The law and economics of best execution

JR Macey, M O'hara - Journal of Financial Intermediation, 1997‏ - Elsevier
This paper reviews and analyzes the legal and economic aspects of the duty of best
execution. Although a well-established principle of securities trading, we show that the dual …

Institutional holdings and analysts' stock recommendations

X Chen, Q Cheng - Journal of Accounting, Auditing & …, 2006‏ - journals.sagepub.com
Prior studies document that institutional investors outperform the market. We investigate
whether this superior performance is partly derived from institutional investors' use of sell …

Corporate policies restricting trading by insiders

JC Bettis, JL Coles, ML Lemmon - Journal of financial economics, 2000‏ - Elsevier
This paper examines policies and procedures put in place by corporations to regulate
trading in the stock by the firm's own insiders. Over 92% of our sample companies have their …

Time and the price impact of a trade

A Dufour, RF Engle - The Journal of Finance, 2000‏ - Wiley Online Library
We use Hasbrouck's (1991) vector autoregressive model for prices and trades to empirically
test and assess the role played by the waiting time between consecutive transactions in the …

Market microstructure: A survey of microfoundations, empirical results, and policy implications

B Biais, L Glosten, C Spatt - Journal of Financial Markets, 2005‏ - Elsevier
We survey the literature analyzing the price formation and trading process, and the
consequences of market organization for price discovery and welfare. We offer a synthesis …

[كتاب][B] Institutional investors

EP Davis, B Steil - 2004‏ - books.google.com
One of the most important recent developments in financial markets is the institutionalization
of saving associated with the growth of pension funds, life insurance companies, and mutual …

The accuracy of trade classification rules: Evidence from Nasdaq

K Ellis, R Michaely, M O'Hara - Journal of financial and Quantitative …, 2000‏ - cambridge.org
Researchers are increasingly using data from the Nasdaq market to examine pricing
behavior, market design, and other microstructure phenomena. The validity of any study that …

Financial econometric analysis at ultra-high frequency: Data handling concerns

CT Brownlees, GM Gallo - Computational statistics & data analysis, 2006‏ - Elsevier
Data collection at ultra high-frequency on financial markets requires the manipulation of
complex databases, and possibly the correction of errors present in the data. The New York …

Stock splits, tick size, and sponsorship

P Schultz - The Journal of Finance, 2000‏ - Wiley Online Library
A traditional explanation for stock splits is that they increase the number of small
shareholders who own the stock. A possible reason for the increase is that the minimum bid …

Should securities markets be transparent?

A Madhavan, D Porter, D Weaver - Journal of Financial Markets, 2005‏ - Elsevier
Market transparency lies at the heart of debate about floor versus automated trading
systems, the informational advantages of market makers, and inter-market competition …