G14 - Information and Market Efficiency; Event Studies

Citations 1-10 of 14 total displayed.

Most recent content (1 Nov 2007):

Articles
Valuation in Over-the-Counter Markets

Darrell Duffie, Nicolae Gârleanu, and Lasse Heje Pedersen
Rev. Financ. Stud. 2007; 20: 1865-1900. [Abstract] [Full text] [PDF]  

Articles
Informed and Strategic Order Flow in the Bond Markets

Paolo Pasquariello and Clara Vega
Rev. Financ. Stud. 2007; 20: 1975-2019. [Abstract] [Full text] [PDF]  

Articles
Underpricing in the Corporate Bond Market

Nianyun (Kelly) Cai, Jean Helwege, and Arthur Warga
Rev. Financ. Stud. 2007; 20: 2021-2046. [Abstract] [Full text] [PDF]  

Past content (since Dec 2006):

Articles
Does Anonymity Matter in Electronic Limit Order Markets?

Thierry Foucault, Sophie Moinas, and Erik Theissen
Rev. Financ. Stud. 2007; 20: 1707-1747. [Abstract] [Full text] [PDF]  

Articles
Industry Information Diffusion and the Lead-lag Effect in Stock Returns

Kewei Hou
Rev. Financ. Stud. 2007; 20: 1113-1138. [Abstract] [Full text] [PDF]  

Articles
Walrasian Tâtonnement Auctions on the Tokyo Grain Exchange

James Eaves and Jeffrey Williams
Rev. Financ. Stud. 2007; 20: 1183-1218. [Abstract] [Full text] [PDF]  

Articles
Price Informativeness and Investment Sensitivity to Stock Price

Qi Chen, Itay Goldstein, and Wei Jiang
Rev. Financ. Stud. 2007; 20: 619-650. [Abstract] [Full text] [PDF]  

Articles
Tipping

Paul Irvine, Marc Lipson, and Andy Puckett
Rev. Financ. Stud. 2007; 20: 741-768. [Abstract] [Full text] [PDF]  

Articles
Option Market Activity

Josef Lakonishok, Inmoo Lee, Neil D. Pearson, and Allen M. Poteshman
Rev. Financ. Stud. 2007; 20: 813-857. [Abstract] [Full text] [PDF]  

Articles
Good Stewards, Cheap Talkers, or Family Men? The Impact of Mutual Fund Closures on Fund Managers, Flows, Fees, and Performance

Arturo Bris, Huseyin Gulen, Padma Kadiyala, and P. Raghavendra Rau
Rev. Financ. Stud. 2007; 20: 953-982. [Abstract] [Full text] [PDF]  

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