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Carole COMERTON-FORDE
Carole COMERTON-FORDE
Professor of Finance, University of Melbourne
Bestätigte E-Mail-Adresse bei unimelb.edu.au - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Time variation in liquidity: The role of market‐maker inventories and revenues
C Comerton‐Forde, T Hendershott, CM Jones, PC Moulton, ...
The journal of finance 65 (1), 295-331, 2010
4222010
How should liquidity be measured?
M Aitken, C Comerton-Forde
Pacific-Basin Finance Journal 11 (1), 45-59, 2003
2942003
Dark trading and price discovery
C Comerton-Forde, TJ Putniņš
Journal of Financial Economics 118 (1), 70-92, 2015
2772015
Measuring closing price manipulation
C Comerton-Forde, TJ Putniņš
Journal of Financial Intermediation 20 (2), 135-158, 2011
2112011
Stock price manipulation: Prevalence and determinants
C Comerton-Forde, TJ Putniņš
Review of Finance 18 (1), 23-66, 2014
1382014
The current state of Asia-Pacific stock exchanges: A critical review of market design
C Comerton-Forde, J Rydge
Pacific-Basin Finance Journal 14 (1), 1-32, 2006
1122006
Opening and closing behavior following the introduction of call auctions in Singapore
C Comerton-Forde, ST Lau, T McInish
Pacific-Basin Finance Journal 15 (1), 18-35, 2007
992007
Regulating dark trading: Order flow segmentation and market quality
C Comerton-Forde, K Malinova, A Park
Journal of Financial Economics 130 (2), 347-366, 2018
882018
The impact of limit order anonymity on liquidity: Evidence from Paris, Tokyo and Korea
C Comerton-Forde, A Frino, V Mollica
Journal of Economics and Business 57 (6), 528-540, 2005
862005
The influence of call auction algorithm rules on market efficiency
C Comerton-Forde, J Rydge
Journal of Financial Markets 9 (2), 199-222, 2006
852006
Inverted fee structures, tick size, and market quality
C Comerton-Forde, V Grégoire, Z Zhong
Journal of Financial Economics 134 (1), 141-164, 2019
82*2019
Anonymity, liquidity and fragmentation
C Comerton-Forde, KM Tang
Journal of Financial Markets 12 (3), 337-367, 2009
822009
Do reductions in tick sizes influence liquidity?
M Aitken, C Comerton‐Forde
Accounting & Finance 45 (2), 171-184, 2005
792005
Call auction algorithm design and market manipulation
C Comerton-Forde, J Rydge
Journal of Multinational Financial Management 16 (2), 184-198, 2006
762006
Price clustering on the Tokyo stock exchange
A Aşçıoğlu, C Comerton‐Forde, TH McInish
Financial Review 42 (2), 289-301, 2007
732007
Closing call auctions and liquidity
M Aitken, C Comerton‐Forde, A Frino
Accounting & Finance 45 (4), 501-518, 2005
702005
Shorting at close range: A tale of two types
C Comerton-Forde, CM Jones, TJ Putniņš
Journal of Financial Economics 121 (3), 546-568, 2016
682016
Do trading rules impact on market efficiency? A comparison of opening procedures on the Australian and Jakarta Stock Exchanges
C Comerton-Forde
Pacific-Basin Finance Journal 7 (5), 495-521, 1999
661999
Factors affecting educational innovation with in class electronic response systems
M Freeman, A Bell, C Comerton-Forde, J Pickering, P Blayney
Australasian Journal of Educational Technology 23 (2), 2007
642007
Market integrity and surveillance effort
C Comerton-Forde, J Rydge
Journal of Financial Services Research 29, 149-172, 2006
582006
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