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The trading profits of SOES bandits

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  • Harris, Jeffrey H.
  • Schultz, Paul H.

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  • Harris, Jeffrey H. & Schultz, Paul H., 1998. "The trading profits of SOES bandits," Journal of Financial Economics, Elsevier, vol. 50(1), pages 39-62, October.
    • Handle: RePEc:eee:jfinec:v:50:y:1998:i:1:p:39-62
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    References listed on IDEAS

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    1. Harris, Jeffrey H. & Schultz, Paul H., 1997. "The importance of firm quotes and rapid executions: Evidence from the January 1994 SOES rules change," Journal of Financial Economics, Elsevier, vol. 45(1), pages 135-166, July.
    2. Battalio, Robert H. & Hatch, Brian & Jennings, Robert, 1997. "SOES Trading and Market Volatility," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 32(2), pages 225-238, June.
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