Publication date: Available online 8 July 2023
Source: Journal of Financial Markets
Author(s): Khaladdin Rzayev, Gbenga Ibikunle, Tom Steffen
Category Archives: Journal of Financial Markets
Who trades at the close? Implications for price discovery and liquidity
Publication date: Available online 23 June 2023
Source: Journal of Financial Markets
Author(s): Vincent Bogousslavsky, Dmitriy Muravyev
The lead–lag relation between VIX futures and SPX futures
Publication date: Available online 21 June 2023
Source: Journal of Financial Markets
Author(s): Christine Bangsgaard, Thomas Kokholm
Order splitting and interacting with a counterparty
Publication date: Available online 6 June 2023
Source: Journal of Financial Markets
Author(s): Vincent van Kervel, Amy Kwan, P. Joakim Westerholm
The role of idiosyncratic jumps in stock markets
Publication date: June 2023
Source: Journal of Financial Markets, Volume 64
Author(s): Suzanne S. Lee
On the choice of central counterparties in the EU
Publication date: June 2023
Source: Journal of Financial Markets, Volume 64
Author(s): Gabrielle Demange, Thibaut Piquard
Does stock market rescue affect investment efficiency in the real sector?
Publication date: September 2023
Source: Journal of Financial Markets, Volume 65
Author(s): Ling Jin, Zhisheng Li, Lei Lu, Xiaoran Ni
Banning dark pools: Venue selection and investor trading costs
Publication date: September 2023
Source: Journal of Financial Markets, Volume 65
Author(s): Christian Neumeier, Arie Gozluklu, Peter Hoffmann, Peter O’Neill, Felix Suntheim
Daily short selling around reverse stock splits
Publication date: September 2023
Source: Journal of Financial Markets, Volume 65
Author(s): Benjamin M. Blau, Justin S. Cox, Todd G. Griffith, Ryan Voges
Common short selling and excess comovement: Evidence from a sample of LSE stocks
Publication date: September 2023
Source: Journal of Financial Markets, Volume 65
Author(s): Marco Valerio Geraci, Jean-Yves Gnabo, David Veredas