Similar Search Results

A comprehensive test of order choice theory : recent evidence from the NYSE

Ellul, Andrew; Holden, Craig W.; Jain, Pankaj S.; … - 2003

Persistent link: https://www.econbiz.de/10001934927

A simple model of payment for order flow, internalization, and total trading cost

Battalio, Robert H.; Holden, Craig W. - In: Journal of financial markets 4 (2001) 1, pp. 33-71

Persistent link: https://www.econbiz.de/10001539061

Penny wise, dollar foolish : buy-sell imbalances on and around round numbers

Bhattacharya, Utpal; Holden, Craig W.; Jacobsen, Stacey - In: Management science : journal of the Institute for … 58 (2012) 2, pp. 413-431

Persistent link: https://www.econbiz.de/10009512142

Penny Wise, Dollar Foolish : Buy-Sell Imbalances On and Around Round Numbers

Bhattacharya, Utpal - 2017

This paper provides evidence that stock traders focus on round numbers as cognitive reference points for value. Using a random sample of more than 100 million stock transactions, we find excess buying (selling) by liquidity demanders at all price points one penny below (above) round numbers....

Persistent link: https://www.econbiz.de/10012976654

What is the impact of introducing a parallel OTC market? : theory and evidence from the chinese interbank FX market

Holden, Craig W.; Lu, Dong; Lugovskyy, Volodymyr; … - In: Journal of financial economics 140 (2021) 1, pp. 270-291

Persistent link: https://www.econbiz.de/10013188697

Investibility and return volatility in emerging equity markets

Chan, Kalok; Bae, Kee-hong; Ng, Angela - 2002

Persistent link: https://www.econbiz.de/10001671320

Do behavioral biases affect order aggressiveness?

Bian, Jiangze; Chan, Kalok; Shi, Donghui; Zhou, Hao - In: Review of finance : journal of the European Finance … 22 (2018) 3, pp. 1121-1151

Persistent link: https://www.econbiz.de/10012005276

Why investors do not buy cheaper securities : evidence from a natural experiment

Chan, Kalok; Wang, Baolian; Yang, Zhishu - In: Journal of banking & finance 101 (2019), pp. 59-76

Persistent link: https://www.econbiz.de/10012162623

Cross-border equity flows and information transmission : evidence from Chinese stock markets

Bian, Jiangze; Chan, Kalok; Han, Bing; Shi, Donghui - In: Journal of international financial markets, … 84 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014333700

The informational role of cross-border trading : evidence from the intraday price discovery in China

Chan, Kalok; Lu, Yuan - In: International review of finance : the official journal … 25 (2025) 1, pp. 1-30

Persistent link: https://www.econbiz.de/10015334615