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Displayed and Effective Spreads By Market
0 references·3 citing·14 second hop
Displayed and Effective Spreads By Market (2007)Displayed and Effective Spreads By MarketWhy is the Accrual Anomaly Not Arbitraged Away? (2004)Why is the Accrual Anomaly No…Quantifying market order execution quality at the New York stock exchange (2003)Quantifying market order exec…Order Submission Strategies and Information: Empirical Evidence from the NYSE (2003)Order Submission Strategies a…A Theory of Intraday Patterns: Volume and Price Variability (1988)Inferring Trade Direction from Intraday Data (1991)Measuring the Information Content of Stock Trades (1991)What Pieces of Limit Order Book Information Matter in Explaining Order Choice by Patient and Impatient Traders? (2008)Overnight public information, order placement, and price discovery during the pre-opening period (2012)Posted versus effective spreads (1994)Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy (1996)A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks (1997)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Factors Affecting the Implementability of Stock Market Trading Strategies (2003)Limited Arbitrage between Equity and Credit Markets (2011)A Search for Rational Sources of Stock Return Anomalies: Evidence from India (2012)
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  • 2004Why is the Accrual Anomaly Not Arbitraged Away?46 cited
  • 2003Order Submission Strategies and Information: Empirical Evidence from the NYSE41 cited
  • 2003Quantifying market order execution quality at the New York stock exchange31 cited

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