Journal of Financial Markets

1998 - 2025

Current editor(s): B. Lehmann, D. Seppi and A. Subrahmanyam

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 1, issue 3-4, 1998

Floors, dealer markets and limit order markets pp. 253-284

Bruno Biais, Thierry Foucault and François Salanié

Endogenous market statistics and security pricing:: An empirical investigation pp. 285-319

Thomas J. George and Chuan-Yang Hwang

Strategic trading, asymmetric information and heterogeneous prior beliefs pp. 321-352

F. Albert Wang

Aggressiveness and survival of overconfident traders pp. 353-383

Alexandros V. Benos

Long-lived information and intraday patterns pp. 385-402

Kerry Back and Hal Pedersen

Volume 1, issue 2, 1998

Endogenous sunspots, pseudo-bubbles, and beliefs about beliefs pp. 151-174

Alan Kraus and Maxwell Smith

Financial analysts and information-based trade pp. 175-201

David Easley, Maureen O'Hara and Joseph Paperman

Liquidity and stock returns: An alternative test pp. 203-219

Vinay T. Datar, Narayan Y. Naik and Robert Radcliffe

Information acquisition, information release and trading dynamics pp. 221-252

Mark Bagnoli and Susan G. Watts

Volume 1, issue 1, 1998

Optimal control of execution costs pp. 1-50

Dimitris Bertsimas and Andrew Lo

Decimalization and competition among stock markets: Evidence from the Toronto Stock Exchange cross-listed securities pp. 51-87

Hee-Joon Ahn, Charles Cao and Hyuk Choe

Bid-ask spreads with indirect competition among specialists pp. 89-119

Thomas Gehrig and Matthew Jackson

Adverse selection and bid-ask spreads: Evidence from closed-end funds pp. 121-149

Robert Neal and Simon M. Wheatley