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Corporate Bond Market Transaction Costs and Transparency

The Journal of finance (New York), 2007-06, Vol.62 (3), p.1421-1451

2007

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Juicing the dividend yield: Mutual funds and the demand for dividends

Journal of financial economics, 2015-06, Vol.116 (3), p.433-451

2015

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Secondary Trading Costs in the Municipal Bond Market

The Journal of finance (New York), 2006-06, Vol.61 (3), p.1361-1397

2006

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Minimum Price Variations, Discrete Bid--Ask Spreads, and Quotation Sizes

The Review of financial studies, 1994-04, Vol.7 (1), p.149-178

Harris, Lawrence E.

1994

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Estimating the components of the bid/ask spread

Journal of financial economics, 1988-05, Vol.21 (1), p.123-142

1988

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Equity Trading in the 21st Century: An Update

The quarterly journal of finance, 2015-03, Vol.5 (1), p.1550002

2015

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Equity Trading in the 21st Century

The quarterly journal of finance, 2011-03, Vol.1 (1), p.1-53

2011

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The information content of the limit order book: evidence from NYSE specialist trading decisions

Journal of financial markets (Amsterdam, Netherlands), 2005-02, Vol.8 (1), p.25-67

2005

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Position limits for cash-settled derivative contracts

The journal of futures markets, 2005-10, Vol.25 (10), p.945-965

2005

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Equity Trading in the 21 st Century

The quarterly journal of finance, 2011-03, Vol.1 (1), p.1-53

2011

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Stock Price Clustering and Discreteness

The Review of financial studies, 1991-01, Vol.4 (3), p.389-415

Harris, Lawrence

1991

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Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

Journal of financial and quantitative analysis, 1996-06, Vol.31 (2), p.213-231

1996

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S&P 500 Cash Stock Price Volatilities

The Journal of finance (New York), 1989-12, Vol.44 (5), p.1155-1175

HARRIS, LAWRENCE

1989

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Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

The Journal of finance (New York), 1986-09, Vol.41 (4), p.815-829

1986

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Secondary Trading Costs in the Municipal Bond Market

The Journal of finance (New York), 2006-06, Vol.61 (3), p.1361-1397

2006

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A transaction data study of weekly and intradaily patterns in stock returns

Journal of financial economics, 1986-05, Vol.16 (1), p.99-117

Harris, Lawrence

1986

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The October 1987 S&P 500 Stock-Futures Basis

The Journal of finance (New York), 1989-03, Vol.44 (1), p.77-99

HARRIS, LAWRENCE

1989

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Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

The Journal of finance (New York), 1990-06, Vol.45 (2), p.579-590

HARRIS, LAWRENCE

1990

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Transaction Data Tests of the Mixture of Distributions Hypothesis

Journal of financial and quantitative analysis, 1987-06, Vol.22 (2), p.127-141

Harris, Lawrence

1987

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The Economics of Flash Orders and Trading (Presentation Slides)

SSRN Electronic Journal

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A Day-End Transaction Price Anomaly

Journal of financial and quantitative analysis, 1989-03, Vol.24 (1), p.29-45

Harris, Lawrence

1989

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Cross-Security Tests of the Mixture of Distributions Hypothesis

Journal of financial and quantitative analysis, 1986-03, Vol.21 (1), p.39-46

Harris, Lawrence

1986

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Estimation of Stock Price Variances and Serial Covariances from Discrete Observations

Journal of financial and quantitative analysis, 1990-09, Vol.25 (3), p.291-306

Harris, Lawrence

1990

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Price discovery in the aluminum market

The journal of futures markets, 2005-10, Vol.25 (10), p.967-988

2005

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Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

Financial markets, institutions & instruments, 1998-05, Vol.7 (2), p.1-76

Harris, Lawrence

1998

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Corporate Bond Market Transaction Costs and Transparency

Juicing the dividend yield: Mutual funds and the demand for dividends

Secondary Trading Costs in the Municipal Bond Market

Minimum Price Variations, Discrete Bid--Ask Spreads, and Quotation Sizes

Estimating the components of the bid/ask spread

Equity Trading in the 21st Century: An Update

Equity Trading in the 21st Century

The information content of the limit order book: evidence from NYSE specialist trading decisions

Position limits for cash-settled derivative contracts

Equity Trading in the 21 st Century

Stock Price Clustering and Discreteness

Market vs. Limit Orders: The SuperDOT Evidence on Order Submission Strategy

S&P 500 Cash Stock Price Volatilities

Price and Volume Effects Associated with Changes in the S&P 500 List: New Evidence for the Existence of Price Pressures

Secondary Trading Costs in the Municipal Bond Market

A transaction data study of weekly and intradaily patterns in stock returns

The October 1987 S&P 500 Stock-Futures Basis

Statistical Properties of the Roll Serial Covariance Bid/Ask Spread Estimator

Transaction Data Tests of the Mixture of Distributions Hypothesis

The Economics of Flash Orders and Trading (Presentation Slides)

A Day-End Transaction Price Anomaly

Cross-Security Tests of the Mixture of Distributions Hypothesis

Estimation of Stock Price Variances and Serial Covariances from Discrete Observations

Price discovery in the aluminum market

Optimal Dynamic Order Submission Strategies in Some Stylized Trading Problems

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