| no |
title |
author |
magazine |
year |
volume |
issue |
page(s) |
type |
| 1 |
Editorial Board
|
|
|
2003
|
6 |
3 |
p. IFC-
1 p.
|
article
|
| 2 |
Evaluation of the biases in execution cost estimation using trade and quote data
|
Peterson, Mark
|
|
2003
|
6 |
3 |
p. 259-280
22 p.
|
article
|
| 3 |
Firm-level return dispersion and the future volatility of aggregate stock market returns
|
Stivers, Christopher T.
|
|
2003
|
6 |
3 |
p. 389-411
23 p.
|
article
|
| 4 |
Intra-industry momentum: the case of REITs
|
Chui, Andy C.W
|
|
2003
|
6 |
3 |
p. 363-387
25 p.
|
article
|
| 5 |
Issues in assessing trade execution costs
|
Bessembinder, Hendrik
|
|
2003
|
6 |
3 |
p. 233-257
25 p.
|
article
|
| 6 |
NYSE order flow, spreads, and information
|
Werner, Ingrid M.
|
|
2003
|
6 |
3 |
p. 309-335
27 p.
|
article
|
| 7 |
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
|
Bacidore, Jeffrey
|
|
2003
|
6 |
3 |
p. 337-362
26 p.
|
article
|
| 8 |
Quantifying market order execution quality at the New York stock exchange
|
Bacidore, Jeffrey
|
|
2003
|
6 |
3 |
p. 281-307
27 p.
|
article
|
| 9 |
The liquidity effects of revisions to the S&P 500 index: an empirical analysis
|
Hegde, Shantaram P.
|
|
2003
|
6 |
3 |
p. 413-459
47 p.
|
article
|
| 10 |
What we measure in execution cost measurement
|
Lehmann, Bruce N.
|
|
2003
|
6 |
3 |
p. 227-231
5 p.
|
article
|
Journal description