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Correlated order flow : pervasiveness, sources, and pricing effects
Harford, Jarrad; Kaul, Aditya - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10002698986
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A direct test of methods for inferring trade direction from intra-day data
Finucane, Thomas J. - In: Journal of financial and quantitative analysis : JFQA 35 (2000) 4, pp. 553-576
Persistent link: https://www.econbiz.de/10001540813
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Information shocks, liquidity shocks, jumps, and price discovery : evidence from the US treasury market
Jiang, George J.; Lo, Ingrid; Verdelhan, Adrien - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 2, pp. 527-551
Persistent link: https://www.econbiz.de/10009153191
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Short-sale constraints, differences of opinion, and overvaluation
Boehme, Rodney D.; Danielsen, Bartley R.; Sorescu, Sorin M. - In: Journal of financial and quantitative analysis : JFQA 41 (2006) 2, pp. 455-488
Persistent link: https://www.econbiz.de/10003331906
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Order consolidation, price efficiency, and extreme liquidity shocks
Barclay, Michael J.; Hendershott, Terrence; Jones, … - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 1, pp. 93-122
Persistent link: https://www.econbiz.de/10003692393
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Informed trading in the stock market and option-price discovery
Collin-Dufresne, Pierre; Fos, Vyacheslav; Muravyev, Dmitry - In: Journal of financial and quantitative analysis : JFQA 56 (2021) 6, pp. 1945-1984
Persistent link: https://www.econbiz.de/10012618498
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The impact of minimum trading units on stock value and price volatility
Hauser, Shmuel; Lauterbach, Beni - In: Journal of financial and quantitative analysis : JFQA 38 (2003) 3, pp. 575-589
Persistent link: https://www.econbiz.de/10001794043
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Big fish in small ponds : the trading behavior and price impact of foreign investors in Asian emerging equity markets
Richards, Anthony J. - In: Journal of financial and quantitative analysis : JFQA 40 (2005) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10002698746
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The performance of short-term institutional trades
Chakrabarty, Bidisha; Moulton, Pamela C.; Trzcinka, Charles - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1403-1428
Persistent link: https://www.econbiz.de/10011927920
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DRIPs and the dividend pay date effect
Berkman, Henk; Koch, Paul Douglas - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 4, pp. 1765-1795
Persistent link: https://www.econbiz.de/10011928408