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Period of time: 2004年3期
Publisher: Elsevier
Founded in: 1998
Total resources: 4
ISSN: 1386-4181
Subject: F2 Economic Planning and Management
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Journal of Financial Markets,volume 6,issue 3
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What we measure in execution cost measurement
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
Issues in assessing trade execution costs
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
Evaluation of the biases in execution cost estimation using trade and quote data
By Peterson M., Sirri E. in (2003)
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
Quantifying market order execution quality at the New York stock exchange
By Bacidore J., Ross K., Sofianos G. in (2003)
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
NYSE order flow, spreads, and information
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange
By Bacidore J., Battalio R.H., Jennings R.H. in (2003)
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
Intra-industry momentum: the case of REITs
By Chui A.C.W., Titman S., Wei K.C.J. in (2003)
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.![](/images/ico/ico5.png)
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The liquidity effects of revisions to the S&P 500 index: an empirical analysis
By Hegde S.P., McDermott J.B. in (2003)
Journal of Financial Markets,volume 6,issue 3 , Vol. 6, Iss. 3, 2003-05 , pp.