search query: @journal_id 1678 / total: 40
references: 11-20 / 40
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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.
13.
Investor risk evaluation in the determination of management incentives in the mutual fund industry
Journal of Financial Markets
2000 : NOV, VOL. 3:4, p. 365-388
 2000 Berkowitz, M.
Kotowitz, Y.
14.
Market structure, informational efficiency and liquidity: an experimental comparison of auction and dealer markets
Journal of Financial Markets
2000 : NOV, VOL. 3:4, p. 333-364
 2000 Theissen, E.
15.
on the endogeneity of trading arrangements
Journal of Financial Markets
2000 : AUG, VOL. 3:3, p. 287-314
 2000 Kirilenko, A. A.
16.
On the occurence and consequences of inaccurate trade classification
Journal of Financial Markets
2000 : AUG, VOL. 3:3, p. 259-286
 2000 Odders-White, E. R.
17.
Market microstructure: a survey
Journal of Financial Markets
2000 : AUG, VOL. 3:3, p. 205-258
 2000 Madhavan, A.
18.
The trades of NYSE floor brokers
Journal of Financial Markets
2000 : MAY, VOL. 3:2, p. 139-176
 2000 Sofianos, G.
Werner, I.M.
19.
Underreactions, overreactions and moderated confidence
Journal of Financial Markets
2000 : MAY, VOL. 3:2, p. 113-137
 2000 Bloomfield, R.
Libby, R.
Nelson, M.W.
20.
Inferring investor behavior: Evidence from TORQ data
Journal of Financial Markets
2000 : MAY, VOL. 3:2, p. 83-111
 2000 Lee, C.M.C.
Radhakrishna, B.
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