search query: @journal_id 1678 / total: 40
references: 7-16 / 40
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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.
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.
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