Nbr. 52-1, February 2017

Index

• Are Odd‐Lot Orders Informed?
• Contemporaneous Spillover Effects between the U.S. and the U.K. Equity Markets
• Does the Probability of Informed Trading Model Fit Empirical Data?
• Foreign Institutional Investment, Ownership, and Liquidity: Real and Informational Frictions
• Issue Information
• Macroeconomic Announcements and the Distribution of Price‐Endings in the U.S. Treasury Market