SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The intraday effect and the extension of trading hours for Taiwanese securities
16 references·2 citing·42 second hop
The intraday effect and the extension of trading hours for Taiwanese securities (2006)The intraday effect and the extension of …Price Discovery without Trading: Evidence from the Nasdaq Preopening (2000)Price Discovery without Tradi…The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options (1995)The Intraday Behavior of Bid-…Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange (1995)Securities Trading in the Abs…Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities (1995)Market Structure and the Intr…Is the Electronic Open Limit Order Book Inevitable? (1994)Is the Electronic Open Limit …Stealth trading and volatility (1993)Stealth trading and volatilityTrading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close (1992)Trading Halts and Market Acti…Periodic market closure and trading volume (1992)Periodic market closure and t…An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)An Analysis of Intraday Patte…The Dependence between Hourly Prices and Trading Volume (1988)The Dependence between Hourly…A Theory of Intraday Patterns: Volume and Price Variability (1988)A Theory of Intraday Patterns…A transaction data study of weekly and intradaily patterns in stock returns (1986)A transaction data study of w…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…An Investigation of Transactions Data for NYSE Stocks (1985)An Investigation of Transacti…Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread (1981)Transaction Costs, Order Plac…Intraday Price Discovery in Emerging European Stock Markets (2009)Intraday Price Discovery in E…Time-Varying Comovements in Developed and European Stock Markets: Evidence from Intraday Data (2007)Time-Varying Comovements in D…A Theory of the Term Structure of Interest Rates (1985)Continuous Auctions and Insider Trading (1985)Trading Patterns and Prices in the Interbank Foreign Exchange Market (1993)High frequency data in financial markets: Issues and applications (1997)Price Discovery and Trading After Hours (2003)The market for corporate control (1983)Stealth-trading: Which traders' trades move stock prices? (2001)Which Shorts Are Informed? (2007)Do Retail Trades Move Markets? (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Illiquidity and stock returns: cross-section and time-series effects (2002)Market Liquidity and Funding Liquidity (2008)The Cost of Transacting (1968)An Intertemporal Capital Asset Pricing Model (1973)THE SUPPLY OF DEALER SERVICES IN SECURITIES MARKETS (1978)Components of the Bid-Ask Spread and the Statistical Properties of Transaction Prices (1987)Market Microstructure and Intermediation (1996)Lifting the Veil: An Analysis of Pre‐trade Transparency at the NYSE (2005)The econometrics of ultra-high frequency data /Stock returns and the weekend effect (1980)Misspecification of capital asset pricing (1981)The relationship between return and market value of common stocks (1981)Statistical properties of the volatility of price fluctuations (1999)A Theory of Auctions and Competitive Bidding (1982)Order flow composition and trading costs in a dynamic limit order market (1999)Presidential Address: Friction (2000)The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Estimating betas from nonsynchronous data (1977)Risk measurement when shares are subject to infrequent trading (1979)Variations in Trading Volume, Return Volatility, and Trading Costs: Evidence on Recent Price Formation Models (1993)Time and the Price Impact of a Trade (2000)Optimal trading strategy and supply/demand dynamics (2012)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Measuring the Information Content of Stock Trades (1991)ARCH modeling in finance (1992)Stock Market Structure and Volatility (1990)Predicting stock market volatility: A new measure (1995)Trade Size and Components of the Bid-Ask Spread (1995)
this work references cited by second hop

References

  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1988A Theory of Intraday Patterns: Volume and Price Variability3,120 cited
  • 1994Is the Electronic Open Limit Order Book Inevitable?996 cited
  • 1993Stealth trading and volatility948 cited
  • 1992An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks899 cited
  • 1986A transaction data study of weekly and intradaily patterns in stock returns813 cited
  • 1988The Dependence between Hourly Prices and Trading Volume671 cited
  • 1985An Investigation of Transactions Data for NYSE Stocks554 cited
  • 1992Periodic market closure and trading volume426 cited
  • 1981Transaction Costs, Order Placement Strategy, and Existence of the Bid-Ask Spread372 cited
  • 1992Trading Mechanisms in Securities Markets356 cited
  • 1995Market Structure and the Intraday Pattern of Bid-Ask Spreads for NASDAQ Securities325 cited
  • 2000Price Discovery without Trading: Evidence from the Nasdaq Preopening231 cited
  • 1992Trading Halts and Market Activity: An Analysis of Volume at the Open and the Close187 cited
  • 1995Securities Trading in the Absence of Dealers: Trades and Quotes on the Tokyo Stock Exchange

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

169 cited
  • 1995The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options159 cited
  • Cited by

    • 2009Intraday Price Discovery in Emerging European Stock Markets21 cited
    • 2007Time-Varying Comovements in Developed and European Stock Markets: Evidence from Intraday Data21 cited