Daily and Intraday Patterns in Spread and Depth for Limit Orders and Specialists
Bonnie F. Van Ness, Robert A. Van Ness
págs. 3-14
Managing Portfolio Turnover: An Empirical Study
Robert E. Miller, W. Scott Bauman, E. Theodore Veit
págs. 15-31
págs. 33-48
págs. 49-68
págs. 69-91
págs. 93-112
The Stock Price Overreaction Effect: Evidence on Nasdaq Stocks
Alex P. Tang, Tanweer Hasan
págs. 113-127
A Simple Model to Predict Loss Ratios in the Domestic Stock Property--Liability Insurance Industry
Peter M. Ellis, D. Richard Cutler
págs. 129-139