| Technical analysis and stock return predictability: An aligned approach |
10 |
| The microstructure of a US Treasury ECN: The BrokerTec platform |
10 |
| Good and bad volatility spillovers: An asymmetric connectedness |
9 |
| Market volatility and stock returns: The role of liquidity providers |
9 |
| The convergence and divergence of investors' opinions around earnings news: Evidence from a social network |
8 |
| Fast and slow informed trading |
7 |
| Intraday momentum in FX markets: Disentangling informed trading from liquidity provision |
6 |
| Make-take decisions under high-frequency trading competition |
6 |
| Who trades on momentum? |
5 |
| What options to trade and when: Evidence from seasoned equity offerings |
4 |
| How rigged are stock markets? Evidence from microsecond timestamps |
4 |
| Bid- and ask-side liquidity in the NYSE limit order book |
4 |
| Estimating beta: Forecast adjustments and the impact of stock characteristics for a broad cross-section |
4 |
| Forecasting the equity risk premium: The importance of regime-dependent evaluation |
4 |
| Does exposure to foreign competition affect stock liquidity? Evidence from industry-level import data |
4 |
| Funding constraints and liquidity in two-tiered OTC markets |
4 |
| Strategic trading with risk aversion and information flow |
3 |
| Journalist disagreement |
3 |
| Do leveraged ETFs really amplify late-day returns and volatility? |
3 |
| Cross-asset contagion in the financial crisis: A Bayesian time-varying parameter approach |
3 |
| A state-space modeling of the information content of trading volume |
3 |
| Do co-jumps impact correlations in currency markets? |
3 |
| Throttling hyperactive robots - Order-to-trade ratios at the Oslo Stock Exchange |
2 |
| Market anomalies and disaster risk: Evidence from extreme weather events |
2 |
| Do upgrades matter? Evidence from trading volume |
2 |
| When are extreme daily returns not lottery? At earnings announcements! |
2 |
| Extreme absolute strength of stocks and performance of momentum strategies |
2 |
| Cognitive reference points, institutional investors' bid prices, and IPO pricing: Evidence from IPO auctions in China |
2 |
| Corporate investment, short-term return reversal, and stock liquidity |
2 |
| Policy uncertainty and bank bailouts |
2 |
| A natural experiment for efficient markets: Information quality and influential agents |
2 |
| The curious case of negative volatility |
2 |
| Market frictions, investor sophistication, and persistence in mutual fund performance |
2 |
| The effects of conference call tones on market perceptions of value uncertainty |
1 |
| Liquidity might come at cost: The role of heterogeneous preferences |
1 |
| Financial sector bailouts, sovereign bailouts, and the transfer of credit risk |
1 |
| Higher-moment liquidity risks and the cross-section of stock returns |
1 |
| Politics and liquidity |
1 |
| How much do investors trade because of name/ticker confusion? |
1 |
| Jumps in option prices and their determinants: Real-time evidence from the E-mini S&P 500 options market |
1 |
| An analysis of over-the-counter and centralized stock lending markets |
1 |
| The long-term impact of sovereign wealth fund investments |
1 |
| The curious case of changes in trading dynamics: When firms switch from NYSE to NASDAQ |
1 |
| The maximum bid-ask spread |
1 |
| Evolution of historical prices in momentum investing |
0 |
| Inflation and equity mutual fund flows |
0 |
| The MAX effect: Lottery stocks with price limits and limits to arbitrage |
0 |
| The preholiday corporate announcement effect |
0 |
| Disposition sales and stock market liquidity |
0 |
| Implied volatility and investor beliefs in experimental asset markets |
0 |
