Stock exchanges - Part 5



Anshuman, V. R., Chordia, T., & Subrahmanyam, A., 2001. “Trading activity and expected stock returns”, Journal of Financial Economics 59, 3-32.

Arnold, T., P. Hersch, J.H. Mulherin and J. Netter, 1999. “Merging markets”, The Journal of Finance, vol. 54, no.3.

Ayers, B., Li, O., and P. Yeung. 2008. “Investor Trading and the Post-earnings Announcement Drift.” University of Georgia and University of Arizona Working paper.

Bacidore, J., R.H. Battalio and R.H. Jennings, 2003. “Order submission strategies, liquidity supply, and trading in pennies on the New York Stock Exchange”, Journal of Financial Markets, 6, 337-362.

Barber, B.M. and T. Odean, 2000. “Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors”, Journal of Finance, v. 55, iss. 2, pp. 773-806.

Bartov, Eli; Givoly, Dan; Hayn, Carla. 2002. “The rewards to meeting or beating earnings expectations.” Journal of Accounting & Economics Vol. 33 Issue 2, p173-204

BBC News. 2006-05-21. “NYSE and Euronext 'set to merge'". Retrieved at

BBC News. May 23, 2006. “Deutsche Boerse outbids NYSE for Euronext merger". Retrieved at

Brockman, P. & Chung, D. Y., 2000. “An empirical investigation of trading on asymmetric information and heterogeneous prior beliefs”, Journal of Empirical Finance 7, 417- 454.

Butler, A. W., Grullon, G. & Weston, J. P., 2002. Stock market liquidity and the cost of raising capital. Working Paper.

Chordia, T. & Swaminathan, B., 2000. “Trading volume and cross-autocorrelations in stock returns”, The Journal of Finance 55(2), 913-935.

Chordia, T., Roll, R. & Subrahmanyam, A., 2001. “Market liquidity and trading activity”, The Journal of Finance 56(2), 501-530.

Chordia, Tarun; Shivakumar, Lakshmanan. 2006. “Earnings and price momentum.” Journal of Financial Economics Vol. 80 Issue 3, p627-656.

Collins, Danel W.; Hribar, Paul. 2000. “Earning-based and accrual-based market anomalies: one effect or two?” Journal of Accounting & Economics Vol. 29 Issue 1, p101-123.

Dahlquist, M. and G. Robertsson., 2004. “A note on foreigners’ trading and price effects across firms”, Journal of Banking and Finance, 28: 615-632.

Danielsson, J. & Payne, R., 2002. “Real trading patterns and prices in spot foreign exchange markets”, Journal of International Money and Finance 21, 203-222.

David Weidner, FEBRUARY 17, 201. “Loss of the Big Board to Germans Is a Crime, but Who's Guilty?” The Wall Street Journal. Retrieved at

Dische, A. 2002. Dispersion in Analyst Forecasts and the Profitability of Earnings Momentum Strategies. European Financial Management 8: 211-228.

Doyle, J., Lundholm, R., and M. Soliman. 2006. “The Extreme Future Stock Returns Following I/B/E/S Earnings Surprises.” Journal of Accounting Research 44: 849-887.

Economist., 2006a. “Stock exchanges: Coming together.” 18 March, p. 14.

Economist., 2006c. “Battle of the bourses.” Special report on financial exchanges, 27 May, p. 65-67.

Ellul, A. and Pagano, M., 2006. IPO Underpricing and After-Market Liquidity, Review of Financial Studies 19, 381-421.

Garfinkle, J., and J. Sokobin. 2006. Volume, Opinion Divergence, and Returns: A Study of Post-Earnings Announcement Drift. Journal of Accounting Research 44: 85-112.

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Global Atlanta, 15th March 2011. “Pros and Cons of the New Global Stock Market. Atlanta’s International Business News Source. Retrieved at

Ioannis Kokkoris and Rodrigo Olivares, 2007. “Regulation of stock exchanges in the recent wake of mergers”. Butterworths Journal of International Banking and Financial Law. Retrieved at

Ioannis Kokkoris and Rodrigo Olivares, 2007. “Some Issues on Cross-Border Stock Exchange Mergers.” The Journal of International Law Vol. 29:2. Retrieved at

Kasznik, Ron; McNichols, Maureen F. 2002. “Does Meeting Earnings Expectations Matter? Evidence from Analyst Forecast Revisions and Share Prices.” Journal of Accounting Research Vol. 40 Issue 3, p727-759.

Lipson, M. and Mortal, S., 2006. Capital Structure Decisions and Equity Market Liquidity, Working Paper.

Lucchetti, Aaron and Macdonald Alistair. 2006-12-19.  "Euronext Shareholders Approve Acquisition by NYSE". The Wall Street Journal. Retrieved at

Lucchetti, Aaron; Macdonald, Alistair; and Scannell, Kara., June 2, 2006. "NYSE, Euronext Set Plan to Form A Markets Giant". The Wall Street Journal. Retrieved at

Mitchell M, Pulvino T, and Stafford E., 2004. “Price Pressure around mergers”. Journal of Finance 59: 31-63

Padilla, A.J. and M. Pagano (2005). “Efficiency gains from the integration of stock exchanges: lessons from the Euronext ‘natural experiment’”, a report for Euronext, May.

Pagano, M.; Randl, O.; Roell, A. and Zechner, J., 2001. “What Makes Stock Exchanges Succeed? Evidence from Cross-listing Decisions,” European Economic Review 45, 770-782.

Pastor, L. and Stambaugh, R., 2003. “Liquidity Risk and Expected Stock Returns”, Journal of Political Economy 111, 642-685.

Peter Morici, February 14, 2011. “German Takeover of New York Stock Exchange Is Bad News for the U.S. Economy”. Economy In Crisis: America’s Economic Report-Daily. Retrieved at

Raedy, J., Shane, P. and S. Yang (2006). "Horizon-Dependent Underreaction in Financial Analysts’ Earnings Forecasts." Contemporary Accounting Research, spring 2006, 23(1): 291-322.

Ramnath, S., S. Rock, and P. Shane (2008a). “Financial Analyst Forecasting Literature: A Taxonomy with Trends and Suggestions for Further Research.” International Journal of Forecasting, 24: 34-75.

  1. Ramnath, S. Rock and P. Shane (2008b) "Financial Analysts' Forecasts and Stock Recommendations: A Review of the Research", Foundations and Trends(r) in Finance: Vol. 2: No 4, pp 311-420.

Shen, P. & Starr, R. M., 2002. “Market-makers' supply and pricing of financial market liquidity”, Economics Letters 1

Sofia B. Ramos, 2003. “Competition Between Stock Exchanges: Survey 6,” International Control for Financial Assessment Management and Engineering, Research Paper No. 77, 2003.

Thorwartl Ulrike, 2005. Judgmental analysis of literature on stock exchange mergers and alliances in Europe. Doctoral thesis, WU Vienna University of Economics and Business. Retrieved at

Vayanos, D., 2004. Flight to Quality, Flight to Liquidity, and the Pricing of Risk, NBER Working Paper 10327.

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