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 |