Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Juan Julie Wu"'
Publikováno v:
Journal of Financial and Quantitative Analysis. :1-50
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9e47b8eb51c6d25e0c46bdce65c90001
https://doi.org/10.1017/s0022109023000686
https://doi.org/10.1017/s0022109023000686
Publikováno v:
Journal of Financial and Quantitative Analysis. 56:2659-2688
We study the effect of algorithmic trading (AT) on market quality between 2001 and 2011 in 42 equity markets around the world. We use an exchange colocation service that increases AT as an exogenous instrument to draw causal inferences about AT on ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6f150263ceb9b502bb9c0d380adbfa7
https://doi.org/10.1017/s0022109020000782
https://doi.org/10.1017/s0022109020000782
Publikováno v:
SSRN Electronic Journal.
Using 2002–2014 insurer transactions, we provide the first empirical evidence on underwriters’ allocation practices in the primary market for corporate bonds. Since bonds are often underpriced, allocations generate for investors an estimated $41
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ef5a1913c45effff1649848d2553b679
https://doi.org/10.2139/ssrn.3181983
https://doi.org/10.2139/ssrn.3181983
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1d038a745ec034727a56a7a6bc12f541
https://doi.org/10.2139/ssrn.2348730
https://doi.org/10.2139/ssrn.2348730
Autor:
Jianxin Daniel Chi, Juan (Julie) Wu
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d1bfb3072b1637347fa5c7f48b9b6e45
https://doi.org/10.2139/ssrn.1678020
https://doi.org/10.2139/ssrn.1678020
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::a4a737f54feebf10a7e2a28f6ed07ee1
https://doi.org/10.2139/ssrn.2022477
https://doi.org/10.2139/ssrn.2022477
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2a2b872bb2be0ea061e89b8aaac5023
https://doi.org/10.2139/ssrn.1785395
https://doi.org/10.2139/ssrn.1785395
Autor:
MCINISH, THOMAS1 (AUTHOR), NEELY, CHRISTOPHER J.2 (AUTHOR) christopher.j.neely@stls.frb.org, PLANCHON, JADE3 (AUTHOR)
Publikováno v:
Journal of Money, Credit & Banking (John Wiley & Sons, Inc.). Jun2024, Vol. 56 Issue 4, p805-835. 31p.
Publikováno v:
Journal of Financial & Quantitative Analysis. Dec2021, Vol. 56 Issue 8, pf1-f4. 4p.
Autor:
Boehmer, Ekkehart1 (AUTHOR) eboehmer@smu.edu.sg, Fong, Kingsley2 (AUTHOR) k.fong@unsw.edu.au, Wu, Juan3 (AUTHOR) juliewu@unl.edu
Publikováno v:
Journal of Financial & Quantitative Analysis. Dec2021, Vol. 56 Issue 8, p2659-2688. 30p.