David C Porter
David C Porter
Verified email at uww.edu
Title
Cited by
Cited by
Year
Should securities markets be transparent?
A Madhavan, D Porter, D Weaver
Journal of Financial Markets 8 (3), 265-287, 2005
3942005
Tick size and market quality
DC Porter, DG Weaver
Financial Management, 5-26, 1997
1201997
The probability of a trade at the ask: An examination of interday and intraday behavior
DC Porter
Journal of Financial and Quantitative Analysis 27 (2), 209-227, 1992
931992
Post-trade transparency on Nasdaq's national market system
DC Porter, DG Weaver
Journal of Financial Economics 50 (2), 231-252, 1998
901998
Indirect tests of the Haugen‐Lakonishok small‐firm/January effect hypotheses: Window dressing versus performance hedging
C Lee, DC Porter, DG Weaver
Financial Review 33 (2), 177-194, 1998
361998
Decimalization and market quality
D Porter, D Weaver
Financial Management 26 (5), 26, 1997
341997
Portfolio rebalancing, institutional ownership, and the small firm-January effect
DC Porter, GE Powell, DG Weaver
Review of Financial Economics 5 (1), 19-29, 1996
251996
Estimating bid-ask spread components: Specialist versus multiple market maker systems
DC Porter, DG Weaver
Review of Quantitative Finance and Accounting 6 (2), 167-180, 1996
241996
Fragmentation, competition, and limit orders: new evidence from interday spreads
DC Porter, JG Thatcher
The Quarterly Review of Economics and Finance 38 (1), 111-128, 1998
201998
Intraday spreads, returns and variances: Tests of the informed trader hypothesis
S Foerster, D Keim, D Porter
Unpublished Working Paper, University of Western Ontario, 1990
191990
Transparency and liquidity: should US markets be more transparent
D Porter, D Weaver
meeting of the Midwest Finance Association, 1998
131998
Do NASDAQ Market Makers Paint the Tape?
DC Porter, DG Weaver
Available at SSRN 5847, 1994
101994
Dual class shares: are there returns differences?
SR Foerster, DC Porter
Journal of Business Finance & Accounting 20 (6), 893-903, 1993
101993
Bid-ask spreads: An examination of systematic behavior using intraday data on Canadian and US exchanges
DC Porter
61988
THE PROPOSED INTRODUCTION OF FUTURES‐STYLE MARGINING IN THE UNITED STATES: AN AUSTRALIAN COMPARISON
GW Kutner, DC Porter, JG Thatcher
Journal of Financial Research 24 (2), 239-259, 2001
52001
Calendar and Size-Based Anomalies in Canadian Stock Returns
S Foerster, D Porter
Canadian Capital Markets, London: Western Business School, 133-140, 1993
51993
Dispersed trading and the prevention of market failure: the case of the Copenhagen Stock Exchange
DC Porter, C Tanggaard, DG Weaver, W Yu
European Financial Management 14 (2), 243-267, 2008
42008
Indirect tests of the Haugen-Lakonishok small-firm/January effect hypotheses: Window dressing versus performance hedging
L Cheng-few, DC Porter, DG Weaver
The Financial Review 33 (2), 177, 1998
31998
Automating Markowitz Optimizations Using VBA
DC Porter, R Stretcher
Journal of Instructional Techniques in Finance 4 (1), 9-13, 2012
22012
Efficient markets, real stock returns and expected inflation: evidence using the Michigan inflation expectation
DC Porter, J Zhu
Journal of International Finance and Economics 7 (1), 71-80, 2007
22007
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