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4 gevonden resultaten
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| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An empirical analysis of NYSE specialist trading 1 We thank Jim Cochrane, Joel Hasbrouck, Don Keim, Kim Shapiro, Jerry Warner, and an anonymous referee for their helpful comments. Seminar participants at the Ohio State Conference on `Dealer Markets', London School of Economics, University of Pennsylvania, and University of Wisconsion provided many helpful suggestions. Minder Cheng, Nicole Parent, and Ed Steffelin provided excellent research support. This research was completed while Madhavan was visiting the New York Stock Exchange. The comments and opinions contained in this paper are those of the authors and do not necessarily reflect those of the directors, members or officers of the New York Stock Exchange, Inc. 1
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Madhavan, Ananth
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1998
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48 |
2 |
p. 189-210
22 p.
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artikel
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| 2 |
An empirical examination of the amortized spread 1 Prior versions of this paper were entitled, `Bid–ask spreads, holding periods, and realized transaction costs.' We are grateful for many helpful comments from Yakov Amihud, Jennifer Conrad, Larry Dann, Diane Del Guercio, Dave Denis, Diane Denis, Craig Dunbar, Ed Dyl, Roger Edelen, Rob Hansen, Mark Huson, Raman Kumar, Chris Lamoureux, John McConnell, Wayne Mikkelson, Megan Partch, Henri Servaes, Vijay Singal, Mike Weisbach, Marc Zenner, and an anonymous referee. In addition, we appreciate the comments from seminar participants at the 1997 American Finance Association meetings, the University of Arizona, Kansas State University, the University of North Carolina, the 1996 Pacific Northwest Finance Conference, Virginia Polytechnic Institute, and the University of Wisconsin. This work has been partially supported by a summer research grant from the Pamplin College of Business. 1
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Chalmers, John M.R.
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1998
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48 |
2 |
p. 159-188
30 p.
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artikel
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| 3 |
Information-time option pricing: theory and empirical evidence 1 We would like to thank Robert Merton, Peter Ritchken, L. Sankarasubramanian, David Shimko, and Mark Weinstein for useful discussions. We are indebted to John B. Long, Jr. (the editor) and Robert Whaley (the referee) for detailed and constructive comments and suggestions. Any remaining errors are the responsibility of the authors. 1
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Chang, Carolyn W.
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1998
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48 |
2 |
p. 211-242
32 p.
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artikel
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| 4 |
The exercise and valuation of executive stock options 1 This article is based on a chapter of my dissertation. I would like to thank my committee members, Sanford Grossman, Bruce Grundy, David Larcker, Robert Litzenberger, and Robert Stambaugh, as well as Yakov Amihud, Pierluigi Balduzzi, Giovanni Barone-Adesi, Edwin Elton, Kose John, Craig Mackinlay, Eli Ofek, Krishna Ramaswamy, Robert Reider, Matthew Richardson, Clifford Smith (the editor), Marti Subrahmanyam, Mark Vargus, David Yermack, and especially Kevin Murphy (the referee) for helpful comments and suggestions. 1
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Carpenter, Jennifer N.
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1998
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48 |
2 |
p. 127-158
32 p.
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artikel
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4 gevonden resultaten
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Koninklijke Bibliotheek - Nationale Bibliotheek van Nederland
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