465-
1 p.
artikel
7 Author Index to Volume 2004
4 p. 453-
1 p.
artikel
8 Author Index to Volume 2005
4 p. 452-
1 p.
artikel
9 Author index to volume 9 2006
4 p. 448-
1 p.
artikel
10 Automation, speed, and stock market quality: The NYSE's Hybrid Hendershott, Terrence
2011
4 p. 568-604
37 p.
artikel
11 Can order exposure be mandated? Anand, Amber
2004
4 p. 405-426
22 p.
artikel
12 Cleaning house: Stock reassignments on the NYSE Anand, Amber
2009
4 p. 727-753
27 p.
artikel
13 Daily income target effects: Evidence from a large sample of professional commodities traders Locke, Peter R.
2009
4 p. 814-831
18 p.
artikel
14 Daily institutional trades and stock price volatility in a retail investor dominated emerging market Li, Wei
2010
4 p. 448-474
27 p.
artikel
15 Did decimalization hurt institutional investors? Chakravarty, Sugato
2005
4 p. 400-420
21 p.
artikel
16 Do the diversification choices of individual investors influence stock returns? Kumar, Alok
2007
4 p. 362-390
29 p.
artikel
17 Duration, volume and volatility impact of trades Manganelli, Simone
2005
4 p. 377-399
23 p.
artikel
18 Editorial Board 2010
4 p. IFC-
1 p.
artikel
19 Editorial Board 2009
4 p. IFC-
1 p.
artikel
20 Editorial Board 2008
4 p. IFC-
1 p.
artikel
21 Editorial Board 2006
4 p. CO2-
1 p.
artikel
22 Editorial Board 2007
4 p. IFC-
1 p.
artikel
23 Editorial Board 2013
4 p. IFC-
1 p.
artikel
24 Editorial Board 2011
4 p. IFC-
1 p.
artikel
25 Editorial Board 2012
4 p. IFC-
1 p.
artikel
26 Global industry portfolios and short-term predictability of returns: Is it there? Shynkevich, Andrei
2012
4 p. 438-466
29 p.
artikel
27 Gone fishin’: Seasonality in trading activity and asset prices Hong, Harrison
2009
4 p. 672-702
31 p.
artikel
28 High-frequency trading Chordia, Tarun
2013
4 p. 637-645
9 p.
artikel
29 High frequency trading and the new market makers Menkveld, Albert J.
2013
4 p. 712-740
29 p.
artikel
30 Hybrid markets, tick size and investor trading costs Portniaguina, Evgenia
2006
4 p. 433-447
15 p.
artikel
31 IFC - Inside Front Cover with Editorial Board 2003
4 p. IFC-
1 p.
artikel
32 IFC - Inside Front Cover with Editorial Board 2002
4 p. IFC-
1 p.
artikel
33 IFC - Inside Front Cover with Editorial Board 2005
4 p. CO2-
1 p.
artikel
34 IFC - Inside Front Cover with Editorial Board 2004
4 p. IFC-
1 p.
artikel
35 Incentives for voluntary disclosure Ronen, Joshua
2001
4 p. 309-357
49 p.
artikel
36 Index 1999
4 p. 433-
1 p.
artikel
37 Index 2000
4 p. 403-
1 p.
artikel
38 Insider trading and risk aversion Baruch, Shmuel
2002
4 p. 451-464
14 p.
artikel
39 Institutional ownership stability and the cost of debt Elyasiani, Elyas
2010
4 p. 475-500
26 p.
artikel
40 International asset allocation for incompletely-informed investors Gau, Yin-Feng
2010
4 p. 422-447
26 p.
artikel
41 Investment behavior of mutual fund shareholders: The evidence from aggregate fund flows Franklin Fant, L.
1999
4 p. 391-402
12 p.
artikel
42 Investor risk evaluation in the determination of management incentives in the mutual fund industry Berkowitz, Michael K.
2000
4 p. 365-387
23 p.
artikel
43 Knowing me, knowing you: Grammig, Joachim
2001
4 p. 385-412
28 p.
artikel
44 Latency, liquidity and price discovery Riordan, Ryan
2012
4 p. 416-437
22 p.
artikel
45 Liquidity and capital structure Lipson, Marc L.
2009
4 p. 611-644
34 p.
artikel
46 Liquidity and firm characteristics: Evidence from mergers and acquisitions Lipson, Marc L.
2007
4 p. 342-361
20 p.
artikel
47 Liquidity commonality and return co-movement Domowitz, Ian
2005
4 p. 351-376
26 p.
artikel
48 Liquidity in the pricing of syndicated loans Gupta, Anurag
2008
4 p. 339-376
38 p.
artikel
49 Local market makers, liquidity and market quality Kedia, Simi
2011
4 p. 540-567
28 p.
artikel
50 Local parametric analysis of derivatives pricing and hedging Bossaerts, Peter
2003
4 p. 573-605
33 p.
artikel
51 Locating decision rights: Evidence from the mutual fund industry Cashman, George D.
2009
4 p. 645-671
27 p.
artikel
52 Low-latency trading Hasbrouck, Joel
2013
4 p. 646-679
34 p.
artikel
53 Market liquidity and depth on two different electronic trading systems Käppi, Jari
2000
4 p. 389-402
14 p.
artikel
54 Market segmentation, liquidity spillover, and closed-end country fund discounts Chan, Justin S.P.
2008
4 p. 377-399
23 p.
artikel
55 Market structure and diversification of mutual funds Shy, Oz
2003
4 p. 607-624
18 p.
artikel
56 Market structure, informational efficiency and liquidity: An experimental comparison of auction and dealer markets Theissen, Erik
2000
4 p. 333-363
31 p.
artikel
57 New low-frequency spread measures Holden, Craig W.
2009
4 p. 778-813
36 p.
artikel
58 Optimal execution of open-market stock repurchase programs Oded, Jacob
2009
4 p. 832-869
38 p.
artikel
59 Order book characteristics and the volume–volatility relation: Empirical evidence from a limit order market Næs, Randi
2006
4 p. 408-432
25 p.
artikel
60 Pre-trade transparency and market quality Eom, Kyong Shik
2007
4 p. 319-341
23 p.
artikel
61 Price clustering in foreign exchange spot markets Sopranzetti, Ben J
2002
4 p. 411-417
7 p.
artikel
62 Price clustering on the limit-order book: Evidence from the Stock Exchange of Hong Kong Ahn, Hee-Joon
2005
4 p. 421-451
31 p.
artikel
63 Probability weighting and loss aversion in futures hedging Mattos, Fabio
2008
4 p. 433-452
20 p.
artikel
64 Publisher Note 2011
4 p. iii-
1 p.
artikel
65 Quantifying cognitive biases in analyst earnings forecasts Friesen, Geoffrey
2006
4 p. 333-365
33 p.
artikel
66 Quote setting and price formation in an order driven market Handa, Puneet
2003
4 p. 461-489
29 p.
artikel
67 Security factors as linear combinations of economic variables Zhou, Guofu
1999
4 p. 403-432
30 p.
artikel
68 Short sales, long sales, and the Lee–Ready trade classification algorithm revisited Chakrabarty, Bidisha
2012
4 p. 467-491
25 p.
artikel
69 Short sales, price pressure, and the stock price response to convertible bond calls Bechmann, Ken L.
2004
4 p. 427-451
25 p.
artikel
70 Specialist participation and limit orders Bondarenko, Oleg
2003
4 p. 539-571
33 p.
artikel
71 Speed, distance, and electronic trading: New evidence on why location matters Garvey, Ryan
2010
4 p. 367-396
30 p.
artikel
72 Spread behavior around board meetings for firms with concentrated insider ownership Mishra, Suchi
2009
4 p. 592-610
19 p.
artikel
73 Stock market dynamics with rational liquidity traders Massoud, Nadia
1999
4 p. 359-389
31 p.
artikel
74 Strategic execution in the presence of an uninformed arbitrageur Moallemi, Ciamac C.
2012
4 p. 361-391
31 p.
artikel
75 Strategic trading and learning about liquidity Hong, Harrison
2002
4 p. 419-450
32 p.
artikel
76 Systematic noise Barber, Brad M.
2009
4 p. 547-569
23 p.
artikel
77 The diversity of high-frequency traders Hagströmer, Björn
2013
4 p. 741-770
30 p.
artikel
78 The effects of randomizing the opening time on the performance of a stock market under stress Hauser, Shmuel
2012
4 p. 392-415
24 p.
artikel
79 The information content of trading halts Jiang, Christine
2009
4 p. 703-726
24 p.
artikel
80 The informativeness of domestic and foreign investors’ stock trades: Evidence from the perfectly segmented Chinese market Chan, Kalok
2007
4 p. 391-415
25 p.
artikel
81 The manipulation of closing prices Hillion, Pierre
2004
4 p. 351-375
25 p.
artikel
82 The organization of financial exchange markets: Theory and evidence Pirrong, Craig
1999
4 p. 329-357
29 p.
artikel
83 The skinny on the 2008 naked short-sale restrictions Boulton, Thomas J.
2010
4 p. 397-421
25 p.
artikel
84 The Toronto Stock Exchange preopening session Davies, Ryan J.
2003
4 p. 491-516
26 p.
artikel
85 The value of combining the information content of analyst recommendations and target prices Huang, Joshua
2009
4 p. 754-777
24 p.
artikel
86 Tick size and quote revisions on the NYSE Chung, Kee H
2002
4 p. 391-410
20 p.
artikel
87 Traders’ choice between limit and market orders: evidence from NYSE stocks Bae, Kee-Hong
2003
4 p. 517-538
22 p.
artikel
88 Underwriter learning about unfamiliar firms: Evidence from the history of biotech IPOS Pukthuanthong, Kuntara
2006
4 p. 366-407
42 p.
artikel
89 Updating expectations: An analysis of post-9/11 returns Kallberg, Jarl
2008
4 p. 400-432
33 p.
artikel
90 Very fast money: High-frequency trading on the NASDAQ Carrion, Allen
2013
4 p. 680-711
32 p.
artikel
91 Volatility and market structure Kavajecz, Kenneth A
2001
4 p. 359-384
26 p.
artikel
                             91 gevonden resultaten
 
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