Author:
Barclay Michael J.,Hendershott Terrence
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Reference43 articles.
1. A Theory of Intraday Patterns: Volume and Price Variability
2. Barclay M. Hendershott T. , 2003, “Liquidity Provision, Adverse Selection, and Trading Costs After Hours,” forthcoming in Journal of Finance.
3. Barclay M. Hendershott T. McCormick T. , 2003, “Competition Among Trading Venues: Information and Trading on Electronic Communications Networks,” Journal of Finance, 58, 2639–2667.
4. Private Information, Trading Volume, and Stock-Return Variances
5. Stealth trading and volatility
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