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Closing price manipulation and the integrity of stock exchanges

Acknowledgements First and foremost, I thank my academic supervisor, Associate Professor Carole Comerton-Forde, for her consistently strong support and guidance throughout the preparation of this thesis.

Evaporating Liquidity*

Comerton-Forde, Hendershott, Jones, Mouton, andSeasholes (2010) find that effective bid-ask spreads on the NYSE increase when specialists hold large inventory positions or when they lose money on their inventory.

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Comerton-Forde and Rydge (2004) provide useful summaries of trading procedures in many securities markets and countries. 1.7 Supplements to the Book My web site (at www.stern.nyu.edu/~jhasbrou ) contains a number of links and programs that may help the reader follow, apply, emend or extend the material ...

FINANCE DOWN UNDER2011: Buildingonthe Bestfromthe Cellarsof ...

Carole Comerton‐Forde (Australian National University) Credit Conditions and Expected Stock Returns Sudheer Chava* (Texas A&M University)

Samarth Shah and B. Wade Brorsen - Transition to electronic ...

The attraction hypothesis, also referred to as the natural clustering hypothesis, states that clustering is the result of a psychological preference of some price points (Ascioglu, Comerton-Forde, and McInish 2007).

Foreign Investors’ Trading Disadvantage in U

We are grateful to Menachem Brenner, Carole Comerton-Forde, Michael Dempster, Avner Kalay, Stefan Ruenzi, and participants at the Australasian Banking and Finance Conference and the Cass Business School, Deakin University, La Trobe University, Manchester Business School, University of Cambridge ...

Returns, Volatility and Liquidity on the ASX: Undisclosed vs ...

Returns, Volatility and Liquidity on the ASX: Undisclosed vs. Disclosed Limit Orders By David E. Allen 1, Alexander S.-S. Cheng 2, Corale Comerton-Forde


DOUBLE HEADER AT DUNS Glenrothes Youth Motocross changed their venue from Comerton Farm Leuchars to the Scottish Borders of Langton Lees Farm, Duns for a double header weekend.

Educational Sessions REVISED 8/26/2009

A SMART Model for Public Safety Interoperability University Room -- Austin Comerton, SkyTerra Communications How public safety officials are using mobile satellite communications, specifically satellite mutual aid radio talkgroups (SMART), to achieve reliable, interoperable communications during times ...

*DRAFT (as at 5 January 2011) – SUBJECT TO CHANGE

Carole Comerton-Forde, Professor of Finance, The Australian National University . Maureen Jensen, Executive Director and Chief Administrative Officer, Ontario Securities Commission, Canada