Citations ranking for series: Journal of Financial Markets / Elsevier

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Journal of Financial Markets / Elsevier

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990		0.08		0	0		0	0		0			0.04
1991		0.08		0	1		0	0		0			0.04
1992		0.08		0	0		0	0		0			0.04
1993		0.09		0	0		0	0		0			0.05
1994		0.1		0	0		0	0		0			0.04
1995		0.19		0	0		0	0		0			0.07
1996		0.23		0	0		0	0		0			0.09
1997		0.29		0	0		0	0		0			0.1
1998		0.29	13	13	7	0.54	338	0		0	4	0.31	0.11
1999	0.38	0.33	16	29	14	0.48	254	13	5	0	9	0.56	0.14
2000	0.62	0.42	15	44	32	0.73	356	29	18	22.2	7	0.47	0.16
2001	1.03	0.44	15	59	55	0.93	124	31	32	3.1	3	0.2	0.17
2002	0.93	0.44	19	78	74	0.95	555	30	28	3.6	7	0.37	0.19
2003	0.62	0.46	22	100	106	1.06	196	34	21	14.3	5	0.23	0.2
2004	0.8	0.53	17	117	134	1.15	254	41	33	6.1	18	1.06	0.22
2005	1.05	0.56	16	133	174	1.31	203	39	41	7.3	7	0.44	0.23
2006	1.12	0.53	18	151	207	1.37	114	33	37	8.1	4	0.22	0.22
2007	0.76	0.46	15	166	206	1.24	149	34	26	7.7	6	0.4	0.19
2008	0.79	0.49	17	183	256	1.4	86	33	26	0	2	0.12	0.21
2009	0.97	0.5	32	215	327	1.52	129	32	31	3.2	14	0.44	0.2
2010	0.71	0.46	20	235	328	1.4	61	49	35	14.3	10	0.5	0.16
2011	0.85	0.57	23	258	381	1.48	46	52	44	6.8	6	0.26	0.22
2012	0.65	0.66	12	270	392	1.45	5	43	28	3.6	3	0.25	0.26

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

Most cited documents in this series:

Year	Title	Cited
2002	Illiquidity and stock returns: cross-section and time-series effects. (2002). Amihud, Yakov . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:1:p:31-56. Full description at Econpapers \|\| Download paper	384
2000	Market microstructure: A survey. (2000). Madhavan, Ananth. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:205-258. Full description at Econpapers \|\| Download paper	163
1999	Order flow composition and trading costs in a dynamic limit order market1. (1999). foucault, thierry. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:2:p:99-134. Full description at Econpapers \|\| Download paper	117
1998	Liquidity and stock returns: An alternative test. (1998). Naik, Narayan Y. ; Datar, Vinay T. ; Radcliffe, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:203-219. Full description at Econpapers \|\| Download paper	104
1998	Optimal control of execution costs. (1998). Lo, Andrew ; Bertsimas, Dimitris . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:1:p:1-50. Full description at Econpapers \|\| Download paper	74
2004	Order aggressiveness in limit order book markets. (2004). Ranaldo, Angelo. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:1:p:53-74. Full description at Econpapers \|\| Download paper	70
2002	Price discovery and common factor models. (2002). Baillie, Richard ; Booth, Geoffrey G. ; Tse, Yiuman ; Zabotina, Tatyana. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:309-321. Full description at Econpapers \|\| Download paper	58
1998	Aggressiveness and survival of overconfident traders. (1998). Benos, Alexandros V.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:353-383. Full description at Econpapers \|\| Download paper	57
2000	Inferring investor behavior: Evidence from TORQ data. (2000). Lee, Charles ; Radhakrishna, Balkrishna. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:83-111. Full description at Econpapers \|\| Download paper	52
2004	Market liquidity as a sentiment indicator. (2004). Stein, Jeremy ; Baker, Malcolm. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:271-299. Full description at Econpapers \|\| Download paper	49
2003	Issues in assessing trade execution costs. (2003). Bessembinder, Hendrik. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:3:p:233-257. Full description at Econpapers \|\| Download paper	45
2005	Market microstructure: A survey of microfoundations, empirical results, and policy implications. (2005). Biais, Bruno ; Spatt, Chester ; GLOSTEN, Larry. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:2:p:217-264. Full description at Econpapers \|\| Download paper	42
1998	Financial analysts and information-based trade. (1998). Easley, David ; Paperman, Joseph ; O'Hara, Maureen . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:2:p:175-201. Full description at Econpapers \|\| Download paper	42
2002	Security price adjustment across exchanges: an investigation of common factor components for Dow stocks. (2002). McInish, Thomas ; deB. Harris, Frederick H., ; Wood, Robert A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:277-308. Full description at Econpapers \|\| Download paper	38
2001	On the survival of overconfident traders in a competitive securities market. (2001). Luo, Guo Ying ; Hirshleifer, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:4:y:2001:i:1:p:73-84. Full description at Econpapers \|\| Download paper	38
2005	Should securities markets be transparent?. (2005). Porter, David ; Madhavan, Ananth ; Weaver, Daniel . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:265-287. Full description at Econpapers \|\| Download paper	37
2004	Impacts of trades in an error-correction model of quote prices. (2004). Patton, Andrew ; Engle, Robert. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:1:p:1-25. Full description at Econpapers \|\| Download paper	37
2007	Measuring the resiliency of an electronic limit order book. (2007). Large, Jeremy. In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:1:p:1-25. Full description at Econpapers \|\| Download paper	35
2000	On the occurrence and consequences of inaccurate trade classification. (2000). Odders-White, Elizabeth R.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:3:p:259-286. Full description at Econpapers \|\| Download paper	35
2002	Some desiderata for the measurement of price discovery across markets. (2002). Lehmann, Bruce N.. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:259-276. Full description at Econpapers \|\| Download paper	34
1999	Intra-day market activity. (1999). Le Fol, Gaelle ; Jasiak, Joann ; gourieroux, christian. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:3:p:193-226. Full description at Econpapers \|\| Download paper	30
2005	International momentum strategies: a stochastic dominance approach. (2005). Wong, Wing-Keung ; Lean, Hooi ; Fong, Wai Mun . In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:1:p:89-109. Full description at Econpapers \|\| Download paper	28
2005	Duration, volume and volatility impact of trades. (2005). Manganelli, Simone. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:4:p:377-399. Full description at Econpapers \|\| Download paper	26
1998	Strategic trading, asymmetric information and heterogeneous prior beliefs. (1998). Wang, Albert F.. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:321-352. Full description at Econpapers \|\| Download paper	23
2007	Ownership level, ownership concentration and liquidity. (2007). Rubin, Amir . In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:3:p:219-248. Full description at Econpapers \|\| Download paper	23
2002	Measures of contributions to price discovery: a comparison. (2002). de Jong, Frank. In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:3:p:323-327. Full description at Econpapers \|\| Download paper	23
1999	The organization of financial exchange markets: Theory and evidence. (1999). Pirrong, Craig . In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:4:p:329-357. Full description at Econpapers \|\| Download paper	23
2008	Melting pot or salad bowl: Some evidence from U.S. investments abroad. (2008). Bhattacharya, Utpal ; Groznik, Peter. In: Journal of Financial Markets. RePEc:eee:finmar:v:11:y:2008:i:3:p:228-258. Full description at Econpapers \|\| Download paper	22
2000	The capital asset pricing model and the liquidity effect: A theoretical approach. (2000). Gottesman, Aron A. ; Jacoby, Gady ; Fowler, David J.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:1:p:69-81. Full description at Econpapers \|\| Download paper	22
2000	Stock returns and trading at the close. (2000). Madhavan, Ananth ; Cushing, David. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:1:p:45-67. Full description at Econpapers \|\| Download paper	21
2002	Intraday analysis of market integration: Dutch blue chips traded in Amsterdam and New York. (2002). Menkveld, Albert ; Hupperets, Erik C. J., . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:1:p:57-82. Full description at Econpapers \|\| Download paper	21
1999	The alpha factor asset pricing model: A parable. (1999). Simin, Timothy ; Sarkissian, Sergei ; Ferson, Wayne E.. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:1:p:49-68. Full description at Econpapers \|\| Download paper	21
2003	Quote setting and price formation in an order driven market. (2003). Tiwari, Ashish ; Schwartz, Robert ; Handa, Puneet. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:4:p:461-489. Full description at Econpapers \|\| Download paper	21
2007	The informativeness of domestic and foreign investors stock trades: Evidence from the perfectly segmented Chinese market. (2007). Menkveld, Albert ; Chan, Kalok ; Yang, Zhishu . In: Journal of Financial Markets. RePEc:eee:finmar:v:10:y:2007:i:4:p:391-415. Full description at Econpapers \|\| Download paper	20
1999	Market depth and order size1. (1999). Kempf, Alexander ; Korn, Olaf . In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:1:p:29-48. Full description at Econpapers \|\| Download paper	20
2000	The determinants of trading volume of high-yield corporate bonds. (2000). Edwards, Amy ; Alexander, Gordon ; Ferri, Michael G.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:177-204. Full description at Econpapers \|\| Download paper	20
2000	The trades of NYSE floor brokers. (2000). Sofianos, George ; Werner, Ingrid M.. In: Journal of Financial Markets. RePEc:eee:finmar:v:3:y:2000:i:2:p:139-176. Full description at Econpapers \|\| Download paper	19
2004	Trading strategies during circuit breakers and extreme market movements. (2004). Goldstein, Michael ; Kavajecz, Kenneth A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:7:y:2004:i:3:p:301-333. Full description at Econpapers \|\| Download paper	19
1998	Long-lived information and intraday patterns. (1998). Pedersen, Hal ; Back, Kerry . In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:3-4:p:385-402. Full description at Econpapers \|\| Download paper	19
2005	Empirical evidence on the evolution of liquidity: Choice of market versus limit orders by informed and uninformed traders. (2005). Chakravarty, Sugato ; Anand, Amber ; Martell, Terrence. In: Journal of Financial Markets. RePEc:eee:finmar:v:8:y:2005:i:3:p:288-308. Full description at Econpapers \|\| Download paper	17
2003	Reputation and interdealer trading: a microstructure analysis of the Treasury Bond market. (2003). Simonov, Andrei ; Massa, Massimo . In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:2:p:99-141. Full description at Econpapers \|\| Download paper	17
2003	Who makes markets. (2003). Schultz, Paul . In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:1:p:49-72. Full description at Econpapers \|\| Download paper	16
2002	Market architecture: limit-order books versus dealership markets. (2002). Viswanathan, S ; Wang, James J. D., . In: Journal of Financial Markets. RePEc:eee:finmar:v:5:y:2002:i:2:p:127-167. Full description at Econpapers \|\| Download paper	16
1998	Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities. (1998). Cao, Charles Q. ; Choe, Hyuk ; Ahn, Hee-Joon. In: Journal of Financial Markets. RePEc:eee:finmar:v:1:y:1998:i:1:p:51-87. Full description at Econpapers \|\| Download paper	16
2009	Do individual investors learn from their trading experience?. (2009). Peng, Liang ; Nicolosi, Gina ; Zhu, Ning . In: Journal of Financial Markets. RePEc:eee:finmar:v:12:y:2009:i:2:p:317-336. Full description at Econpapers \|\| Download paper	16
2003	Traders choice between limit and market orders: evidence from NYSE stocks. (2003). Jang, Hasung ; Park, Kyung Suh ; Bae, Kee-Hong . In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:4:p:517-538. Full description at Econpapers \|\| Download paper	16
2006	On the importance of timing specifications in market microstructure research. (2006). Wang, Jianxin ; Henker, Thomas . In: Journal of Financial Markets. RePEc:eee:finmar:v:9:y:2006:i:2:p:162-179. Full description at Econpapers \|\| Download paper	16
1999	Reputation and performance fee effects on portfolio choice by investment advisers1. (1999). Huddart, Steven. In: Journal of Financial Markets. RePEc:eee:finmar:v:2:y:1999:i:3:p:227-271. Full description at Econpapers \|\| Download paper	16
2008	The effect of price tests on trader behavior and market quality: An analysis of Reg SHO. (2008). Alexander, Gordon ; Peterson, Mark A.. In: Journal of Financial Markets. RePEc:eee:finmar:v:11:y:2008:i:1:p:84-111. Full description at Econpapers \|\| Download paper	16
2003	The Toronto Stock Exchange preopening session. (2003). Davies, Ryan. In: Journal of Financial Markets. RePEc:eee:finmar:v:6:y:2003:i:4:p:491-516. Full description at Econpapers \|\| Download paper	16

Citing documents used to compute impact factor 28:

Year	Title	See
2012	Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests. (2012). Holler, Julian ; Bessler, Wolfgang ; Kurmann, Philipp . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:26:y:2012:i:1:p:109-141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The role of designated market makers in the new trading landscape. (2012). Wetherilt, Anne ; Benos, Evangelos . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0091. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Understanding commonality in liquidity around the world. (2012). van Dijk, Mathijs ; Karolyi, Andrew G. ; Lee, Kuan-Hui . In: Journal of Financial Economics. RePEc:eee:jfinec:v:105:y:2012:i:1:p:82-112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session. (2012). Lescourret, Laurence. In: Post-Print. RePEc:hal:journl:hal-00772798. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-Fundamental Information and Market-Makers Behavior during the NASDAQ Preopening Session. (2012). Lescourret, Laurence. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-12012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Overnight public information, order placement, and price discovery during the pre-opening period. (2012). Nguyen, Huong ; Moshirian, Fariborz ; Pham, Peter Kien . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:10:p:2837-2851. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price discount, inventories and the distortion of WTI benchmark. (2012). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:117-124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	High-frequency trading behaviour and its impact on market quality: evidence from the UK equity market. (2012). . In: Bank of England working papers. RePEc:boe:boeewp:0469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Earnings announcements and attention constraints: The role of market design. (2012). Chakrabarty, Bidisha ; Moulton, Pamela C.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:53:y:2012:i:3:p:612-634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Impacts of Automation and High Frequency Trading on Market Quality. (2012). Castura, Jeff ; Litzenberger, Robert ; Gorelick, Richard . In: Annual Review of Financial Economics. RePEc:anr:refeco:v:4:y:2012:p:59-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Mutual fund flows, expected returns, and the real economy. (2012). Jank, Stephan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:11:p:3060-3070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	To buy or not to buy? The value of contradictory analyst signals. (2012). Kreutzmann, Daniel ; Kanne, Stefan ; Sievers, Soenke ; Klobucnik, Jan . In: Cologne Graduate School Working Paper Series. RePEc:cgr:cgsser:03-03. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock Market Tournaments. (2012). Ozdenoren, Emre ; Yuan, Kathy . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp706. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Evaluating the performance of global emerging markets equity exchange-traded funds. (2012). Blitz, David ; Huij, Joop . In: Emerging Markets Review. RePEc:eee:ememar:v:13:y:2012:i:2:p:149-158. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Central bank interventions and limit order behavior in the foreign exchange market. (2012). Yoshida, Yushi ; Susai, Masayuki . In: Discussion Papers. RePEc:kyu:dpaper:56. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IPO characteristics of index firms. (2012). Colak, Gonul . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:12:p:1134-1159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	An improved estimation method and empirical properties of the probability of informed trading. (2012). Zhang, Shaojun ; Yan, Yuxing. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:2:p:454-467. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Informed trading, information uncertainty, and price momentum. (2012). Zhao, Huainan ; Chen, Yifan . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2095-2109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price Discovery of Credit Spreads in Tranquil and Crisis Periods. (2012). Avino, Davide. In: MPRA Paper. RePEc:pra:mprapa:42847. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2012). Avino, Davide. In: MPRA Paper. RePEc:pra:mprapa:42848. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short sales, stealth trading, and the suspension of the uptick rule. (2012). Blau, Benjamin ; Brough, Tyler J.. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:1:p:38-48. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Institutional investment horizon and investmentâcash flow sensitivity. (2012). Attig, Najah ; Cleary, Sean ; El Ghoul, Sadok ; Guedhami, Omrane . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:4:p:1164-1180. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Price discount, inventories and the distortion of WTI benchmark. (2012). Kao, Chung-Wei ; Wan, Jer-Yuh . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:1:p:117-124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Where does Information Processing in a Fragmented Market Take Place? â Evidence from the Swiss Stock Market after MiFID. (2012). von Wyss, Rico ; Kohler, Alexander . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The information content of a limit order book: The case of an FX market. (2012). Salmon, Mark ; Kozhan, Roman . In: Journal of Financial Markets. RePEc:eee:finmar:v:15:y:2012:i:1:p:1-28. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A dynamic limit order market with fast and slow traders. (2012). Hoffmann, Peter . In: MPRA Paper. RePEc:pra:mprapa:39855. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Option trading: Information or differences of opinion?. (2012). Wei, Jason ; Choy, Siu Kai . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:8:p:2299-2322. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Supply of and Demand for Charitable Donations to Higher Education. (2012). Brown, Jeffrey R. ; Dimmock, Stephen G. ; Weisbenner, Scott . In: NBER Chapters. RePEc:nbr:nberch:12859. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Non-Fundamental Information and Market-Makers Behavior during the NASDAQ Preopening Session. (2012). Lescourret, Laurence. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-12012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	IPO characteristics of index firms. (2012). Colak, Gonul . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:12:p:1134-1159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Non-fundamental Information and Market-makers Behavior during the NASDAQ Preopening Session. (2012). Lescourret, Laurence. In: Post-Print. RePEc:hal:journl:hal-00772798. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Illiquidity Premia in the Equity Options Market. (2011). Christoffersen, Peter ; Jacobs, Kris ; Goyenko, Ruslan ; Karoui, Mehdi . In: CREATES Research Papers. RePEc:aah:create:2011-43. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Joint Dynamics of Equity Market Factors. (2011). Christoffersen, Peter ; Langlois, Hugues . In: CREATES Research Papers. RePEc:aah:create:2011-45. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Growth Enterprise Board Initial Public Offerings: Characteristics, Volatility and the Initialâday Performance. (2011). Guo, Haifeng ; Fung, HungGay . In: China & World Economy. RePEc:bla:chinae:v:19:y:2011:i:1:p:106-121. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Possible solutions to the forward bias paradox. (2011). Richard T., Baillie, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:21:y:2011:i:4:p:617-622. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Asset pricing in large information networks. (2011). Ozsoylev, Han ; Walden, Johan . In: Journal of Economic Theory. RePEc:eee:jetheo:v:146:y:2011:i:6:p:2252-2280. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Effect of Ownership Structure on Corporate Social Responsibility: Empirical Evidence from Korea. (2011). Martynov, Aleksey ; Chang, Young ; Oh, Won . In: Journal of Business Ethics. RePEc:kap:jbuset:v:104:y:2011:i:2:p:283-297. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Markets are efficient if and only if P = NP. (2010). Maymin, Philip . In: Papers. RePEc:arx:papers:1002.2284. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Limit-Order Submission Strategies under Asymmetric Information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3054. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Are all Credit Default Swap databases equal?. (2010). Mayordomo, Sergio ; Schwartz, Eduardo S. ; Juan Ignacio Peña Sanchez de Rivera, . In: Business Economics Working Papers. RePEc:cte:wbrepe:wb104621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Limit-order submission strategies under asymmetric information. (2010). Schmeling, Maik ; Osler, Carol ; Menkhoff, Lukas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:11:p:2665-2677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Trading activity and bid-ask spreads of individual equity options. (2010). Wei, Jason ; Zheng, Jinguo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:34:y:2010:i:12:p:2897-2916. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The market for certification by external parties: Evidence from underwriting and banking relationships. (2010). Duarte-Silva, Tiago . In: Journal of Financial Economics. RePEc:eee:jfinec:v:98:y:2010:i:3:p:568-582. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Trader see, trader do: How do (small) FX traders react to large counterparties trades?. (2010). Schmeling, Maik ; Menkhoff, Lukas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:29:y:2010:i:7:p:1283-1302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Risk of Sudden Depreciation of the Euro in the Sovereign Debt Crisis of 2009-2010. (2010). Hui, Cho-Hoi ; Chung, Tsz-Kin . In: Working Papers. RePEc:hkm:wpaper:252010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Asymmetric information, price discovery and macroeconomic announcements in FX market: do top trading banks know more?. (2010). Phylaktis, Kate ; Chen, Long. In: International Journal of Finance & Economics. RePEc:ijf:ijfiec:v:15:y:2010:i:3:p:228-246. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Are all Credit Default Swap Databases Equal?. (2010). Mayordomo, Sergio ; Schwartz, Eduardo S. ; Pea, Juan Ignacio . In: NBER Working Papers. RePEc:nbr:nberwo:16590. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Exchange Rate Management in Emerging Markets: Intervention via an Electronic Limit Order Book. (2009). Schmeling, Maik ; Menkhoff, Lukas ; Melvin, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2656. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity cycles and make/take fees in electronic markets. (2009). Kandel, Eugene ; foucault, thierry ; Kadan, Ohad . In: Les Cahiers de Recherche. RePEc:ebg:heccah:0920. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Buy and sell dynamics following high market returns: Evidence from China. (2009). Young, Martin ; Wu, Fei ; Choti, Udomsak Wong ; Wongchoti, Udomsak. In: International Review of Financial Analysis. RePEc:eee:finana:v:18:y:2009:i:1-2:p:12-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Exchange rate management in emerging markets: Intervention via an electronic limit order book. (2009). Schmeling, Maik ; Menkhoff, Lukas ; Melvin, Michael. In: Journal of International Economics. RePEc:eee:inecon:v:79:y:2009:i:1:p:54-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Foreign institutional ownership and stock market liquidity: Evidence from Indonesia. (2009). Wang, Jianxin ; Rhee, Ghon S.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:7:p:1312-1324. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Cross-section of option returns and volatility. (2009). Goyal, Amit ; Saretto, Alessio . In: Journal of Financial Economics. RePEc:eee:jfinec:v:94:y:2009:i:2:p:310-326. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Order aggressiveness of institutional and individual investors. (2009). Krishnamurti, Chandrasekhar ; Kalev, Petko S. ; Duong, Huu Nhan . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:17:y:2009:i:5:p:533-546. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Intraweek and intraday trade patterns and dynamics. (2009). Pham, Linh T. ; Kalev, Petko S.. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:17:y:2009:i:5:p:547-564. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Get Shorty? - Market Impact of the 2008-09 U.K. Short Selling Ban. (2009). Fors, Erik Rudow ; Hansson, Fredrik . In: Working Papers in Economics. RePEc:hhs:gunwpe:0365. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno. In: IDEI Working Papers. RePEc:ide:wpaper:20653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno. In: NBER Working Papers. RePEc:nbr:nberwo:15009. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Learning to Fail? Evidence from Frequent IPO Investors. (2009). Sherman, Ann ; Qian, Yiming ; Hirshleifer, David ; Chiang, Yao-Min . In: MPRA Paper. RePEc:pra:mprapa:16854. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno. In: TSE Working Papers. RePEc:tse:wpaper:21944. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Modelling and forecasting liquidity supply using semiparametric factor dynamics. (2009). Mihoci, Andrija ; HÃ¤rdle, Wolfgang ; Hautsch, Nikolaus ; Hardle, Wolfgang Karl . In: CFS Working Paper Series. RePEc:zbw:cfswop:200918. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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