Similar Search Results

Market microstructure and securities values: Evidence from the Tel Aviv Stock Exchange

Amihud, Yakov; Mendelson, Haim; Lauterbach, Beni - In: Journal of Financial Economics 45 (1997) 3, pp. 365-390

Persistent link: https://www.econbiz.de/10005362594

Relative Price Dispersion and Economic Shocks: An Inventory-Adjustment Approach.

Amihud, Yakov; Mendelson, Haim - In: Journal of Money, Credit and Banking 14 (1982) 3, pp. 390-98

Persistent link: https://www.econbiz.de/10005530301

Trading mechanisms and value-discovery: Cross-national evidence and policy implications

Amihud, Yakov; Mendelson, Haim - In: Carnegie-Rochester Conference Series on Public Policy 34 (1991) 1, pp. 105-130

Persistent link: https://www.econbiz.de/10005430811

Market microstructure and price discovery on the Tokyo Stock Exchange

Amihud, Yakov; Mendelson, Haim - In: Japan and the World Economy 1 (1989) 4, pp. 341-370

Persistent link: https://www.econbiz.de/10005445322

Dealership market : Market-making with inventory

Amihud, Yakov; Mendelson, Haim - In: Journal of Financial Economics 8 (1980) 1, pp. 31-53

Persistent link: https://www.econbiz.de/10005376753

Stock and Bond Liquidity and its Effect on Prices and Financial Policies

Amihud, Yakov; Mendelson, Haim - In: Financial Markets and Portfolio Management 20 (2006) 1, pp. 19-32

Persistent link: https://www.econbiz.de/10005722930

Volatility, Efficiency, and Trading: Evidence from the Japanese Stock Market.

Amihud, Yakov; Mendelson, Haim - In: Journal of Finance 46 (1991) 5, pp. 1765-89

The authors study the joint effect of the trading mechanism and the time at which transactions take place on the behavior of stock returns using data from Japan. The Tokyo Stock Exchange employs a periodic clearing procedure twice a day, at the opening of both the morning and the afternoon...

Persistent link: https://www.econbiz.de/10005214110

The output-inflation relationship : An inventory-adjustment approach

Amihud, Yakov; Mendelson, Haim - In: Journal of Monetary Economics 9 (1982) 2, pp. 163-184

Persistent link: https://www.econbiz.de/10005131796

Multiperiod sales-production decisions under uncertainty

Amihud, Yakov; Mendelson, Haim - In: Journal of Economic Dynamics and Control 5 (1983) 1, pp. 249-265

Persistent link: https://www.econbiz.de/10005229408

Price Smoothing and Inventory.

Amihud, Yakov; Mendelson, Haim - In: Review of Economic Studies 50 (1983) 1, pp. 87-98

Persistent link: https://www.econbiz.de/10005167878