Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Stephen N. Jurich"'
Autor:
STEPHEN N. JURICH
Publikováno v:
Journal of Financial Management, Markets and Institutions, Vol 8, Iss 2, Pp 2050004-1-2050004-28 (2020)
Most equity exchanges operate with a price-time priority market structure. Using a natural experiment, this study examines the ability of an exchange to attract share volume when size is the secondary precedence rule. In 2010, the NASDAQ OMX Group, I
Externí odkaz:
https://doaj.org/article/fa9145444f684f31936e9861d681badc
Autor:
Stephen N. Jurich
Publikováno v:
The Quarterly Review of Economics and Finance. 81:201-213
Much of the trading in U.S. equities has moved to off-exchange venues. This study examines the pecking order hypothesis of trade venue selection by analyzing the amount of off-exchange trade volume in periods of uncertainty. During the sample period,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5956b949fb9e377ab56dde3f8922541d
https://doi.org/10.1016/j.qref.2021.05.007
https://doi.org/10.1016/j.qref.2021.05.007
Autor:
M. Mark Walker, Stephen N. Jurich
Publikováno v:
The North American Journal of Economics and Finance. 48:757-775
Our study investigates the role that corporate strategy and negotiating procedure play in driving merger outcomes. The term merger outcome refers not only to how a merger announcement affects the combined wealth of the acquiring- and target-firm shar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::222e464d2af918559555f93e62664ed0
https://doi.org/10.1016/j.najef.2018.08.003
https://doi.org/10.1016/j.najef.2018.08.003
Autor:
M. Mark Walker, Stephen N. Jurich
Publikováno v:
SN Business & Economics. 1
Our study tests the bargaining power hypothesis by examining how the operating, marketing, and financial deal motivations cited by the merging-firm managers in company filings with the Securities and Exchange Commission affect their relative bargaini
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b09f07bde8534fa9c25e4e6bb60d30ad
https://doi.org/10.1007/s43546-021-00067-4
https://doi.org/10.1007/s43546-021-00067-4
Autor:
Stephen N. Jurich, M. Mark Walker
Publikováno v:
Journal of Economics and Business. 119:106044
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b9281ce53dfcb7f50cbb8f30f96f6f9f
https://doi.org/10.1016/j.jeconbus.2021.106044
https://doi.org/10.1016/j.jeconbus.2021.106044
Publikováno v:
Journal of Financial Markets. 34:16-30
We examine the cancellation of erroneous executions on equity exchanges in the United States. Self-regulatory organizations of the National Market System are able to cancel large numbers of trades that are deemed to be clearly erroneous. We explore t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::475ac46154ba38ee10f3c258cfa4c5fa
https://doi.org/10.1016/j.finmar.2017.05.001
https://doi.org/10.1016/j.finmar.2017.05.001
Publikováno v:
Journal of Financial Services Research. 54:345-367
We provide a novel test of information-based theories of price clustering by examining trade, order, and the National Best Bid and Offer (NBBO) quote price clustering during periods when information is removed from the market. We use a natural experi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f2ea5872941018614c1c928340256139
https://doi.org/10.1007/s10693-017-0272-7
https://doi.org/10.1007/s10693-017-0272-7
Publikováno v:
Journal of Behavioral and Experimental Finance. 28:100408
This study examines the behavior of algorithmic and non-algorithmic (human) traders on the National Stock Exchange (NSE) of India around the flash-crash that occurred on October 5, 2012. We analyze the prevalence of orders, cancellations, and modific
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::514e462d16ad7d440450e52a306d7f04
https://doi.org/10.1016/j.jbef.2020.100408
https://doi.org/10.1016/j.jbef.2020.100408
Publikováno v:
SSRN Electronic Journal.
We provide a novel test of information-based theories of price clustering by examining trade, order, and inside quote price clustering during periods when information is removed from the market. We use a natural experiment of short-sale restrictions
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f541348535ccd0ecd5cdb1ccab5bba5
https://doi.org/10.2139/ssrn.2546373
https://doi.org/10.2139/ssrn.2546373
Publikováno v:
SSRN Electronic Journal.
This study examines the cancellation of multiple erroneous executions on U.S. equity exchanges. Under FINRA Rule 11890(b), exchange members of the National Market System are able to cancel large numbers of trades that are deemed to be clearly erroneo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1f00e6840a0d54a7fe747247e4ead63f
https://doi.org/10.2139/ssrn.2515947
https://doi.org/10.2139/ssrn.2515947