SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Financial Market Design and Equity Premium: Electronic Versus Floor Trading
16 references·16 citing·42 second hopsampled
Financial Market Design and Equity Premium: Electronic Versus Floor Trading (2003)Financial Market Design and Equity Premiu…Information and the Cost of Capital (2004)Information and the Cost of C…Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…The World Price of Insider Trading (2002)The World Price of Insider Tr…The Equity Premium (2002)The Equity PremiumIlliquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Stock Market Liberalization, …Foreign Speculators and Emerging Equity Markets (2000)Foreign Speculators and Emerg…GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL (1999)GOLBALIZATION, CORPORATE FINA…Liquidity and stock returns: An alternative test (1998)Liquidity and stock returns: …Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Eco…Market microstructure and asset pricing: On the compensation for illiquidity in stock returns (1996)Market microstructure and ass…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…A Capital Asset Pricing Model with Time-Varying Covariances (1988)A Capital Asset Pricing Model…Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Estimating Time Varying Risk …Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…Measuring security price performance (1980)Measuring security price perf…The price effects of liquidity shocks: A study of the SEC’s tick size experiment (2020)The price effects of liquidit…Liquidity and Information in Limit Order Markets (2019)Liquidity and Information in …Information Disclosure, Firm Growth, and the Cost of Capital (2016)Information Disclosure, Firm …The Empirical Analysis of Liquidity (2014)The Empirical Analysis of Liq…Does PIN affect equity prices around the world? (2014)Does PIN affect equity prices…Stock Repurchases and Liquidity (2013)Stock Repurchases and Liquidi…An ecological perspective on the future of computer trading (2013)An ecological perspective on …Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio (2011)Trading frequency and asset p…Trade openness and the informational efficiency of emerging stock markets (2011)Trade openness and the inform…Earnings Announcements and Attention Constraints: The Role of Market Design (2011)Earnings Announcements and At…Limit order revisions (2010)Limit order revisionsPaying for Market Quality (2009)Paying for Market QualityHidden liquidity: An analysis of order exposure strategies in electronic stock markets (2009)Hidden liquidity: An analysis…Stock exchange merger and liquidity: The case of Euronext (2008)Stock exchange merger and liq…Stock Market Development Under Globalization : Whither The Gains From Reforms ? (2007)Stock Market Development Unde…Does insider trading regulation deter private information trading? International evidence (2007)Does insider trading regulati…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Multivariate Simultaneous Generalized ARCH (1995)Dynamic Conditional Correlation (2002)The Volatility of Long-Term Interest Rates and Expectations Models of the Term Structure (1979)Stock Returns and the Term Structure (1985)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Threshold heteroskedastic models (1994)The variation of certain speculative prices (1997)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)An Empirical Evaluation of Accounting Income Numbers (1968)The Adjustment of Stock Prices to New Information (1969)Using daily stock returns (1985)Event Studies in Economics and Finance (1997)Introductory Econometrics for Finance (2008)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Market Liquidity and Funding Liquidity (2008)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Asset pricing with liquidity risk (2005)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)On the Impossibility of Informationally Efficient Markets (1980)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Asymmetric correlations of equity portfolios (2002)Continuous Auctions and Insider Trading (1985)Information Uncertainty and Stock Returns (2006)Liquidity and Asset Prices (2006)High idiosyncratic volatility and low returns: International and further U.S. evidence (2008)Financial intermediation and growth: Causality and causes (2000)Finance and Growth: Theory and Evidence (2004)Law, finance, and economic growth in China (2005)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 1996Stock Markets, Banks, and Economic Growth3,889 cited
  • 1980Measuring security price performance3,330 cited
  • 1988A Capital Asset Pricing Model with Time-Varying Covariances3,145 cited
  • 2004Information and the Cost of Capital3,057 cited
  • 1987Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model2,469 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2000Foreign Speculators and Emerging Equity Markets1,868 cited
  • 1996Market microstructure and asset pricing: On the compensation for illiquidity in stock returns1,555 cited
  • 2000Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices1,385 cited
  • 2002The Equity Premium1,331 cited
  • 1998Liquidity and stock returns: An alternative test1,318 cited
  • 1999GOLBALIZATION, CORPORATE FINANCE, AND THE COST OF CAPITAL1,264 cited
  • 2002The World Price of Insider Trading

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

1,233 cited

Cited by

  • 2009Hidden liquidity: An analysis of order exposure strategies in electronic stock markets174 cited
  • 2011Trading frequency and asset pricing on the London Stock Exchange: Evidence from a new price impact ratio146 cited
  • 2014The Empirical Analysis of Liquidity144 cited
  • 2019Liquidity and Information in Limit Order Markets140 cited
  • 2020The price effects of liquidity shocks: A study of the SEC’s tick size experiment128 cited
  • 2014Does PIN affect equity prices around the world?123 cited
  • 2009Paying for Market Quality108 cited
  • 2016Information Disclosure, Firm Growth, and the Cost of Capital105 cited
  • 2008Stock exchange merger and liquidity: The case of Euronext98 cited
  • 2013Stock Repurchases and Liquidity87 cited
  • 2013An ecological perspective on the future of computer trading85 cited
  • 2011Earnings Announcements and Attention Constraints: The Role of Market Design85 cited
  • 2007Stock Market Development Under Globalization : Whither The Gains From Reforms ?76 cited
  • 2007Does insider trading regulation deter private information trading? International evidence64 cited
  • 2011Trade openness and the informational efficiency of emerging stock markets63 cited
  • 2010Limit order revisions63 cited