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Market quality changes in the London Stock Market
16 references·2 citing·53 second hop
Market quality changes in the London Stock Market (2008)Market quality changes in the London Stoc…Opening and closing behavior following the introduction of call auctions in Singapore (2006)Opening and closing behavior …Opening and Closing the Market: Evidence from the London Stock Exchange (2005)Opening and Closing the Marke…A closing call's impact on market quality at Euronext Paris (2003)A closing call's impact on ma…Volatility in US and European Equity Markets: An Assessment of Market Quality (2002)Volatility in US and European…Market microstructure and securities values: (2001)Market microstructure and sec…SETS, arbitrage activity, and stock price dynamics (2000)SETS, arbitrage activity, and…Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange (1997)Market microstructure and sec…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Trading Mechanisms in Securities Markets (1992)Trading Mechanisms in Securit…Forecasting structural time series models and the kalman filter (1992)Forecasting structural time s…Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market (1991)Volatility, Efficiency, and T…Stock market microstructure and return volatility (1990)Stock market microstructure a…Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)Trading Mechanisms and Stock …Stock return variances (1986)Stock return variancesTime variation in the relationship between inflation and interest rates (1978)Time variation in the relatio…Effects of changes in stock index compositions: A literature survey (2017)Effects of changes in stock i…Market microstructure of the Pink Sheets (2009)Market microstructure of the …The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Interest Rates and Inflationary Expectations: New Evidence (1972)Interest Rates, Inflation, and the Aggregate Consumption Function (1981)Dynamic Herding Behavior in Pacific-Basin Markets: Evidence and Implications (2013)What do scientists know about inflation hedging? (2015)Short- Term Interest Rates as Predictors of Inflation (2021)Asset pricing and the bid-ask spread (1986)The theory and practice of econometrics (1986)The Informational Content of Implied Volatility (1993)Liquidity and Asset Prices (2006)Do ETFs Increase Volatility? 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this work references cited by second hop

References

  • 1986Stock return variances1,813 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1987Trading Mechanisms and Stock Returns: An Empirical Investigation769 cited
  • 1997Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange652 cited
  • 1992Trading Mechanisms in Securities Markets426 cited
  • 1992Trading Mechanisms in Securities Markets356 cited
  • 1991Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market306 cited
  • 2003A closing call's impact on market quality at Euronext Paris199 cited
  • 1992Forecasting structural time series models and the kalman filter102 cited
  • 1978Time variation in the relationship between inflation and interest rates99 cited
  • 1990Stock market microstructure and return volatility97 cited
  • 2001Market microstructure and securities values:89 cited
  • 2005Opening and Closing the Market: Evidence from the London Stock Exchange81 cited
  • 2006Opening and closing behavior following the introduction of call auctions in Singapore70 cited
  • 2000SETS, arbitrage activity, and stock price dynamics66 cited

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  • 2002Volatility in US and European Equity Markets: An Assessment of Market Quality56 cited
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    • 2017Effects of changes in stock index compositions: A literature survey44 cited
    • 2009Market microstructure of the Pink Sheets30 cited