jchau's library 66 articles Export

	A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market [My Copy] The Journal of Finance, Vol. 39, No. 4. (1984), pp. 1127-1139. by Richard Roll posted to insider-trading by jchau on 2008-10-01 01:56:45 as along with 1 person yanshanxiao
	Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? [My Copy] The Journal of Finance, Vol. 49, No. 5. (1994), pp. 1813-1840. by William G. Christie, Paul H. Schultz posted to insider-trading by jchau on 2008-10-01 01:47:35 as
	International Insider Dealing [My Copy] (21 January 2005) posted to insider-trading by jchau on 2008-10-01 01:29:49 as
	Financial Market Design and the Equity Premium: Electronic versus Floor Trading [My Copy] The Journal of Finance, Vol. 60, No. 6. (2005), pp. 2955-2985. by Pankaj K. Jain posted to insider-trading by jchau on 2008-10-01 01:23:34 as
	Private Information Trading and Corporate Governance in Emerging Markets [My Copy] working paper, New York University (2006) by O. Grishchenko, L. Litov, J. Mei posted to insider-trading by jchau on 2008-10-01 01:21:46 as
	Inside Trading and Incentives [My Copy] The Journal of Business, Vol. 57, No. 3. (1984), pp. 295-313. by Ronald A. Dye posted to insider-trading by jchau on 2008-10-01 01:13:05 as along with 1 person ltzehua
	Insiders, Outsiders, and Informational Advantages under the Federal Securities Laws [My Copy] Harvard Law Review, Vol. 93, No. 2. (1979), pp. 322-376. by Victor Brudney posted to no-tag by jchau on 2008-10-01 00:49:07 as along with 1 person ltzehua
	Insider Trading Legislation and Acquisition Announcements: Do Law Matter? [My Copy] working paper, University of Mannheim (2006) by A. Ackerman, E. Maug posted to insider-trading by jchau on 2008-10-01 00:40:22 as
	Transparency and Liquidity: A Comparison of Auction and Dealer Markets with Informed Trading [My Copy] The Journal of Finance, Vol. 51, No. 2. (1996), pp. 579-611. by Marco Pagano, Ailsa Roell posted to insider-trading by jchau on 2008-09-30 04:01:07 as along with 2 people and 1 group ltzehua gillesdaniel EntrepreneurialRisks
	Insider Trading in the OTC Market [My Copy] The Journal of Finance, Vol. 45, No. 4. (1990), pp. 1273-1284. by Ji C. Lin, John S. Howe posted to no-tag by jchau on 2008-09-30 03:51:41 as along with 3 people florali knguyen ltzehua
	Are Insider Trades Informative? [My Copy] The Review of Financial Studies, Vol. 14, No. 1. (2001), pp. 79-111. by Josef Lakonishok, Inmoo Lee posted to no-tag by jchau on 2008-09-30 03:50:20 as along with 2 people knguyen csbliu
	Detecting Information from Directors' Trades: Signal Definition and Variable Size Effects [My Copy] Journal of Business Finance & Accounting, Vol. 24, No. 3. (1997), pp. 309-342. by Alan Gregory, John Matatko, Ian Tonks posted to no-tag by jchau on 2008-09-30 03:48:30 as along with 1 person knguyen
	Bid, ask and transaction prices in a specialist market with heterogeneously informed traders [My Copy] Journal of Financial Economics, Vol. 14, No. 1. (March 1985), pp. 71-100. by Lawrence R. Glosten, Paul R. Milgrom posted to no-tag by jchau on 2008-09-30 03:46:58 as along with 5 people mdengler rjohari betting ltzehua lehalle
	Informed trading risk and bid-ask spread changes around open market stock repurchases in the NASDAQ market [My Copy] Journal of Financial Research (1995) by D. R. Franz, R. P. Rao, N. Tripathy posted to insider-trading by jchau on 2008-09-30 03:45:53 as
	The Reaction of Investors and Stock Prices to Insider Trading [My Copy] Journal of Finance, Vol. 47, No. 3. (July 1992), pp. 1031-1059. by B. Cornell, E. Sirri posted to no-tag by jchau on 2008-09-30 03:38:03 as along with 2 people tpoeppe aleduc
	Information Effects on the Bid-Ask Spread [My Copy] The Journal of Finance, Vol. 38, No. 5. (1983), pp. 1457-1469. by Thomas E. Copeland, Dan Galai posted to no-tag by jchau on 2008-09-30 03:35:57 as along with 1 person yanshanxiao
	Institutional trades and intraday stock price behavior [My Copy] Journal of Financial Economics, Vol. 33 (1993) by L. Chan, J. Lakonishok posted to insider-trading by jchau on 2008-09-29 06:03:55 as
	Managerial timing and corporate liquidity: : evidence from actual share repurchases [My Copy] Journal of Financial Economics (2001) by P. Brockman, D. Y. Chung posted to insider-trading by jchau on 2008-09-28 08:26:30 as
	An analysis of depth behavior in an electronic, order-driven environment [My Copy] Journal of Banking & Finance (1999) by P. Brockman, D. Y. Chung posted to insider-trading by jchau on 2008-09-28 07:57:22 as
	Inter- and intra-day liquidity patterns on the Stock Exchange of Hong Kong [My Copy] Journal of International Financial Markets, Institutions and Money (1998) by P. Brockman, D. Y. Chung posted to insider-trading by jchau on 2008-09-28 07:46:03 as
	Determinants of bid-asked spreads in the over-the-counter market [My Copy] Journal of Financial Economics (1974) by G. J. Benston, R. L. Hagerman posted to insider-trading by jchau on 2008-09-28 07:28:46 as
	Corporate payout policy: cash dividends versus open-market repurchases [My Copy] Journal of Financial Economics (1988) by M. Barclay, C. Smith posted to insider-trading by jchau on 2008-09-28 07:19:03 as
	Trading volume and different aspects of disagreement coincident with earnings announcements [My Copy] Accounting Review (1997) by L. S. Bamber, O. K. Barron, T. L. Stober posted to insider-trading by jchau on 2008-09-28 07:12:08 as
	Trading Mechanisms and Stock Returns: An Empirical Investigation [My Copy] The Journal of Finance, Vol. 42, No. 3. (1987), pp. 533-553. by Yakov Amihud, Haim Mendelson posted to insider-trading by jchau on 2008-09-28 07:04:29 as
	The intraday patterns of the spread and depth in a market without a market-maker: The Stock Exchange of Hong Kong [My Copy] Pacific-Basin Finance Journal (1999) by H. J. Ahn, Y. L. Cheung posted to insider-trading by jchau on 2008-09-28 06:52:38 as
	Sunshine Trading and Financial Market Equilibrium [My Copy] The Review of Financial Studies, Vol. 4, No. 3. (1991), pp. 443-481. by Anat R. Admati, Paul Pfleiderer posted to insider-trading by jchau on 2008-09-28 06:43:21 as
	Market Microstructure Theory [My Copy] (13 March 1998) by Maureen O'Hara posted to insider-trading by jchau on 2008-09-28 06:36:11 as along with 4 people lehalle RobHayward nmdang pjaiprak
	Mathematical Methods for Economic Theory 2 (Studies in Economic Theory) [My Copy] (23 November 1999) by James C. Moore posted to insider-trading by jchau on 2008-09-28 06:34:38 as
	Continuous Auctions and Insider Trading [My Copy] Econometrica, Vol. 53, No. 6. (1985), pp. 1315-1335. by Albert S. Kyle posted to insider-trading by jchau on 2008-09-28 06:30:34 as along with 3 people szhuk tpoeppe csbliu
	The Industrial Organization and Regulation of the Securities Industry (National Bureau of Economic Research Conference Report) [My Copy] (01 January 1996) by A. W. Lo posted to insider-trading by jchau on 2008-09-28 06:25:32 as
	Manipulation in market order models [My Copy] Journal of Financial Markets (2004 February) by A. Chakraborty, B. Yılmaz posted to insider-trading by jchau on 2008-09-28 06:12:15 as
	Market values, earnings' yields and stock returns : Evidence from Singapore [My Copy] Journal of Banking & Finance (1990 August) by K. A. Wong, M. S. Lye posted to insider-trading by jchau on 2008-09-28 04:11:17 as
	The Long-Run Performance of Initial Public Offerings [My Copy] The Journal of Finance, Vol. 46, No. 1. (1991), pp. 3-27. by Jay R. Ritter posted to insider-trading by jchau on 2008-09-28 03:58:06 as along with 1 person ncraig
	In Defense of Insider Trading [My Copy] Harvard Law Review (1966 December) by H. Manne posted to insider-trading by jchau on 2008-09-28 03:46:16 as
	The New Issues Puzzle [My Copy] The Journal of Finance, Vol. 50, No. 1. (1995), pp. 23-51. by Tim Loughran, Jay R. Ritter posted to insider-trading by jchau on 2008-09-28 03:38:28 as
	Performance following convertible bond issuance [My Copy] Journal of Corporate Finance (1998 June) by I. Lee, T. Loughran posted to insider-trading by jchau on 2008-09-28 03:34:44 as
	Market underreaction to open market share repurchases [My Copy] Journal of Financial Economics, Vol. 39, No. 2-3. ( 1995), pp. 181-208. by David Ikenberry, Josef Lakonishok, Theo Vermaelen posted to insider-trading by jchau on 2008-09-28 03:26:34 as along with 2 people myzor Westerkamp
	What Do Stock Splits Really Signal? [My Copy] The Journal of Financial and Quantitative Analysis, Vol. 31, No. 3. (1996), pp. 357-375. by David L. Ikenberry, Graeme Rankine, Earl K. Stice posted to insider-trading by jchau on 2008-09-28 03:25:18 as along with 1 person myzor
	Bubbles, Crashes, and Endogenous Expectations in Experimental Spot Asset Markets [My Copy] Econometrica, Vol. 56, No. 5. (1988), pp. 1119-1151. by Vernon L. Smith, Gerry L. Suchanek, Arlington W. Williams posted to insider-trading by jchau on 2008-09-28 03:09:21 as along with 2 people and 1 group ei gi0rgi0ne ComplexAdaptiveSystems
	Experimental Economics: Induced Value Theory [My Copy] The American Economic Review, Vol. 66, No. 2. (1976), pp. 274-279. by Vernon L. Smith posted to insider-trading by jchau on 2008-09-28 03:07:52 as
	Asset Valuation in an Experimental Market [My Copy] Econometrica, Vol. 50, No. 3. (1982), pp. 537-567. by Robert Forsythe, Thomas R. Palfrey, Charles R. Plott posted to insider-trading by jchau on 2008-09-27 08:19:33 as
	Price-conveyed Information versus Observed Insider Behavior: A Note on Rational Expectations Convergence [My Copy] The Journal of Political Economy, Vol. 93, No. 4. (1985), pp. 807-815. by Jeffrey S. Banks posted to insider-trading by jchau on 2008-09-27 08:11:16 as
	A Possible Explanation of the Small Firm Effect [My Copy] The Journal of Finance, Vol. 36, No. 4. (1981), pp. 879-888. by Richard Roll posted to insider-trading by jchau on 2008-09-27 06:31:36 as
	The relationship between securities' abnormal price movements and Wall Street Journal news [My Copy] Journal of Banking and Finance (1980 Sept) by D. Palmon, M. Schneller posted to insider-trading by jchau on 2008-09-27 06:26:43 as
	A Re-Examination of Market and Industry Factors in Stock Price Behavior [My Copy] The Journal of Finance, Vol. 28, No. 3. (1973), pp. 695-705. by Stephen L. Meyers posted to insider-trading by jchau on 2008-09-27 06:18:57 as
	Risk and return: The case of merging firms [My Copy] Journal of Financial Economics (1974 December) by G. Mandelker posted to insider-trading by jchau on 2008-09-27 06:14:14 as
	Untitled [My Copy] posted to insider-trading by jchau on 2008-09-27 06:10:31 as
	Market and Industry Factors in Stock Price Behavior [My Copy] The Journal of Business, Vol. 39, No. 1. (1966), pp. 139-190. by Benjamin F. King posted to insider-trading by jchau on 2008-09-27 06:00:10 as
	Special information and insider trading [My Copy] Journal of Business (1974 July) by J. F. Jaffe posted to insider-trading by jchau on 2008-09-27 05:51:16 as
	Special Information and Insider Trading [My Copy] Journal of Business (1974 July) by J. P. Jaffe posted to insider-trading by jchau on 2008-09-27 05:45:18 as

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jchau's library 66 articles Export

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