Which Witches Better? A Cross-Market Comparison of Extreme Liquidity Shocks-Reference-Cited by-同舟云学术

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Which Witches Better? A Cross-Market Comparison of Extreme Liquidity Shocks

Published:2003 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Barclay Michael J.,Hendershott Terrence,Jones Charles M.

Publisher

Elsevier BV

Reference49 articles.

1. A Theory of Intraday Patterns: Volume and Price Variability;A Admati;Review of Financial Studies,1988

2. Trading Mechanisms and Stock Returns: An Empirical Investigation;Y Amihud;Journal of Finance,1987

3. Volatility, Efficiency, and Trading -Evidence from the Japanese Stock Market;Y Amihud;Journal of Finance,1991

4. The Value of Trading Consolidation: Evidence from the Exercise of Warrants;Y Amihud;Journal of Financial and Quantitative Analysis,2003

5. Bid-Ask Spreads and the Avoidance of Odd-Eighth Quotes on Nasdaq: An Examination of Exchange Listings;M Barclay;Journal of Financial Economics,1997

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5. Liquidity and the Law of One Price: The Case of the Futures-Cash Basis;The Journal of Finance;2007-09-04

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