Matches in SemOpenAlex for { <https://semopenalex.org/work/W78895070> ?p ?o ?g. }
Showing items 1 to 68 of
68
with 100 items per page.
- W78895070 abstract "Gapping the quote is a procedure NYSE specialists use to display the direction, size, and likely price impact of an order imbalance in an attempt to attract liquidity suppliers. It appears to be a liquidity event between an immediate block trade and a trading halt. For 85% of our 927 sample gapped quotes, we find an associated trade suggesting that the search for liquidity is successful. For these trades, the mean price impact is 35 basis points, but 40% of this is reversed by day's end. In about one-quarter of our gapped quotes the floor joins the public order in demanding liquidity." @default.
- W78895070 created "2016-06-24" @default.
- W78895070 creator A5022445921 @default.
- W78895070 creator A5070568460 @default.
- W78895070 date "2007-01-01" @default.
- W78895070 modified "2023-09-23" @default.
- W78895070 title "Advertising for Liquidity on the New York Stock Exchange" @default.
- W78895070 cites W1973315392 @default.
- W78895070 cites W2040594898 @default.
- W78895070 cites W2048881425 @default.
- W78895070 cites W2081840714 @default.
- W78895070 cites W2100491840 @default.
- W78895070 cites W2108668222 @default.
- W78895070 cites W2142667427 @default.
- W78895070 cites W2143846638 @default.
- W78895070 cites W2154810148 @default.
- W78895070 cites W2155583491 @default.
- W78895070 cites W3121589970 @default.
- W78895070 cites W3122002349 @default.
- W78895070 cites W3123848361 @default.
- W78895070 doi "https://doi.org/10.2139/ssrn.1066642" @default.
- W78895070 hasPublicationYear "2007" @default.
- W78895070 type Work @default.
- W78895070 sameAs 78895070 @default.
- W78895070 citedByCount "1" @default.
- W78895070 countsByYear W788950702013 @default.
- W78895070 crossrefType "journal-article" @default.
- W78895070 hasAuthorship W78895070A5022445921 @default.
- W78895070 hasAuthorship W78895070A5070568460 @default.
- W78895070 hasConcept C10138342 @default.
- W78895070 hasConcept C106159729 @default.
- W78895070 hasConcept C127413603 @default.
- W78895070 hasConcept C144133560 @default.
- W78895070 hasConcept C162324750 @default.
- W78895070 hasConcept C183582576 @default.
- W78895070 hasConcept C200870193 @default.
- W78895070 hasConcept C204036174 @default.
- W78895070 hasConcept C556758197 @default.
- W78895070 hasConcept C73283319 @default.
- W78895070 hasConcept C78519656 @default.
- W78895070 hasConceptScore W78895070C10138342 @default.
- W78895070 hasConceptScore W78895070C106159729 @default.
- W78895070 hasConceptScore W78895070C127413603 @default.
- W78895070 hasConceptScore W78895070C144133560 @default.
- W78895070 hasConceptScore W78895070C162324750 @default.
- W78895070 hasConceptScore W78895070C183582576 @default.
- W78895070 hasConceptScore W78895070C200870193 @default.
- W78895070 hasConceptScore W78895070C204036174 @default.
- W78895070 hasConceptScore W78895070C556758197 @default.
- W78895070 hasConceptScore W78895070C73283319 @default.
- W78895070 hasConceptScore W78895070C78519656 @default.
- W78895070 hasLocation W788950701 @default.
- W78895070 hasOpenAccess W78895070 @default.
- W78895070 hasPrimaryLocation W788950701 @default.
- W78895070 hasRelatedWork W150108454 @default.
- W78895070 hasRelatedWork W1977497738 @default.
- W78895070 hasRelatedWork W1988513709 @default.
- W78895070 hasRelatedWork W2616804302 @default.
- W78895070 hasRelatedWork W2906840004 @default.
- W78895070 hasRelatedWork W2923585797 @default.
- W78895070 hasRelatedWork W2960057067 @default.
- W78895070 hasRelatedWork W2984569928 @default.
- W78895070 hasRelatedWork W3134821987 @default.
- W78895070 hasRelatedWork W2524832308 @default.
- W78895070 isParatext "false" @default.
- W78895070 isRetracted "false" @default.
- W78895070 magId "78895070" @default.
- W78895070 workType "article" @default.