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Institutional Design and Liquidity at Stock Exchanges Around the World
16 references·16 citing·40 second hopsampled
Institutional Design and Liquidity at Stock Exchanges Around the World (2005)Institutional Design and Liquidity at Sto…Corporate Governance and the Home Bias (2003)Corporate Governance and the …The World Price of Insider Trading (2002)The World Price of Insider Tr…Presidential Address: Friction (2000)Presidential Address: FrictionMarket Transparency: Who Wins and Who Loses? (1999)Market Transparency: Who Wins…Law and Finance (1998)Law and FinanceLiquidity Provision with Limit Orders and a Strategic Specialist (1997)Liquidity Provision with Limi…Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading (1996)Transparency and Liquidity: A…Law and Finance (1996)Law and FinanceDealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)An Empirical Analysis of the …Is the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Insider Trading, Liquidity, and the Role of the Monopolist Specialist (1989)Insider Trading, Liquidity, a…The International Crash of October 1987 (1988)The International Crash of Oc…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Insider Trading and the Stock Market (1967)Insider Trading and the Stock…Corporate green innovation and stock liquidity in China (2022)Corporate green innovation an…Stock repurchases and treasury share sales: Do they stabilize price and enhance liquidity? (2011)Stock repurchases and treasur…Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market (2011)Corporate Governance and Firm…Bid–Ask Spreads (2010)Bid–Ask SpreadsDomestic liquidity and cross-listing in the United States (2009)Domestic liquidity and cross-…Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation (2008)Why Do Price Limits Exist in …Stock exchange merger and liquidity: The case of Euronext (2008)Stock exchange merger and liq…Order Aggressiveness of Institutional and Individual Investors (2007)Order Aggressiveness of Insti…Migration, spillovers, and trade diversion: The impact of internationalization on domestic stock market activity (2007)Migration, spillovers, and tr…Disclosure and the cost of equity in international cross-listing (2007)Disclosure and the cost of eq…Turnover and return in global stock markets (2005)Turnover and return in global…Aggressive Orders and the Resiliency of a Limit Order Market (2005)Aggressive Orders and the Res…The Informational Content of an Open Limit Order Book (2004)The Informational Content of …Total Factor Productivity Growth in European Stock Exchanges: A Non-Parametric Frontier Approach (2002)Total Factor Productivity Gro…The Future of Stock Exchanges in Emerging Economies: Evolution and Prospects (2002)The Future of Stock Exchanges…Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centers (2002)Explaining the Migration of S…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Asset pricing and the bid-ask spread (1986)Trade Execution Costs and Market Quality after Decimalization (2003)The “make or take” decision in an electronic market: Evidence on the evolution of liquidity (2004)Market microstructure: A survey of microfoundations, empirical results, and policy implications (2005)A Theory of Auctions and Competitive Bidding (1982)Order flow composition and trading costs in a dynamic limit order market (1999)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Investor protection and corporate governance (2000)The separation of ownership and control in East Asian Corporations (2000)The Colonial Origins of Comparative Development: An Empirical Investigation: Reply (2012)Price, trade size, and information in securities markets (1987)Transparency and Liquidity: A Controlled Experiment on Corporate Bonds (2006)Information Disclosure in Financial Markets (2017)Inferring Trade Direction from Intraday Data (1991)The Cross-Section of Expected Stock Returns (1992)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)A Theory of Intraday Patterns: Volume and Price Variability (1988)Market microstructure: A survey (2000)Herd Behaviour and Cascading in Capital Markets: a Review and Synthesis (2003)Presidential Address: Asset Price Dynamics with Slow‐Moving Capital (2010)Legal Determinants of External Finance (1997)Corporate Ownership Around the World (1999)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)Liquidity of emerging markets (2005)Insider trading in credit derivatives☆ (2007)Creditor Rights, Enforcement, and Bank Loans (2009)Separating microstructure noise from volatility (2005)Microstructure Noise, Realized Variance, and Optimal Sampling (2008)Is market fragmentation harming market quality? 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References

  • 1998Law and Finance17,902 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1996Law and Finance2,451 cited
  • 2002The World Price of Insider Trading1,233 cited
  • 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse1,151 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 2000Presidential Address: Friction681 cited
  • 1996Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading545 cited
  • 1997Liquidity Provision with Limit Orders and a Strategic Specialist518 cited
  • 1989Insider Trading, Liquidity, and the Role of the Monopolist Specialist517 cited
  • 2003Corporate Governance and the Home Bias483 cited
  • 1992Trading Mechanisms in Securities Markets426 cited
  • 1967Insider Trading and the Stock Market403 cited
  • 1988The International Crash of October 1987394 cited
  • 1999Market Transparency: Who Wins and Who Loses?

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390 cited

Cited by

  • 2005Aggressive Orders and the Resiliency of a Limit Order Market106 cited
  • 2008Stock exchange merger and liquidity: The case of Euronext98 cited
  • 2004The Informational Content of an Open Limit Order Book85 cited
  • 2005Turnover and return in global stock markets75 cited
  • 2008Why Do Price Limits Exist in Stock Markets? A Manipulation‐Based Explanation75 cited
  • 2002Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centers71 cited
  • 2007Order Aggressiveness of Institutional and Individual Investors69 cited
  • 2007Migration, spillovers, and trade diversion: The impact of internationalization on domestic stock market activity64 cited
  • 2007Disclosure and the cost of equity in international cross-listing63 cited
  • 2022Corporate green innovation and stock liquidity in China54 cited
  • 2002The Future of Stock Exchanges in Emerging Economies: Evolution and Prospects52 cited
  • 2002Total Factor Productivity Growth in European Stock Exchanges: A Non-Parametric Frontier Approach49 cited
  • 2011Corporate Governance and Firm Liquidity: Evidence from the Chinese Stock Market47 cited
  • 2011Stock repurchases and treasury share sales: Do they stabilize price and enhance liquidity?44 cited
  • 2009Domestic liquidity and cross-listing in the United States44 cited
  • 2010Bid–Ask Spreads44 cited