search query: @indexterm Financial market trading / total: 54
references: 13-22 / 54
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13.
Institutional trading and the turn-of-the-year effect
Journal of Financial Economics
2004 : NOV, VOL. 74:2, p. 343-366
 2004 Ng, L.
Wang, Q.
14.
Limited arbitrage and short sales restrictions: evidence from the options markets
Journal of Financial Economics
2004 : NOV, VOL. 74:2, p. 305-342
 2004 Ofek, E.
Richardson, M.
Whitelaw, R. F.
15.
Liquidity-based competition for order flow
Review of Financial Studies
2003 : SUMMER, VOL. 16:2, p. 301-343
 2003 Parlour, C. A.
Seppi, D. J.
16.
Clearly irrational financial market behavior: evidence from the early exercise of exchange traded stock options
Journal of Finance
2003 : FEB, VOL. 58:1, p. 37-70
 2003 Poteshman, A.M.
Serbin, V.
17.
Order imbalance, liquidity, and market returns
Journal of Financial Economics
2002 : JUL, VOL. 65:1, p. 111-130
 2002 Chordia, T.
Roll, R.
Subrahmanyam, A.
18.
The temporal pattern of trading rule returns and exchange rate intervention: intervention does not generate technical trading profits
Journal of International Economics
2002 : OCT, VOL. 58:1, p. 211-232
 2002 Neely, C. J.
19.
Euro awaits single financial market
Euromoney
2001 : DEC, 392, p. 76-83
 2001 Davison, C.
20.
Convergence trading with wealth effects: an amplification mechanism in financial markets
Journal of Financial Economics
2001 : NOV, VOL. 62:2, p. 247-292
 2001 Xiong, W.
21.
Empirical measures of liquidity - a new approach
Journal of asset management
2001 : JUN, VOL. 2:1, p. 75-83
 2001 Adams, R.
Williams, R.
Acar, E.
22.
Can profitable trading strategies be derived from investment best-sellers?
Journal of asset management
2001 : SEP, VOL. 2:2, p. 162-179
 2001 Brooks, C.
Chow, W.
Ward, C. W. R.
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