haku: @journal_id 1385 / yhteensä: 458
viitteet: 25-34 / 458
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 otsikkovuositekijä
25.
Information precision, transaction costs, and trading volume
Journal of Banking and Finance
2004 : JUN, VOL. 28:6, p. 1207-1223
 2004 Barron, O.E.
Karpoff, J.M.
26.
The pricing of systematic liquidity risk: empirical evidence from the US stock market
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 157-178
 2004 Gibson, R.
Mougeot, N.
27.
Adverse selection costs, trading activity and price discovery in the NYSE: an empirical analysis
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 107-128
 2004 Pascual, R.
Escribano, A.
Tapia, M.
28.
Trading costs, investor recognition and market response: an analysis of firms that move from the Amex (Nasdaq) to Nasdaq (Amex)
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 63-83
 2004 Tse, Y.
Devos, E.
29.
Risk management, capital structure and lending at banks
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 19-43
 2004 Cebenoyan, A. S.
Strahan, P. E.
30.
Hedging with forwards and puts in complete and incomplete markets
Journal of Banking and Finance
2004 : JAN, VOL. 28:1, p. 1-17
 2004 Benninga, S. Z.
Oosterhof, C. M.
31.
Why markets should not necessarily reduce the tick size
Journal of Banking and Finance
2004 : FEB, VOL. 28:2, p. 373-398
 2004 Bourghelle, D.
Declerck, F.
32.
The propensity for local traders in futures markets to ride losses: Evidence of irrational or rational behavior?
Journal of Banking and Finance
2004 : FEB, VOL. 28:2, p. 353-372
 2004 Frino, A.
Johnstone, D.
Zheng, H.
33.
Risk management strategies for banks
Journal of Banking and Finance
2004 : FEB, VOL. 28:2, p. 331-352
 2004 Bauer, W.
Ryser, M.
34.
The integration of bank syndicated loan and junk bond markets
Journal of Banking and Finance
2004 : FEB, VOL. 28:2, p. 299-329
 2004 Thomas, H.
Wang, Z.
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