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~isPartOf:"The financial review : the official publication of the Eastern Finance Association"
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The financial review : the official publication of the Eastern Finance Association
Journal of financial markets
89
Journal of banking & finance
72
Journal of financial economics
59
Journal of econometrics
52
Quantitative finance
41
Pacific-Basin finance journal
40
Finance research letters
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International review of financial analysis
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Journal of empirical finance
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Market microstructure and liquidity
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The European journal of finance
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The review of financial studies
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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1
The determinants of limit order cancellations
Dahlström, Petter
;
Hagströmer, Björn
;
Nordén, Lars L.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 181-201
Persistent link: https://www.econbiz.de/10014483152
Saved in:
2
The papers I can't write
Schultz, Paul H.
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 5-8
Persistent link: https://www.econbiz.de/10014483128
Saved in:
3
Determinants of commodity market liquidity
Jain, Pankaj K.
;
Kayhan, Ayla
;
Onur, Esen
- In:
The financial review : the official publication of the …
59
(
2024
)
1
,
pp. 9-30
Persistent link: https://www.econbiz.de/10014483130
Saved in:
4
ETFs' two-sided trading costs and order imbalances
Lachance, Marie-Eve
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 273-294
Persistent link: https://www.econbiz.de/10013189509
Saved in:
5
Odd lot trades : the behavior, characteristics, and information content, over time
Johnson, Hardy
- In:
The financial review : the official publication of the …
49
(
2014
)
4
,
pp. 669-684
Persistent link: https://www.econbiz.de/10010461102
Saved in:
6
Why do traders split orders?
Garvey, Ryan
;
Huang, Tao
;
Wu, Fei
- In:
The financial review : the official publication of the …
52
(
2017
)
2
,
pp. 233-258
Persistent link: https://www.econbiz.de/10011690707
Saved in:
7
Does the probability of informed trading model fit empirical data?
Quan Gan
;
Wang Chun Wei
;
Johnstone, David
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 5-35
Persistent link: https://www.econbiz.de/10011656854
Saved in:
8
Are odd-lot orders informed?
Upson, James
;
Johnson, B. Hardy, IV
- In:
The financial review : the official publication of the …
52
(
2017
)
1
,
pp. 37-67
Persistent link: https://www.econbiz.de/10011656865
Saved in:
9
Algorithmic trading, liquidity, and price discovery : an intraday analysis of the SPI 200 futures
Viljoen, Tina
;
Westerholm, P. Joakim
;
Zheng, Hui
- In:
The financial review : the official publication of the …
49
(
2014
)
2
,
pp. 245-270
Persistent link: https://www.econbiz.de/10010363593
Saved in:
10
Order flows and stock returns : compensation for market makers with inventory concerns
Kang, Moonsoo
;
Lee, Bong-soo
- In:
The financial review : the official publication of the …
49
(
2014
)
3
,
pp. 511-538
Persistent link: https://www.econbiz.de/10010401376
Saved in:
11
Exit, survival, and competitive equilibrium in dealer markets
Chung, Kee H.
;
Chuwonganant, Chairat
- In:
The financial review : the official publication of the …
49
(
2014
)
3
,
pp. 435-460
Persistent link: https://www.econbiz.de/10010401381
Saved in:
12
Limit order book and commonality in liquidity
Kang, Wenjin
;
Zhang, Huiping
- In:
The financial review : the official publication of the …
48
(
2013
)
1
,
pp. 97-122
Persistent link: https://www.econbiz.de/10009717663
Saved in:
13
Anonymity, stealth trading, and the information content of broker identity
Frino, Alex
;
Johnstone, David
;
Zheng, Hui
- In:
The financial review : the official publication of the …
45
(
2010
)
3
,
pp. 501-522
Persistent link: https://www.econbiz.de/10009374253
Saved in:
14
Block trade price asymmetry and changes in depth : evidence from the Australian Stock Exchange
Anderson, Hamish D.
;
Cooper, Sapphire
;
Prevost, Andrew K.
- In:
The financial review : the official publication of the …
41
(
2006
)
2
,
pp. 247-271
Persistent link: https://www.econbiz.de/10003327460
Saved in:
15
Inferring public and private information from trades and quotes
Frijns, Bart
- In:
The financial review : the official publication of the …
41
(
2006
)
1
,
pp. 95-117
Persistent link: https://www.econbiz.de/10003274783
Saved in:
16
Specialist risk attitudes and the bid-ask spread
Prucyk, Brian
- In:
The financial review : the official publication of the …
40
(
2005
)
2
,
pp. 223-255
Persistent link: https://www.econbiz.de/10002806933
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17
Trade duration : information and trade disposition
Locke, Peter R.
;
Onayev, Zhan
- In:
The financial review : the official publication of the …
40
(
2005
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10002590165
Saved in:
18
Adverse-selection costs and the probability of information-based trading
Chung, Kee H.
;
Li, Mingsheng
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 257-272
Persistent link: https://www.econbiz.de/10001794880
Saved in:
19
Trade imbalances and inventory effects in long-term S&P 500 index options
Bharadwaj, Anu
;
Wiggins, James B.
- In:
The financial review : the official publication of the …
38
(
2003
)
2
,
pp. 293-309
Persistent link: https://www.econbiz.de/10001794884
Saved in:
20
Market microstructure empirical regularities : behavior of the bid-ask spread and closing prices
Branch, Ben Shirley
- In:
The financial review : the official publication of the …
30
(
1995
)
3
,
pp. 541-565
Persistent link: https://www.econbiz.de/10001190095
Saved in:
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