Trading and Pricing in Upstairs and Downstairs Stock Markets
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/15/4/1111/5331814/151111.pdf
Reference38 articles.
1. Tick Size, Share Prices, and Stock Splits
2. Baillie R. T. Booth G. G. Tse Y. Zabotina T. , 2001, “Price Discovery and Common Factor Models,” working paper, Michigan State University, forthcoming in Journal of Financial Markets.
3. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
4. Stealth trading and volatility
Cited by 155 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Institutional Brokerage Networks: Facilitating Liquidity Provision;The Review of Financial Studies;2024-06-21
2. Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots;Research in International Business and Finance;2024-06
3. Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX;Journal of International Financial Markets, Institutions and Money;2024-03
4. Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages;Journal of Economic Behavior & Organization;2024-01
5. Order splitting and interacting with a counterparty;Journal of Financial Markets;2023-11
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3