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Dealer markets under stress : the performance of NASDAQ market makers during the November 15, 1991, market break

Christie, William G. - In: Journal of financial services research : JFSR 13 (1998) 3, pp. 205-229

Persistent link: https://www.econbiz.de/10001250345

Trading methods and trading costs for agency mortgage-backed securities

Gao, Pengjie; Schultz, Paul H.; Song, Zhaogang - In: Journal of investment management : JOIM 16 (2018) 4, pp. 29-46

Persistent link: https://www.econbiz.de/10011961004

The development of secondary market liquidity for NYSE-listed IPOs

Corwin, Shane Anthony (contributor); … - 2002 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001661799

Order flow and liquidity around NYSE trading halts

Corwin, Shane Anthony; Lipson, Marc - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1771-1801

Persistent link: https://www.econbiz.de/10001505432

Order flow and liquidity around NYSE trading halts: discussion

Weaver, Daniel G. - In: The journal of finance : the journal of the American … 55 (2000) 4, pp. 1801-1805

Persistent link: https://www.econbiz.de/10001505433

Order flow and liquidity around NYSE trading halts

Corwin, Shane Anthony (contributor); … - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001572460

The development of secondary market liquidity for NYSE-listed IPOs

Corwin, Shane Anthony; Harris, Jeffrey H.; Lipson, Marc - In: The journal of finance : the journal of the American … 59 (2004) 5, pp. 2339-2373

Persistent link: https://www.econbiz.de/10002251559

Order characteristics and the sources of commonality in prices and liquidity

Corwin, Shane Anthony; Lipson, Marc - In: Journal of financial markets 14 (2011) 1, pp. 47-81

Persistent link: https://www.econbiz.de/10009267113

Unrecognized odd lot liquidity supply : a hidden trading cost for high priced stocks

Battalio, Robert H.; Corwin, Shane Anthony; Jennings, … - In: The journal of trading 12 (2017) 1, pp. 35-41

Persistent link: https://www.econbiz.de/10011699138

Liquidity in a Market for Unique Assets : Specified Pool and TBA Trading in the Mortgage Backed Securities Market

Gao, Pengjie - 2016

Agency mortgage-backed securities trade simultaneously in a market for specified pools (SPs) and in the to-be-announced (TBA) forward market. TBA trading creates liquidity by allowing thousands of different MBS to be traded in a handful of TBA contracts. SPs that are eligible to be traded as...

Persistent link: https://www.econbiz.de/10013002691