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Strategic Alliances and Mergers of Financial Exchanges: The Case of the SADC
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Strategic Alliances and Mergers of Financial Exchanges: The Case of the SADC (2005)Strategic Alliances and Mergers of Financ…Finance for Growth (2001)Finance for GrowthThe impact of economic fundamentals on stock markets in southern Africa (2000)The impact of economic fundam…Market microstructure: A survey (2000)Market microstructure: A surv…Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison (1999)Trade Execution Costs on NASD…The organization of financial exchange markets: Theory and evidence (1999)The organization of financial…The trading profits of SOES bandits (1998)The trading profits of SOES b…A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks (1997)A Comparison of Trade Executi…Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE (1996)Dealer versus auction markets…Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Why do NASDAQ Market Makers A…Time and the Process of Security Price Adjustment (1992)Time and the Process of Secur…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…International Listings and Stock Returns: Some Empirical Evidence (1988)International Listings and St…The Stock Price Impacts of Overseas Listings (1987)The Stock Price Impacts of Ov…The Microstructure of Securities Markets (1986)The Microstructure of Securit…The Cost of Transacting (1968)The Cost of TransactingPublic Regulation of the Securities Markets (1964)Public Regulation of the Secu…A Non-cooperative Equilibrium for Supergames (1971)An Analysis of Intraday Patterns in Bid/Ask Spreads for NYSE Stocks (1992)Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange (1997)Transactions costs and investment style: an inter-exchange analysis of institutional equity trades (1997)Presidential Address: Friction (2000)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Inferring Trade Direction from Intraday Data (1991)Liquidity, Information, and Infrequently Traded Stocks (1996)Sixteenths: direct evidence on institutional execution costs (2001)Earnings expectations, investor trade size, and anomalous returns around earnings announcements (2005)Very fast money: High-frequency trading on the NASDAQ (2013)Continuous Auctions and Insider Trading (1985)Expected stock returns and volatility (1987)An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse (1995)5 Stochastic volatility (1996)Realized Variance and Market Microstructure Noise (2006)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring security price performance (1980)Information Effects on the Bid-Ask Spread (1983)Market Segmentation and the Cost of Capital in International Equity Markets (2000)The Long-Run Performance of Global Equity Offerings (2000)The World of Cross-Listings and Cross-Listings of the World: Challenging Conventional Wisdom (2004)The Cross-Section of Expected Stock Returns (1992)Advertising, Breadth of Ownership, and Liquidity (2003)The illusory nature of momentum profits (2003)Common risk factors in the returns on stocks and bonds (1993)Order imbalance, liquidity, and market returns (2002)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Corporate Bond Market Transaction Costs and Transparency (2007)RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION (1977)The New Issues Puzzle (1995)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Commonality in liquidity (2000)Market Liquidity and Trading Activity (2001)Multimarket Trading and Market Liquidity (1991)The Survival of Noise Traders in Financial Markets (1991)Is market fragmentation harming market quality? (2011)Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks (2002)Dimensions of execution quality: Recent evidence for US equity markets (2005)An analysis of trade-size clustering and its relation to stealth trading☆ (2007)
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References

  • 1968The Cost of Transacting1,909 cited
  • 1992Time and the Process of Security Price Adjustment1,225 cited
  • 2000Market microstructure: A survey1,133 cited
  • 1996Dealer versus auction markets: A paired comparison of execution costs on NASDAQ and the NYSE1,009 cited
  • 1994Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes?746 cited
  • 1964Public Regulation of the Securities Markets679 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 1988International Listings and Stock Returns: Some Empirical Evidence323 cited
  • 1997A Comparison of Trade Execution Costs for NYSE and NASDAQ-Listed Stocks314 cited
  • 1999Trade Execution Costs on NASDAQ and the NYSE: A Post-Reform Comparison263 cited
  • 2001Finance for Growth259 cited
  • 1986The Microstructure of Securities Markets132 cited
  • 1998The trading profits of SOES bandits112 cited
  • 1987The Stock Price Impacts of Overseas Listings98 cited
  • 1999The organization of financial exchange markets: Theory and evidence88 cited
  • 2000The impact of economic fundamentals on stock markets in southern Africa

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