Search Results

An Analysis of Individual NYSE Specialist Portfolios and Execution Quality

Author: Liu, Jerry W.

Source: The Financial Review, Volume 44, Number 3, August 2009 , pp. 311-344(34)

Publisher: Blackwell Publishing

Reputation Effects in Trading on the New York Stock Exchange

Authors: BATTALIO, ROBERT; ELLUL, ANDREW; JENNINGS, ROBERT

Source: The Journal of Finance, Volume 62, Number 3, June 2007 , pp. 1243-1271(29)

Publisher: Blackwell Publishing

Who Trades Around Earnings Announcements? Evidence from TORQ Data

Authors: Dey, Malay K.; RadhakrishnaRadha, B.

Source: Journal of Business Finance & Accounting, Volume 34, Numbers 1-2, January/March 2007 , pp. 269-291(23)

Publisher: Blackwell Publishing

Lifting the Veil: An Analysis of Pre-trade Transparency at the NYSE

Authors: EKKEHART BOEHMER; GIDEON SAAR; LEI YU

Source: The Journal of Finance, Volume 60, Number 2, April 2005 , pp. 783-815(33)

Publisher: Blackwell Publishing

Market structure and market share: Understanding the NYSEâ–™s competitive position

Author: G. Rude, Michael

Source: Journal of Investment Compliance, Volume 4, Number 4, 2004 , pp. 73-78(6)

Publisher: Emerald Group Publishing Limited

Specialists, Limit-Order Traders, and the Components of the Bid-Ask Spread

Authors: Chung K.H.; Van Ness B.F.; Van Ness R.A.

Source: The Financial Review, Volume 39, Number 2, May 2004 , pp. 255-270(16)

Publisher: Blackwell Publishing

Specialist performance and new listing allocations on the NYSE: an empirical analysis

Author: Corwin S.A.

Source: Journal of Financial Markets, Volume 7, Number 1, January 2004 , pp. 27-51(25)

Publisher: Elsevier

Competition among markets: The repeal of Rule 390

Authors: Kam T.-K.; Panchapagesan V.; Weaver D.G.

Source: Journal of Banking and Finance, Volume 27, Number 9, September 2003 , pp. 1711-1736(26)

Publisher: Elsevier

Trader Anonymity, Price Formation and Liquidity

Author: Theissen E.

Source: European Finance Review, Volume 7, Number 1, 2003 , pp. 1-26(26)

Publisher: Springer

The Role of Trading Halts in Monitoring a Specialist Market

Authors: Edelen R.; Gervais S.

Source: Review of Financial Studies, Volume 16, Number 1, 2003 , pp. 263-300(38)

Publisher: Oxford University Press

Liquidity Provision and the Organizational Form of NYSE Specialist Firms

Authors: Coughenour, Jay F.; Deli, Daniel N.

Source: The Journal of Finance, Volume 57, Number 2, April 2002 , pp. 841-869(29)

Publisher: Blackwell Publishing

Tick size and quote revisions on the NYSE

Authors: Chung K.H.; Chuwonganant C.

Source: Journal of Financial Markets, Volume 5, Number 4, October 2002 , pp. 391-410(20)

Publisher: Elsevier

Differences in Trading Behavior across NYSE Specialist Firms

Author: Corwin S.A.

Source: The Journal of Finance, Volume 54, Number 2, April 1999 , pp. 721-745(25)

Publisher: Blackwell Publishing

Order Flow and Liquidity around NYSE Trading Halts

Authors: Corwin, Shane A.; Lipson, Marc L.

Source: The Journal of Finance, Volume 55, Number 4, August 2000 , pp. 1771-1805(35)

Publisher: Blackwell Publishing

An Empirical Analysis of Quoted Depths of NYSE and Amex Stocks

Authors: Charoenwong C.; Chung K.H.

Source: Review of Quantitative Finance and Accounting, Volume 14, Number 1, January 2000 , pp. 85-102(18)

Publisher: Springer

The trades of NYSE floor brokers

Authors: Sofianos G.; Werner I.M.

Source: Journal of Financial Markets, Volume 3, Number 2, May 2000 , pp. 139-176(38)

Publisher: Elsevier

Differences in Trading Behavior across NYSE Specialist Firms

Author: Corwin, Shane A.

Source: The Journal of Finance, Volume 54, Number 2, April 1999 , pp. 721-745(25)

Publisher: Blackwell Publishing

The specialist's discretion: stopped orders and price improvement

Author: Ready M.

Source: Review of Financial Studies, Volume 12, Number 5, 1999 , pp. 1075-1112(38)

Publisher: Oxford University Press

An empirical analysis of NYSE specialist trading

Authors: Madhavan A.; Sofianos G.

Source: Journal of Financial Economics, Volume 48, Number 2, 1 May 1998 , pp. 189-210(22)

Publisher: Elsevier

Testing for micro-structure effects of international dual listings using intraday data

Authors: Stoyan Y.G.; Novozhilova M.V.; Kartashov A.V.; Ting F.C.K.; Lemasson W.J.; Noronha G.M.; Sarin A.; Saudagaran S.M.

Source: Journal of Banking and Finance, Volume 20, Number 6, July 1996 , pp. 965-983(19)

Publisher: Elsevier