search query: @indexterm Financial market trading / total: 54
references: 38-47 / 54
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38.
Haltendauen von DAX-Futures-Positionen und die Konzentration auf den Nearby-Kontrakt
Zeitschrift für Betriebswirtschaft
1998 : ERGÄNZUNGSHEFT 2/98, p. 55-74
 1998 Bamberg, G.
Dorfleitner, G.
39.
The trading profits of SOES bandits.
Journal of Financial Economics
1998 : OCT, VOL. 50: 1, 39-62
 1998 Harris, J. H.
Schultz, P. H.
40.
Does order preferencing matter?
Journal of Financial Economics
1998 : OCT, VOL. 50: 1, p. 3-37
 1998 Bloomfield, R.
O'Hara, M.
41.
An anatomy of trading strategies.
Review of Financial Studies
1998 : FALL, VOL. 11:3, p. 489-519
 1998 Conrad, J.
Kaul, G.
42.
Link Your Company's Hedging to Raising Your Stock Price
European Management Journal
1998 : VOL. 16:1, p. 63-69
 1998 Rao, A.
Edmunds, J.
43.
An empirical analysis of NYSE specialist trading.
Journal of Financial Economics
1998 : MAY, VOL. 48:2, p. 189-210
 1998 Madhavan, A.
Sofianos, G.
44.
A cross-exchange comparison of execution costs and information flow for NYSE-listed stocks.
Journal of Financial Economics
1997 : DEC, VOL. 46:3, p. 293-319
 1997 Bessembinder, H.
Kaufman, H. M.
45.
The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change
Journal of Financial Economics
1997 : JUL, VOL. 45:1, p. 135-166
 1997 Harris, J. H.
Schultz, P. H.
46.
Do institutions receive comparable execution in the NYSE and Nasdaq markets? A transaction study of block trades
Journal of Financial Economics
1997 : JUL, VOL. 45:1, p. 97-134
 1997 LaPlante, M.
Muscarella, C. J.
47.
Public information quality with monopolistic sellers
Games and Economic Behavior
1996 : OCT, VOL. 16:2, p. 261-279
 1996 Sarath, B.
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