24
H index
27
i10 index
3326
Citations
University of California-Berkeley | 24 H index 27 i10 index 3326 Citations RESEARCH PRODUCTION: 33 Articles 37 Papers 1 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ananth Madhavan. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
---|---|
Journal of Finance | 7 |
The Review of Financial Studies | 6 |
Journal of Financial Economics | 4 |
Journal of Financial Markets | 3 |
Journal of Financial and Quantitative Analysis | 2 |
Journal of Food Distribution Research | 2 |
Journal of Financial Intermediation | 2 |
Year ![]() | Title of citing document ![]() |
---|---|
2024 | Financial Market Development and the Microstructure of Corporate Bond Markets in Africa: A Survey. (2024). Ojah, Kalu ; Oluoch, Wycliffe. In: The African Finance Journal. RePEc:afj:journl:v:26:y:2024:i:1:p:1-33. Full description at Econpapers || Download paper |
2024 | Frequency-Dependent Higher Moment Risks. (2021). BarunÃk, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264. Full description at Econpapers || Download paper |
2024 | Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets. (2023). Deng, QI. In: Papers. RePEc:arx:papers:2306.15807. Full description at Econpapers || Download paper |
2024 | Modeling liquidity in corporate bond markets: applications to price adjustments. (2023). Gu, Olivier ; Bergault, Philippe. In: Papers. RePEc:arx:papers:2309.04216. Full description at Econpapers || Download paper |
2024 | The Costs of Swapping on the Uniswap Protocol. (2023). Wan, Xin ; Markovich, Sarit ; Chan, Benjamin Y ; Adams, Austin. In: Papers. RePEc:arx:papers:2309.13648. Full description at Econpapers || Download paper |
2024 | Deep Limit Order Book Forecasting. (2024). Aste, Tomaso ; Bartolucci, Silvia ; Briola, Antonio. In: Papers. RePEc:arx:papers:2403.09267. Full description at Econpapers || Download paper |
2024 | Clearing time randomization and transaction fees for auction market design. (2024). Xu, Tianrui ; Mastrolia, Thibaut. In: Papers. RePEc:arx:papers:2405.09764. Full description at Econpapers || Download paper |
2024 | INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent. (2024). He, Yueru ; Deng, Zhiyang ; Suchow, Jordan W ; Javaji, Shashidhar Reddy ; Xie, Qianqian ; Yu, Yangyang ; Peng, Xueqing ; Cao, Yupeng ; Qian, Lingfei ; Li, Haohang ; Huang, Jimin ; Xiong, Guojun ; Subbalakshmi, Koduvayur ; Zhu, Zining ; Jiang, Yuechen. In: Papers. RePEc:arx:papers:2412.18174. Full description at Econpapers || Download paper |
2025 | Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies. (2025). Sunyaev, Ali ; Kannengiesser, Niclas ; Kirste, Daniel ; Drossos, Thanos. In: Papers. RePEc:arx:papers:2501.07828. Full description at Econpapers || Download paper |
2025 | Improving volatility forecasts of the Nikkei 225 stock index using a realized EGARCH model with realized and realized range-based volatilities. (2025). Chang, Yaming. In: Papers. RePEc:arx:papers:2502.02695. Full description at Econpapers || Download paper |
2025 | Intraday order transition dynamics in high, medium, and low market cap stocks: A Markov chain approach. (2025). Luwang, S R ; Petroni, F ; Nurujjaman, MD ; Rai, A. In: Papers. RePEc:arx:papers:2502.07625. Full description at Econpapers || Download paper |
2025 | Looking into informal currency markets as Limit Order Books: impact of market makers. (2025). Figal, Alejandro Garc'Ia ; Mulet, Roberto ; Castellanos, Alejandro Lage. In: Papers. RePEc:arx:papers:2503.03858. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
2024 | Financial Education or Incentivizing Learning-By-Doing? Evidence from an RCT with Undergraduate Students. (2024). Kaiser, Tim ; Oberrauch, Luis. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000698. Full description at Econpapers || Download paper |
2024 | Stock exchange oversight and investor quotes: Evidence from initial public offering comment letters in China. (2024). Leng, Zhou ; Wu, Yujun ; Tsang, Albert ; Yu, Xiaohong. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:5:s0890838924001008. Full description at Econpapers || Download paper |
2024 | Market segments and pricing of fine wines over their lifecycle. (2024). Masset, Philippe. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002724. Full description at Econpapers || Download paper |
2024 | Nonparametric estimation for high-frequency data incorporating trading information. (2024). Wang, Jiandong ; Hu, Jie ; Cui, Wenhao. In: Journal of Econometrics. RePEc:eee:econom:v:240:y:2024:i:1:s0304407624000368. Full description at Econpapers || Download paper |
2024 | Mutual fund tournaments: State-dependent risk taking with transaction costs. (2024). Luo, Ronghua ; Wang, Liang ; Zhao, LU. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000141. Full description at Econpapers || Download paper |
2024 | Inverted vs maker-taker routing choice and trader information. (2024). Qin, Yaohua ; Garvey, Ryan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000653. Full description at Econpapers || Download paper |
2024 | Asymmetric post earnings announcement drift and order flow imbalance: The impact on stock market returns. (2024). Wu, HE ; Gregoriou, Andros ; Zhang, Sijia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002485. Full description at Econpapers || Download paper |
2024 | State-dependent intra-day volatility pattern and its impact on price jump detection - Evidence from international equity indices. (2024). Tsai, Ping Chen ; Wang, Chou Wen ; Eom, Cheoljun. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003442. Full description at Econpapers || Download paper |
2024 | Can you keep a secret? The dissemination of false rumors and the evolution of bubbles in perceived predatory trading games. (2024). Muck, Matthias ; Herzing, Tobias J. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005246. Full description at Econpapers || Download paper |
2024 | Mandatory CSR disclosure and stock liquidity: Evidence from Chinese listed firms. (2024). Ling, Yishu ; Wu, Huilin ; Xue, Shuyu ; Lu, YE. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011893. Full description at Econpapers || Download paper |
2024 | Excess return and tracking errors of Chinese ETFs. (2024). Yuan, Zhiqi ; Liang, Hengyue ; Hu, Dongmei. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008882. Full description at Econpapers || Download paper |
2024 | A bibliometric review of Market Microstructure literature: Current status, development, and future directions. (2024). Thomas, Sony ; Chalissery, Meera Davi ; Krishnan, Anand. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s1544612324011164. Full description at Econpapers || Download paper |
2024 | The icing on the cake: ESG effect on the quality factor portfolios. (2024). Wu, Hsueh-Ling ; Lu, Chia-Wu ; Su, Yu-Hsuan. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324013333. Full description at Econpapers || Download paper |
2024 | Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016. Full description at Econpapers || Download paper |
2024 | Disentangling the supply and announcement effects of open market operations. (2024). Bulusu, Narayan. In: Journal of Financial Markets. RePEc:eee:finmar:v:67:y:2024:i:c:s1386418123000691. Full description at Econpapers || Download paper |
2024 | Margin trading, short selling, and information asymmetry. (2024). Zhang, Yeqing ; Xu, Minggang. In: Journal of Financial Markets. RePEc:eee:finmar:v:70:y:2024:i:c:s1386418124000442. Full description at Econpapers || Download paper |
2024 | Volatile safe-haven asset: Evidence from Bitcoin. (2024). Yae, James ; Tian, George Zhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706. Full description at Econpapers || Download paper |
2024 | Changes in shares outstanding and country stock returns around the world. (2024). Zaremba, Adam ; Chiah, Mardy ; Long, Huaigang ; Umar, Zaghum. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001518. Full description at Econpapers || Download paper |
2024 | Asymmetric trading restriction and return comovement. (2024). Yang, Lihua ; Zhu, Hongbing ; Zhang, Bing. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:94:y:2024:i:c:s1042443124000891. Full description at Econpapers || Download paper |
2024 | Managing decision fatigue: Evidence from analysts’ earnings forecasts. (2024). Jiao, Yawen. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:77:y:2024:i:1:s0165410123000393. Full description at Econpapers || Download paper |
2024 | Cross-country determinants of market efficiency: A technical analysis perspective. (2024). Jacobsen, Ben ; Fang, Jiali. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:169:y:2024:i:c:s0378426624002115. Full description at Econpapers || Download paper |
2024 | Uncertainty about what is in the price. (2024). peress, joel ; Schmidt, Daniel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:161:y:2024:i:c:s0304405x24001387. Full description at Econpapers || Download paper |
2024 | Misreaction, hedging pressure, and its effect on the futures market. (2024). Yuan, Shu-Fang ; Chen, Chin-Ho. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001902. Full description at Econpapers || Download paper |
2024 | Comparative analysis of profits from Bitcoin and its derivatives using artificial intelligence for hedge. (2024). Liu, Shan ; Che, Jianhua ; Zhu, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:654:y:2024:i:c:s037843712400668x. Full description at Econpapers || Download paper |
2024 | Dynamic spillovers in higher moments and jumps across ETFs and economic and financial uncertainty factors in the context of successive shocks. (2024). Selmi, Refk ; Mensi, Walid ; Alomari, Mohammed ; Kang, Sang Hoon ; Ko, Hee-Un. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:210-228. Full description at Econpapers || Download paper |
2024 | Transparency in the equity market: Evidence from a natural experiment. (2024). Serrano, Alejandro ; Chiou, Wan-Jiun Paul. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1348-1368. Full description at Econpapers || Download paper |
2024 | Technology and automation in financial trading: A bibliometric review. (2024). Cumming, Douglas ; Care, Rosella. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002642. Full description at Econpapers || Download paper |
2024 | What drives sustainable investing? Adoption determinants of sustainable investing exchange-traded funds in Europe. (2024). Lechman, Ewa ; Marszk, Adam. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:69:y:2024:i:c:p:63-82. Full description at Econpapers || Download paper |
2025 | Sequential Search for Corporate Bonds. (2025). Lester, Benjamin ; Kargar, Mahyar ; Plante, Sbastien ; Weill, Pierre-Olivier. In: Working Papers. RePEc:fip:fedpwp:99648. Full description at Econpapers || Download paper |
2025 | Examining Market Quality on the Egyptian Exchange (EGX): An Intraday Liquidity Analysis. (2025). Samak, Nagwa ; Rushdy, Ahmed. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:32-:d:1567350. Full description at Econpapers || Download paper |
2024 | The anatomy of government bond yields synchronization in the Eurozone. (2024). Barbieri, Claudio ; Napoletano, Mauro ; Guerini, Mattia. In: Post-Print. RePEc:hal:journl:hal-04530954. Full description at Econpapers || Download paper |
2024 | Financial markets anomalies: a research review from the perspective of rational and irrational arguments. (2024). Benslimane, Ismail ; Benjelloun, Sanae ; Oubal, Khadija ; Sifouh, Nabil ; Hniche, Omar ; Elotmani, Yassire. In: Post-Print. RePEc:hal:journl:hal-04936820. Full description at Econpapers || Download paper |
2024 | Digital Interventions to Increase Financial Knowledge: Evidence from a Pilot RCT. (2024). Kaiser, Tim ; Oberrauch, Luis. In: IZA Discussion Papers. RePEc:iza:izadps:dp16811. Full description at Econpapers || Download paper |
2024 | Public access to in-house meeting reports and stock liquidity: evidence from China. (2024). Zhang, Hanyu ; Ding, Rong ; Zhou, Hang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:62:y:2024:i:4:d:10.1007_s11156-023-01237-1. Full description at Econpapers || Download paper |
2024 | Financial markets value skillful forecasts of seasonal climate. (2024). Kapnick, Sarah ; Lemoine, Derek. In: Nature Communications. RePEc:nat:natcom:v:15:y:2024:i:1:d:10.1038_s41467-024-48420-z. Full description at Econpapers || Download paper |
2024 | The Value of Corporate Bond Listing. (2024). Gullett, Nell S ; Cole, Brittany M. In: MPRA Paper. RePEc:pra:mprapa:120601. Full description at Econpapers || Download paper |
2024 | Predicting ETF liquidity. (2024). Visaltanachoti, Nuttawat ; Nguyen, Nhut H ; Marshall, Ben R ; Pham, Son D. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:3:p:478-508. Full description at Econpapers || Download paper |
2024 | A Stackelberg order execution game. (2024). Du, Donglei ; Han, Qiaoming ; Dong, Yinhong ; Xu, Dachuan ; Ren, Jianfeng. In: Annals of Operations Research. RePEc:spr:annopr:v:336:y:2024:i:1:d:10.1007_s10479-022-05120-5. Full description at Econpapers || Download paper |
2024 | Features of different asset types and extreme risk transmission during the COVID-19 crisis. (2024). Tsai, I-Chun. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00510-5. Full description at Econpapers || Download paper |
2024 | To Subsidize Or Not to Subsidize: A Comparison of Market Scoring Rules and Continuous Double Auctions for Price Discovery. (2024). Dimitrov, Stanko ; Karimi, Majid. In: Information Systems Frontiers. RePEc:spr:infosf:v:26:y:2024:i:2:d:10.1007_s10796-023-10384-8. Full description at Econpapers || Download paper |
2024 | Essays on asset liquidity and investment funds. (2024). Dekker, Lennart. In: Other publications TiSEM. RePEc:tiu:tiutis:5fc9bf77-84e7-4a36-9e3a-1798e435d435. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
---|---|---|---|
2018 | Exchange-Traded Funds 101 for Economists In: Journal of Economic Perspectives. [Full Text][Citation analysis] | article | 49 |
2018 | Exchange Traded Funds 101 For Economists.(2018) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
2018 | Exchange Traded Funds 101 For Economists.(2018) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 49 | paper | |
1986 | ASSESSING THE COSTS OF MANDATORY BEVERAGE CONTAINER DEPOSIT LEGISLATION In: Journal of Food Distribution Research. [Full Text][Citation analysis] | article | 0 |
1985 | COMPETITION IN BEVERAGE DISTRIBUTION: THE ROLE OF STATE REGULATION In: Journal of Food Distribution Research. [Full Text][Citation analysis] | article | 0 |
2014 | Exchange-Traded Funds: An Overview of Institutions, Trading, and Impacts In: Annual Review of Financial Economics. [Full Text][Citation analysis] | article | 3 |
1994 | Price Continuity Rules and Insider Trading. In: Working papers. [Citation analysis] | paper | 10 |
1995 | Price Continuity Rules and Insider Trading.(1995) In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
1992 | Price Continuity Rules and Insider Trading..(1992) In: RCER Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2001 | Liquidity, Volatility and Equity Trading Costs Across Countries and Over Time In: International Finance. [Full Text][Citation analysis] | article | 133 |
2000 | Liquidity, Volatility, and Equity Trading Costs Across Countries and Over Time.(2000) In: William Davidson Institute Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 133 | paper | |
1992 | Trading Mechanisms in Securities Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 240 |
1990 | Trading Mechanisms in Securities Markets.(1990) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 240 | paper | |
1993 | An Analysis of Changes in Specialist Inventories and Quotations. In: Journal of Finance. [Full Text][Citation analysis] | article | 152 |
1997 | Competition and Collusion in Dealer Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 75 |
1997 | Market Segmentation and Stock Prices: Evidence from an Emerging Market. In: Journal of Finance. [Full Text][Citation analysis] | article | 117 |
2000 | The Relation between Stock Market Movements and NYSE Seat Prices In: Journal of Finance. [Full Text][Citation analysis] | article | 11 |
2001 | Discussion In: Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2015 | Click or Call? Auction versus Search in the Over-the-Counter Market In: Journal of Finance. [Full Text][Citation analysis] | article | 71 |
1991 | Insider Trading and the Value of the Firm. In: Journal of Industrial Economics. [Full Text][Citation analysis] | article | 6 |
1988 | INSIDER TRADING AND THE VALUE OF THE FIRM.(1988) In: Cornell - Department of Economics. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2001 | Pre-Trade Transparency In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 1 |
2023 | IS INDEX CONCENTRATION AN INEVITABLE CONSEQUENCE OF MARKET-CAPITALIZATION WEIGHTING? In: Department of Economics, Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
1998 | Country and Currency Risk Premia in an Emerging Market In: Journal of Financial and Quantitative Analysis. [Full Text][Citation analysis] | article | 33 |
1997 | Country and Currency Risk Premia in an Emerging Market.(1997) In: IPR working papers. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2000 | Stock returns and trading at the close In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 68 |
2000 | Market microstructure: A survey In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 401 |
2005 | Should securities markets be transparent? In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 98 |
1991 | A Bayesian model of intraday specialist pricing In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 156 |
2002 | A Bayesian Model of Intraday Specialist Pricing.(2002) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
1991 | A Baysian Model of Intraday Specialist Pricing..(1991) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
1991 | A Baysian Model of Intraday Specialist Pricing..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 156 | paper | |
1995 | Anatomy of the trading process Empirical evidence on the behavior of institutional traders In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 178 |
1997 | Transactions costs and investment style: an inter-exchange analysis of institutional equity trades In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 208 |
1998 | An empirical analysis of NYSE specialist trading In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 91 |
1992 | Intertemporal price discovery by market makers: Active versus passive learning In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 19 |
1990 | INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
1990 | INTERTEMPORAL PRICE DISCOVERY BY MARKET MAKERS: ACTIVE VERSUS PASSIVE LEARNING..(1990) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
1996 | Security Prices and Market Transparency In: Journal of Financial Intermediation. [Full Text][Citation analysis] | article | 64 |
1991 | Security Prices and Market Transparency..(1991) In: Weiss Center Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 64 | paper | |
1988 | COOPERATION OR RETALIATION: AN EMPIRICAL ANALYSIS OF CARTELIZATION In: Cornell - Department of Economics. [Citation analysis] | paper | 0 |
1996 | Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks In: New York University, Leonard N. Stern School Finance Department Working Paper Seires. [Citation analysis] | paper | 407 |
1994 | Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks.(1994) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 407 | paper | |
1997 | Why Do Security Prices Change? A Transaction-Level Analysis of NYSE Stocks..(1997) In: The Review of Financial Studies. [Citation analysis] This paper has nother version. Agregated cites: 407 | article | |
2001 | Security Prices and Market Transparency (Revision of 12-90) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1991 | Security Prices and Market Transparency..(1991) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
1998 | The Information Contained in Stock Exchange Seat Prices In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
1998 | The Information Contained in Stock Exchange Seat Prices.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
1998 | The Cost of Institutional Equity Trades: An Overview In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 80 |
1998 | The Cost of Institutional Equity Trades.(1998) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 80 | paper | |
1995 | Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 7 |
1995 | Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revision of 26-94).(1995) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
1994 | The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects (Revision of 21-92) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
1990 | Security Prices and Market Transparency (Revised: 1-92) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1994 | Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders (Revision of 18-93) (Reprint 045) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1993 | Anatomy of Trading Process: Empirical Evidence on the Behavior of Institutioanl Traders. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1992 | Price Experimentation and Security Market Structure. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 47 |
1993 | Price Experimentation and Security Market Structure..(1993) In: The Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 47 | article | |
1992 | The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 0 |
1992 | An Analysis of Daily Changes in Specialist Inventories and Quotations In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 6 |
1994 | Execution Costs and Investment Performance: An Empirical Analysis of Institutional Equity Trades (Revised: 9-95) In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
1988 | Risky Business: The Clearance and Settlement of Financial Transactions In: Rodney L. White Center for Financial Research Working Papers. [Citation analysis] | paper | 1 |
1997 | In Search of Liquidity: Block Trades in the Upstairs and Downstairs Markets. In: The Review of Financial Studies. [Citation analysis] | article | 112 |
2000 | Price Discovery in Auction Markets: A Look Inside the Black Box. In: The Review of Financial Studies. [Citation analysis] | article | 96 |
1995 | Consolidation, Fragmentation, and the Disclosure of Trading Information. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 137 |
1996 | The Upstairs Market for Large-Block Transactions: Analysis and Measurement of Price Effects. In: The Review of Financial Studies. [Full Text][Citation analysis] | article | 207 |
2016 | Exchange-Traded Funds and the New Dynamics of Investing In: OUP Catalogue. [Citation analysis] | book | 30 |
1991 | Dynamic Insider Trading. In: RCER Working Papers. [Citation analysis] | paper | 0 |
1992 | Information Aggregation and Strategic Trading in Speculative Markets. In: RCER Working Papers. [Citation analysis] | paper | 0 |
1994 | Book Reviews In: International Studies. [Full Text][Citation analysis] | article | 0 |
1994 | Cooperation for Monopolization? An Empirical Analysis of Cartelization. In: The Review of Economics and Statistics. [Full Text][Citation analysis] | article | 7 |
2006 | Electronic Limit Order Books and Market Resiliency: Theory, Evidence, and Practice In: World Scientific Book Chapters. [Full Text][Citation analysis] | chapter | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team