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INDEX FUTURES, PROGRAM TRADING, AND STOCK-MARKET PROCEDURES
被引:7
作者
:
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,FINANCE,NASHVILLE,TN 37240
VANDERBILT UNIV,FINANCE,NASHVILLE,TN 37240
STOLL, HR
[
1
]
机构
:
[1]
VANDERBILT UNIV,FINANCE,NASHVILLE,TN 37240
来源
:
JOURNAL OF FUTURES MARKETS
|
1988年
/ 8卷
/ 04期
关键词
:
D O I
:
10.1002/fut.3990080402
中图分类号
:
F8 [财政、金融];
学科分类号
:
0202 ;
摘要
:
引用
收藏
页码:391 / 412
页数:22
相关论文
共 15 条
[1]
AMIHUD Y, 1987, J FINANC, V42, P533
[2]
INFORMATION EFFECTS ON THE BID-ASK SPREAD
COPELAND, TE
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
COPELAND, TE
GALAI, D
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
GALAI, D
[J].
JOURNAL OF FINANCE,
1983,
38
(05)
: 1457
-
1469
[3]
BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLOSTEN, LR
MILGROM, PR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MILGROM, PR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
: 71
-
100
[4]
OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
HO, T
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
STOLL, HR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 47
-
73
[5]
THE TRADING DECISION AND MARKET CLEARING UNDER TRANSACTION PRICE UNCERTAINTY
HO, TSY
论文数:
0
引用数:
0
h-index:
0
机构:
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
HO, TSY
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
WHITCOMB, DK
[J].
JOURNAL OF FINANCE,
1985,
40
(01)
: 21
-
42
[6]
THE EFFECT OF LARGE BLOCK TRANSACTIONS ON SECURITY PRICES - A CROSS-SECTIONAL ANALYSIS
HOLTHAUSEN, RW
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HOLTHAUSEN, RW
LEFTWICH, RW
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
LEFTWICH, RW
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
MAYERS, D
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1987,
19
(02)
: 237
-
267
[7]
A SIMPLE IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD IN AN EFFICIENT MARKET
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF FINANCE,
1984,
39
(04)
: 1127
-
1139
[8]
STOLL H, 1987, PORTFOLIO TRADING
[9]
STOLL H, 1986, 19863 MONOGRAPH SERI
[10]
Stoll H. R., 1985, MARKET MAKING CHANGI
←
1
2
→
共 15 条
[1]
AMIHUD Y, 1987, J FINANC, V42, P533
[2]
INFORMATION EFFECTS ON THE BID-ASK SPREAD
COPELAND, TE
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
COPELAND, TE
GALAI, D
论文数:
0
引用数:
0
h-index:
0
机构:
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
HEBREW UNIV JERUSALEM,JERUSALEM,ISRAEL
GALAI, D
[J].
JOURNAL OF FINANCE,
1983,
38
(05)
: 1457
-
1469
[3]
BID, ASK AND TRANSACTION PRICES IN A SPECIALIST MARKET WITH HETEROGENEOUSLY INFORMED TRADERS
GLOSTEN, LR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
GLOSTEN, LR
MILGROM, PR
论文数:
0
引用数:
0
h-index:
0
机构:
UNIV CHICAGO,CHICAGO,IL 60637
MILGROM, PR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1985,
14
(01)
: 71
-
100
[4]
OPTIMAL DEALER PRICING UNDER TRANSACTIONS AND RETURN UNCERTAINTY
HO, T
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
HO, T
STOLL, HR
论文数:
0
引用数:
0
h-index:
0
机构:
VANDERBILT UNIV,NASHVILLE,TN 37240
VANDERBILT UNIV,NASHVILLE,TN 37240
STOLL, HR
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1981,
9
(01)
: 47
-
73
[5]
THE TRADING DECISION AND MARKET CLEARING UNDER TRANSACTION PRICE UNCERTAINTY
HO, TSY
论文数:
0
引用数:
0
h-index:
0
机构:
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
HO, TSY
SCHWARTZ, RA
论文数:
0
引用数:
0
h-index:
0
机构:
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
SCHWARTZ, RA
WHITCOMB, DK
论文数:
0
引用数:
0
h-index:
0
机构:
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
RUTGERS STATE UNIV,GRAD SCH MANAGEMENT,NEW BRUNSWICK,NJ 08903
WHITCOMB, DK
[J].
JOURNAL OF FINANCE,
1985,
40
(01)
: 21
-
42
[6]
THE EFFECT OF LARGE BLOCK TRANSACTIONS ON SECURITY PRICES - A CROSS-SECTIONAL ANALYSIS
HOLTHAUSEN, RW
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
HOLTHAUSEN, RW
LEFTWICH, RW
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
LEFTWICH, RW
MAYERS, D
论文数:
0
引用数:
0
h-index:
0
机构:
OHIO STATE UNIV,COLUMBUS,OH 43210
OHIO STATE UNIV,COLUMBUS,OH 43210
MAYERS, D
[J].
JOURNAL OF FINANCIAL ECONOMICS,
1987,
19
(02)
: 237
-
267
[7]
A SIMPLE IMPLICIT MEASURE OF THE EFFECTIVE BID-ASK SPREAD IN AN EFFICIENT MARKET
ROLL, R
论文数:
0
引用数:
0
h-index:
0
ROLL, R
[J].
JOURNAL OF FINANCE,
1984,
39
(04)
: 1127
-
1139
[8]
STOLL H, 1987, PORTFOLIO TRADING
[9]
STOLL H, 1986, 19863 MONOGRAPH SERI
[10]
Stoll H. R., 1985, MARKET MAKING CHANGI
←
1
2
→