search query: @journal_id 1678 / total: 40
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3.
Swimming against the tides: the case of Aeroflex move from NYSE to Nasdaq
Journal of Financial Markets
2001 : JUN, VOL. 4:3, p. 261-267
 2001 Kalay, A.
Portniaguina, E.
4.
"Teenies" anyone?
Journal of Financial Markets
2001 : JUN, VOL. 4:3, p. 231-260
 2001 Ronen, T.
Weaver, D. G.
5.
Market microstructure and securities values: evidence from the Paris Bourse
Journal of Financial Markets
2001 : JUN, VOL. 4:3, p. 209-229
 2001 Muscarella, C. J.
Piwowar, M. S.
6.
An experimental study of circuit breakers: the effects of mandated market closures and temporary halts on market behavior
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 185-208
 2001 Ackert, L.F.
Church, B.
Jayaraman, N.
7.
Volatility, autocorrelations, and trading activity after stock splits
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 163-184
 2001 Kamara, A.
Lynch Koski, J.
8.
Order handling rules, tick size, and the intraday pattern of bid-ask spreads for Nasdaq stocks
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 143-161
 2001 Chung, K.H.
Ness, R.A. van
9.
Predicting VNET: a model of the dynamics of market depth
Journal of Financial Markets
2001 : APR, VOL. 4:2, p. 113-142
 2001 Engle, R.F.
Lange, J.
10.
The potential for clientele pricing when making markets in financial securities
Journal of Financial Markets
2001 : JAN, VOL. 4:1, p. 85-112
 2001 Battalio, R.
Jennings, R.
Selway, J.
11.
A simple model of payment for order flow, internalization, and total trading cost
Journal of Financial Markets
2001 : JAN, VOL. 4:1, p. 33-71
 2001 Battalio, R.
Holden, C.W.
12.
Market liquidity and depth on two different electronic trading systems: a comparison of Bund futures trading on the APT and DTB
Journal of Financial Markets
2000 : NOV, VOL. 3:4, p. 389-402
 2000 Kappi, J.
Siivonen, R.
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