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Stock splits, tick size, and sponsorship

Schultz, Paul H. - In: The journal of finance : the journal of the American … 55 (2000) 1, pp. 429-450

Persistent link: https://www.econbiz.de/10001497004

Corporate bond trading costs : a peek behind the curtain

Schultz, Paul H. - In: The journal of finance : the journal of the American … 56 (2001) 2, pp. 677-698

Persistent link: https://www.econbiz.de/10001604129

Regulatory and legal pressures and the costs of Nasdaq trading

Schultz, Paul H. - In: The review of financial studies 13 (2000) 4, pp. 917-957

Persistent link: https://www.econbiz.de/10001525318

Rational cross-sectional differences in market efficiency : evidence from mutual fund returns

Schultz, Paul H. - In: Journal of financial and quantitative analysis : JFQA 45 (2010) 4, pp. 847-881

Persistent link: https://www.econbiz.de/10008758094

Trading Methods and Trading Costs for Agency Mortgage Backed Securities

Gao, Pengjie - 2018

Investors can trade individual agency mortgage-backed securities as specified pools (SPs), or trade them through TBA forward contracts. Sellers in the TBA market deliver the cheapest possible pool that fulfills the contracts, so they are traded on a cheapest to deliver basis. More valuable...

Persistent link: https://www.econbiz.de/10012917828

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

Effects of market reform on the trading costs and depths of Nasdaq stocks

Barclay, Michael J.; Christie, William G.; Harris, … - In: The journal of finance : the journal of the American … 54 (1999) 1, pp. 1-34

Persistent link: https://www.econbiz.de/10001355195