Journal of Financial Markets

Green Table of Contents


Volume 49

June 2020



Microstructure invariance in U.S. stock market trades--UP

    Albert S. Kyle, Anna A. Obizhaeva, Tugkan Tuzun

Link to preprint


Call of duty: Designated market maker participation in call auctions--UP

    Erik Theissen, Christian Westheide

Link to preprint


Google search volume and individual investor trading

    Dimitrios Kostopoulos, Steffen Meyer, Charline Uhr

Link to preprint



Risk premium spillovers among stock markets: Evidence from higher-order moments

    Marinela Adriana Finta, Sofiane Aboura

Link to preprint


Biased short: Short sellers' disposition effect and limits to arbitrage

    Bastian von Beschwitz, Massimo Massa

Link to preprint



Trust and delegation: A case to consider on broker rebates and investor sophistication

    Mor M. Haziza, Avner Kalay

Request copy from author via ResearchGate