Access Statistics for Charles M. Jones

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuations, Reversals, and Adverse Selection on the Nasdaq and NYSE/AMEX 0 0 0 145 0 0 0 672
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 0 1 617 1 1 7 2,196
Does algorithmic trading improve liquidity? 0 1 4 45 1 3 15 254
Execution Costs of Institutional Equity Orders 0 0 0 1 0 0 0 910
Macroeconomic News and Bond Market Volatility 0 0 1 575 1 3 9 1,586
Macroeconomic News and Bond Market Volatility 0 0 0 0 0 2 5 484
Non-Standard Errors 0 0 1 27 1 6 29 151
Non-Standard Errors 0 0 3 44 0 2 37 440
Nonstandard Errors 0 0 0 0 0 5 5 5
Nonstandard Errors 0 0 0 0 0 2 2 2
Nonstandard errors 0 0 5 11 4 7 33 51
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 0 1 1 877
Public Information and the Persistence of Bond Market Volatility 0 0 0 205 0 0 4 917
Short Sale Constraints and Stock Returns 0 0 1 380 1 1 7 1,328
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 0 0 667
The Dividend Puzzel and Tax 0 0 0 0 0 0 2 573
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 2 25 0 0 6 149
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 1 1 165 0 3 4 478
Total Working Papers 0 2 19 2,241 9 36 166 11,740
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can channel pattern trading be profitably automated? 0 0 0 351 2 3 4 1,480
Does Algorithmic Trading Improve Liquidity? 0 1 2 109 2 5 10 529
Execution Costs of Institutional Equity Orders 0 0 0 47 0 1 1 218
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 0 0 0 408
Information, trading, and volatility 0 0 0 246 0 2 2 553
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 1 113 0 1 8 313
Macroeconomic news and bond market volatility 0 0 5 1,002 0 5 12 2,593
Nonstandard Errors 0 2 26 38 5 14 102 132
Oil and the Stock Markets 1 8 35 1,349 3 17 80 3,392
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 0 17 0 1 1 80
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 1 1 12 0 3 5 74
Retail Trading and Return Predictability in China 3 9 12 12 7 20 23 23
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 1 30 0 1 3 102
Shackling Short Sellers: The 2008 Shorting Ban 1 3 8 56 2 5 22 236
Short-sale constraints and stock returns 0 0 7 259 2 8 35 895
Shorting Restrictions: Revisiting the 1930s 0 0 0 17 0 0 0 56
Shorting at close range: A tale of two types 0 0 1 21 0 1 7 122
Sixteenths: direct evidence on institutional execution costs 0 0 0 109 1 2 7 310
The Price of Diversifiable Risk in Venture Capital and Private Equity 1 2 8 49 3 6 22 217
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 0 6 68 1 2 17 275
Tracking Retail Investor Activity 3 3 22 83 5 9 68 300
Trade-through prohibitions and market quality 0 0 2 31 0 1 4 126
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 4 9 283 0 5 16 603
Transactions, Volume, and Volatility 0 1 10 478 0 3 18 1,200
What Do Short Sellers Know?* 0 0 3 16 0 1 10 43
Which Shorts Are Informed? 0 1 2 152 1 2 8 476
Total Journal Articles 9 35 161 5,107 34 118 485 14,756


Statistics updated 2025-08-05