Market making and mean reversion

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Warrants are popular investment: High-speed trading and the leverage effect. Global Views Monthly, The impact of the implementation of market maker mechanism on the quality of the Taiwan warrants market. Review of Securities and Futures Markets, 25 4: Evaluate the performance of market makers mechanism. Research project report of the Taiwan Futures Exchange. Paying for market quality. Journal of Financial and Quantitative Time variation in liquidity the role of market maker inventories and revenues, 44 6: The value of the specialist: Empirical evidence from the CBOE.

Time variation in liquidity the role of market maker inventories and revenues of Financial Markets, 9 2: Just how much do individual investors lose by trading?

Review of Financial Studies, 22 2: An examination of exchange listings. Journal of Financial Economics, 45 1: The make or take decision in an electronic market: Evidence on the evolution of liquidity. Journal of Financial Economics, 75 1: An overview of practice, research, and policy.

Federal Reserve Bulletin, 88 The role of market makers on the Taiwan options markets. International Research Journal of Finance and Economics, Decimalization, trading costs, and information transmission between ETFs and index futures. Journal of Futures Market, 26 2: The Journal of Finance, 49 5: Time variation in liquidity: The role of market-maker inventories time variation in liquidity the role of market maker inventories and revenues revenues.

The Journal of Finance, 65 1: The cost of transacting. Quarterly Journal of Economics, 82 1: The contribution of market makers to liquidity and efficiency of options trading in electronic markets.

Journal of Banking and Finance, 30 7: Liquidity in auction and specialist market structures: Evidence from the Italian bourse. Journal of Banking and Finance, 32 Is the electronic open limit order book inevitable?

The Journal of Finance, 49 4: Liquidity and market structure. The Journal of Finance, 43 3: Dealer versus auction markets: Journal of Financial Economics, 41 3: The market microstructure and relative performance of Taiwan stock index futures: A comparison of Singapore exchange and Taiwan futures exchange.

Journal of Financial Markets, 7 3: Local market makers, liquidity and market quality. Journal of Financial Markets, 14 4: Transactions costs and investment style: An inter-exchange analysis of institutional equity trades.

Journal of Financial Economics, 46 3: The market quality of dealer versus hybrid markets: The case of moderately liquid securities. Journal of Business Finance and Accounting, 34 Earnings management and investor protection: Journal of Financial Economics, 69 3: Financial literacy and financial sophistication among older consumers.

Do thinly-traded stocks benefit from specialist intervention? Journal of Banking and Finance, 27 9: Conflicts of interest in the stock recommendations of investment banks and their determinants. Journal of Financial and Quantitative Analysis, 44 5: The value of the designated market maker.

Journal of Financial and Quantitative Analysis, 42 3: Decision making and the limits of disclosure: The problems of predatory lending price. Maryland Law Review, 65 3:

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