Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Bessembinder, Hendrik
1994.
Bid-ask spreads in the interbank foreign exchange markets.
Journal of Financial Economics,
Vol. 35,
Issue. 3,
p.
317.
Kramer, Charles Frederick
1994.
Noise Trading, Transaction Costs, and the Relationship of Stock Returns and Trading Volume.
IMF Working Papers,
Vol. 94,
Issue. 126,
p.
1.
Palman, Oded
Sun, Huey‐Lian
and
Tang, Alex P.
1994.
The Impact of Publication of Analysts' Recommendations on Returns and Trading Volume.
Financial Review,
Vol. 29,
Issue. 3,
p.
395.
Easley, David
and
O'Hara, Maureen
1995.
Finance.
Vol. 9,
Issue. ,
p.
357.
Hirth, Hans
1997.
Handelsfrequenz und Nichtmengenanpassung.
Credit and Capital Markets – Kredit und Kapital,
Vol. 30,
Issue. 2,
p.
250.
Forjan, James M.
and
McCorry, Michael S.
1997.
STOCK DISTRIBUTION ANNOUNCEMENTS AND BID‐ASK SPREADS.
Studies in Economics and Finance,
Vol. 18,
Issue. 1,
p.
111.
John, Kose
and
Narayanan, Ranga
1997.
Market Manipulation and the Role of Insider Trading Regulations.
The Journal of Business,
Vol. 70,
Issue. 2,
p.
217.
Hasbrouck, Joel
1998.
Liquidity in the Futures Pits: Inferring Market Dynamics with Incomplete Data.
SSRN Electronic Journal ,
Hoontrakul, P.
Ryan, P.J.
Khanthavit, A.
and
Perrakis, S.
1998.
A theory of price formation in a market with short sale prohibition.
p.
15.
Kahn, Charles
and
Winton, Andrew
1998.
Ownership Structure, Speculation, and Shareholder Intervention.
The Journal of Finance,
Vol. 53,
Issue. 1,
p.
99.
Hartmann, Philipp
1998.
Do Reuters spreads reflect currencies' differences in global trading activity?.
Journal of International Money and Finance,
Vol. 17,
Issue. 5,
p.
757.
Kramer, Charles
1999.
Noise trading, transaction costs, and the relationship of stock returns and trading volume.
International Review of Economics & Finance,
Vol. 8,
Issue. 4,
p.
343.
Ready, Mark J.
1999.
The Specialist's Discretion: Stopped Orders and Price Improvement.
Review of Financial Studies,
Vol. 12,
Issue. 5,
p.
1075.
Budimir, Miroslav
and
Gomber, Peter
1999.
Electronic Business Engineering.
p.
251.
Downs, David H.
and
Güner, Z. Nuray
1999.
Is the Information Deficiency in Real Estate Evident in Public Market Trading?.
Real Estate Economics,
Vol. 27,
Issue. 3,
p.
517.
Naranjo, Andy
and
Nimalendran, M.
2000.
Government Intervention and Adverse Selection Costs in Foreign Exchange Markets.
Review of Financial Studies,
Vol. 13,
Issue. 2,
p.
453.
Chung, Kee H.
Van Ness, Bonnie F.
and
Van Ness, Robert A.
2000.
Can the Treatment of Limit Orders Reconcile the Differences in Trading Costs between NYSE and Nasdaq Issues?.
SSRN Electronic Journal ,
Hallett, Andrew Hughes
and
Richter, Christian R.
2001.
A Spectral Analysis of the Short-End of the British Term Structure.
IFAC Proceedings Volumes,
Vol. 34,
Issue. 20,
p.
123.
Zhang, Michael Yuanjie
Russell, Jeffrey R.
and
Tsay, Ruey S.
2001.
A nonlinear autoregressive conditional duration model with applications to financial transaction data.
Journal of Econometrics,
Vol. 104,
Issue. 1,
p.
179.
Hoontrakul, Pongsak
Ryan, Peter
Khanthavit, Anya
and
Perrakis, Stylianos
2001.
Price Formation in a Market with Short Sale Prohibition: An Empirical Investigation.
SSRN Electronic Journal ,