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LAWRENCE E. HARRIS

30 works· latest 2015· 1 institutionscluster: provisional

Works

30 shown

Juicing the dividend yield: Mutual funds and the demand for dividends

Journal of Financial Economics·2015·3 authors·Open access

108citations

Equity Trading in the 21st Century: An Update

Quarterly Journal of Finance·2015·3 authors

119citations

Transaction Costs, Trade Throughs, and Riskless Principal Trading in Corporate Bond Markets

SSRN Electronic Journal·2015·1 author·preprint·Open access

61citations

Equity Trading in the 21st Century

Quarterly Journal of Finance·2011·3 authors·Open access

294citations

Price Inflation and Wealth Transfer During the 2008 SEC Short-Sale Ban

SSRN Electronic Journal·2009·3 authors·preprint·Open access

61citations

Corporate Bond Market Transaction Costs and Transparency

The Journal of Finance·2007·3 authors·Open access

966citations

Secondary Trading Costs in the Municipal Bond Market

The Journal of Finance·2006·2 authors

376citations

The information content of the limit order book: evidence from NYSE specialist trading decisions

Journal of Financial Markets·2004·2 authors

177citations

Corporate Bond Market Transparency and Transaction Costs

SSRN Electronic Journal·2004·3 authors·preprint·Open access

99citations

Municipal Bond Liquidity

SSRN Electronic Journal·2004·2 authors·preprint·Open access

40citations

A Maximum Likelihood Approach for Non-Gaussian Stochastic Volatility Models

Journal of Business and Economic Statistics·1998·2 authors

177citations

Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

Financial Markets Institutions and Instruments·1998·1 author·Open access

281citations

Circuit Breakers and Program Trading Limits: What Have We Learned?

RePEc: Research Papers in Economics·1997·1 author·preprint

48citations

Decimalization: A Review of the Arguments and Evidence

·1997·1 author·review

99citations

Order Exposure and Parasitic Traders

·1997·1 author

74citations

Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

Journal of Financial and Quantitative Analysis·1996·2 authors·Open access

388citations

Does a Large Minimum Price Variation Encourage Order Exposure

·1996·1 author

126citations

Minimum Price Variations, Discrete Bid–Ask Spreads, and Quotation Sizes

Review of Financial Studies·1994·1 author

603citations

Stock Price Clustering and Discreteness

Review of Financial Studies·1991·1 author

576citations

Estimation of Stock Price Variances and Serial Covariances from Discrete Observations

Journal of Financial and Quantitative Analysis·1990·1 author

149citations

Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

The Journal of Finance·1990·1 author

195citations

Liquidity , Trading Rules and Electronic Trading Systems .

RePEc: Research Papers in Economics·1990·1 author·preprint

203citations

S&P 500 Cash Stock Price Volatilities

The Journal of Finance·1989·1 author

262citations

A Day-End Transaction Price Anomaly

Journal of Financial and Quantitative Analysis·1989·1 author

200citations

The October 1987 S&P 500 Stock-Futures Basis

The Journal of Finance·1989·1 author

162citations

Estimating the components of the bid/ask spread

Journal of Financial Economics·1988·2 authors

1,612citations

Transaction Data Tests of the Mixture of Distributions Hypothesis

Journal of Financial and Quantitative Analysis·1987·1 author

321citations

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

The Journal of Finance·1986·2 authors

1,023citations

A transaction data study of weekly and intradaily patterns in stock returns

Journal of Financial Economics·1986·1 author

813citations

Cross-Security Tests of the Mixture of Distributions Hypothesis

Journal of Financial and Quantitative Analysis·1986·1 author

276citations