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NYSE order flow, spreads, and information
Trust and delegation: A case to consider on broker rebates and investor sophistication
The trades of NYSE floor brokers
Transaction fees: Impact on institutional order types, commissions, and execution quality
Business seasonality and stock liquidity
The preholiday corporate announcement effect
Adverse selection and bid–ask spreads: Evidence from closed-end funds
Financial integration in the EU28 equity markets: Measures and drivers
We examine time-invariant and time-varying market integration across European stock markets. Financial integration increases during the sovereign debt crisis and is mainly driven by macroeconomic variables, market capitalization, political uncertainty, and technological developments. Higher market integration is associated with decreasing diversification benefits. During crises, investors select portfolios that are not only explained by firm characteristics.