search query: @indexterm stock exchanges / total: 536
references: 108-117 / 536
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108.
Is the adverse selection component really higher on the NYSE/Amex than on the Nasdaq?
Journal of Business Finance and Accounting
2002 : JUN-JUL, VOL. 29:5-6, p. 807-824
 2002 Ness, B.F. Van
Ness, R.A. Van
Warr, R.S.
109.
The economic and statistical significance of spread forecasts: Evidence from the London Stock Exchange
Journal of Banking and Finance
2002 : APR, VOL. 26:4, p. 795-818
 2002 Taylor, N.
110.
How stock flippers affect IPO pricing and stabilization
Journal of Financial and Quantitative Analysis
2002 : JUN, VOL. 37:2, p. 319-340
 2002 Fishe, R. P. H.
111.
Short-run Returns around the Trades of Corporate Insiders on the London Stock Exchange
European Financial Management
2002 : MAR, VOL. 8:1, p. 7-30
 2002 Friederich, S.
112.
Risk aversion, transparency, and market performance
Journal of Finance
2002 : APR, VOL. 57:2, p. 959-984
 2002 Frutos, M.A. de
Manzano, C.
113.
Competition, market structure, and bid-ask spreads in stock option markets
Journal of Finance
2002 : APR, VOL. 57:2, p. 931-958
 2002 Mayhew, S.
114.
Liquidity provision and the organizational form of NYSE specialist firms
Journal of Finance
2002 : APR, VOL. 57:2, p. 841-869
 2002 Coughenour, J.F.
Deli, D.N.
115.
Liquidity provision and specialist trading in NYSE-listed non-U.S. stocks
Journal of Financial Economics
2002 : JAN, VOL. 63:1, p. 133-158
 2002 Bacidore, J.M.
Sofianos, G.
116.
Implications of a reduction in tick size on short-sell order execution
Journal of Financial Intermediation
2002 : JAN, VOL. 11:1, p. 37-60
 2002 Alexander, G.J.
Peterson, M.A.
117.
The impact of interim earnings announcements on the permanent price effects of trades on the Helsinki stock exchange
Journal of Multinational Financial Management
2002 : FEB, VOL. 12:1, p. 41-59
 2002 Vieru, M.
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