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Execution Costs of Institutional Equity Orders. (1999). Jones, Charles M. ; Lipson, Marc L..
In: Journal of Financial Intermediation.
RePEc:eee:jfinin:v:8:y:1999:i:3:p:123-140.

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Cited: 25

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  1. Broker colocation and the execution costs of customer and proprietary orders. (2022). Westheide, Christian ; Scharnowski, Stefan ; Sagade, Satchit.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:366.

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  2. Making cents of tick sizes: The effect of the 2016 U.S. SEC tick size pilot on limit order book liquidity. (2019). Roseman, Brian S ; Griffith, Todd G.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:101:y:2019:i:c:p:104-121.

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  3. Wave function method to forecast foreign currencies exchange rates at ultra high frequency electronic trading in foreign currencies exchange markets. (2015). Ledenyov, Dimitri.
    In: MPRA Paper.
    RePEc:pra:mprapa:67470.

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  4. Asymmetric decrease in liquidity trading before earnings announcements and the announcement return premium. (2015). Levi, Shai ; Zhang, Xiao-Jun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:118:y:2015:i:2:p:383-398.

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  5. Indexing and Stock Price Efficiency. (2015). Qin, Nan ; Singal, Vijay .
    In: Financial Management.
    RePEc:bla:finmgt:v:44:y:2015:i:4:p:875-904.

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  6. Optimal trading execution with nonlinear market impact: an alternative solution method. (2011). Zagaglia, Paolo ; Marzo, Massimiliano ; Massmiliano, Marzo ; Paolo, Zagaglia ; Daniele, Ritelli .
    In: MPRA Paper.
    RePEc:pra:mprapa:35393.

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  7. Order characteristics and the sources of commonality in prices and liquidity. (2011). Lipson, Marc L. ; Corwin, Shane A..
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:14:y:2011:i:1:p:47-81.

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  8. Optimal Trading Execution with Nonlinear Market Impact: An Alternative Solution Method. (2011). Zagaglia, Paolo ; Marzo, Massimiliano ; Ritelli, D..
    In: Working Papers.
    RePEc:bol:bodewp:wp797.

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  9. Measures of implicit trading costs and buy-sell asymmetry. (2009). Hu, Gang.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:12:y:2009:i:3:p:418-437.

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  10. Cubes to quads: The move of QQQ from AMEX to NASDAQ. (2007). Broom, Kevin D. ; Van Ness, Robert A. ; Warr, Richard S..
    In: Journal of Economics and Business.
    RePEc:eee:jebusi:v:59:y:2007:i:6:p:520-535.

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  11. Further analysis of the liquidity and information components of institutional orders: Active versus passive funds. (2006). Gallagher, Kevin ; Frino, Alex ; Oetomo, Teddy N..
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:14:y:2006:i:5:p:439-452.

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  12. Equity trading by institutional investors: To cross or not to cross?. (2006). Ødegaard, Bernt ; Næs, Randi ; Naes, Randi .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:2:p:79-99.

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  13. Market structure, fragmentation, and market quality. (2006). Wei, LI ; Bennett, Paul .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:9:y:2006:i:1:p:49-78.

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  14. Did decimalization hurt institutional investors?. (2005). Chakravarty, Sugato ; Wood, Robert A. ; Panchapagesan, Venkatesh .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:8:y:2005:i:4:p:400-420.

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  15. Optimal execution with nonlinear impact functions and trading-enhanced risk. (2003). Almgren, Robert F..
    In: Applied Mathematical Finance.
    RePEc:taf:apmtfi:v:10:y:2003:i:1:p:1-18.

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  16. How is Macro News Transmitted to Exchange Rates?. (2003). Lyons, Richard ; Evans, Martin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:9433.

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  17. Equity trading by institutional investors: Evidence on order submission strategies. (2003). Skjeltorp, Johannes ; Næs, Randi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:27:y:2003:i:9:p:1779-1817.

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  18. Market microstructure and corporate finance. (2003). Lipson, Marc L..
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:9:y:2003:i:4:p:377-384.

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  19. The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse. (2002). Hau, Harald.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:3651.

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  20. Sixteenths: direct evidence on institutional execution costs. (2001). Jones Charles M., ; Lipson Marc L., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:2:p:253-278.

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  21. Aggregate price effects of institutional trading: a study of mutual fund flow and market returns. (2001). Edelen Roger M., ; Warner Jerold B., .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:59:y:2001:i:2:p:195-220.

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  22. Teenies anyone?. (2001). Weaver, Daniel G. ; Ronen, Tavy .
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:4:y:2001:i:3:p:231-260.

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  23. Transaction-cost Expenditures and the Relative Performance of Mutual Funds. (1999). Kadlec, Gregory B. ; Edelen, Roger M. ; John M. R. Chalmers, .
    In: Center for Financial Institutions Working Papers.
    RePEc:wop:pennin:00-02.

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  24. Mutual fund trading costs. (1999). Kadlec, Gregory B. ; Edelen, Roger M. ; John M. R. Chalmers, .
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:27-99.

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  25. Aggregate Prixe Effects of Institutional Trading: A Study of Mutual Fund Flow and Market Returns. (1999). WARNER, JEROLD B. ; Edelen, Roger M..
    In: Rodney L. White Center for Financial Research Working Papers.
    RePEc:fth:pennfi:26-99.

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  2. Which firms benefit from market making?. (2020). Kutsuna, Kenji ; Kim, Thomas S ; Chung, Peter Y ; Smith, Richard L.
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  3. Post earnings announcement drift, liquidity and zero leverage firms: Evidence from the UK stock market. (2020). Gregoriou, Andros ; Zhang, Sijia.
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  4. The dispersion anomaly and analyst recommendations. (2018). Papakroni, Jorida.
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  5. Are the stock markets “rigged”? An empirical analysis of regulatory change. (2018). Diamond, Stephen F ; Kuan, Jennifer W.
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  7. The Bid-Ask Spread in the Danish Stock Market: Evidence from the 1990s. (2016). Voetmann, Torben.
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  9. Informed trading, institutional trading, and spread. (2015). Dey, Malay ; Radhakrishna, B..
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  10. Information asymmetry and accounting restatement: NYSE-AMEX and NASDAQ evidence. (2014). Puri, Tribhuvan ; Nguyen, Duong.
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  17. Information in short selling: Comparing Nasdaq and the NYSE. (2011). Blau, Benjamin ; Van Ness, Robert A..
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  18. Using matched samples to test for differences in trade execution costs. (2009). Davies, Ryan ; Kim, Sang Soo .
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  19. Competition between Exchanges: Euronext versus Xetra. (2009). Theissen, Erik ; Kasch-Haroutounian, Maria .
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  21. INSIDER TRADING, REGULATION, AND THE COMPONENTS OF THE BID-ASK SPREAD. (2008). Tourani-Rad, Alireza ; Gilbert, Aaron ; Frijns, Bart.
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  39. Execution Costs of Institutional Equity Orders. (1999). Jones, Charles M. ; Lipson, Marc L..
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  43. BID-ASK SPREAD COMPONENTS IN AN ORDER-DRIVEN ENVIRONMENT. (1999). Chung, Dennis Y. ; Brockman, Paul.
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  44. Modelling bid-ask spreads in competitive dealership markets. (1998). Lai, H N ; Koopman, S. J. M., .
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  45. Modelling bid-ask spreads in competitive dealership markets. (1998). Koopman, Siem Jan ; Lai, H. N. ; Koopman, S. J. M., .
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  46. Fragmentation, competition, and limit orders: New evidence from interday spreads. (1998). Porter, David C. ; Thatcher, John G..
    In: The Quarterly Review of Economics and Finance.
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  47. External information costs and the adverse selection problem: A comparison of NASDAQ and NYSE stocks. (1998). Sanger, Gary C. ; Lin, Ji-Chai ; Booth, Geoffrey G..
    In: International Review of Financial Analysis.
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  49. A survey of evidence on domestic and international stock exchange listings with implications for markets and managers. (1996). Haushalter, David ; McConnell, John J. ; Dybevik, Heidi J. ; Lie, Erik.
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  50. PERFORMANCE OF STOLLs SPREAD COMPONENT ESTIMATOR: EVIDENCE FROM SIMULATIONS, TIME-SERIES, AND CROSS-SECTIONAL DATA. (1996). Masson, Jean ; Brooks, Raymond .
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