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- Barclay, Michael J., and Jerold B. Warner, "Stealth Trading and Volatility," Journal of Financial Economics, 34 (1993) 281-305.
- Bessembinder, Hendrik, "The Degree of Price Resolution and Equity Trading Costs," Journal of Financial Economics, (forthcoming 1997).
- Chan, Louis K.C., and Josef Lakonishok, "The Behavior of Stock Prices Around Institutional Trades," Journal of Finance, 50 (September 1995) 1147-1174.
- Keim, Donald B., and Ananth Madhavan, "Anatomy of the Trading Process: Empirical Evidence on the Behavior of Institutional Traders," Journal of Financial Economics, 37 (1995) 371-398.
- Schwert, G. William, and Paul J. Seguin, "Securities Transaction Taxes: An Overview of Costs, Benefits and Unresolved Questions," Financial Analysts Journal, (September-October 1993) 27-35.
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Click here to download the full text of the FIN 434 reading list.
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Last Updated on 4/8/97
© Copyright 1997, G. William Schwert