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 |
1 |
2 |
2 |
1,478 |
Does Algorithmic Trading Improve Liquidity? |
0 |
0 |
1 |
108 |
1 |
2 |
7 |
525 |
Execution Costs of Institutional Equity Orders |
0 |
0 |
0 |
47 |
1 |
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 |
1 |
246 |
0 |
0 |
2 |
551 |
Island Goes Dark: Transparency, Fragmentation, and Regulation |
0 |
0 |
1 |
113 |
1 |
2 |
9 |
313 |
Macroeconomic news and bond market volatility |
0 |
2 |
5 |
1,002 |
4 |
6 |
15 |
2,592 |
Nonstandard Errors |
1 |
6 |
33 |
37 |
5 |
17 |
118 |
123 |
Oil and the Stock Markets |
3 |
4 |
31 |
1,344 |
5 |
12 |
79 |
3,380 |
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks |
0 |
0 |
0 |
17 |
1 |
1 |
1 |
80 |
Potential pilot problems: Treatment spillovers in financial regulatory experiments |
1 |
1 |
1 |
12 |
3 |
3 |
5 |
74 |
Retail Trading and Return Predictability in China |
2 |
5 |
5 |
5 |
2 |
5 |
5 |
5 |
Revealing Shorts An Examination of Large Short Position Disclosures |
0 |
0 |
1 |
30 |
1 |
1 |
4 |
102 |
Shackling Short Sellers: The 2008 Shorting Ban |
1 |
5 |
6 |
54 |
2 |
8 |
21 |
233 |
Short-sale constraints and stock returns |
0 |
1 |
14 |
259 |
3 |
8 |
47 |
890 |
Shorting Restrictions: Revisiting the 1930s |
0 |
0 |
0 |
17 |
0 |
0 |
1 |
56 |
Shorting at close range: A tale of two types |
0 |
1 |
1 |
21 |
1 |
2 |
8 |
122 |
Sixteenths: direct evidence on institutional execution costs |
0 |
0 |
0 |
109 |
0 |
1 |
5 |
308 |
The Price of Diversifiable Risk in Venture Capital and Private Equity |
0 |
1 |
6 |
47 |
1 |
7 |
17 |
212 |
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues |
0 |
1 |
6 |
68 |
0 |
2 |
15 |
273 |
Tracking Retail Investor Activity |
0 |
3 |
23 |
80 |
1 |
8 |
73 |
292 |
Trade-through prohibitions and market quality |
0 |
0 |
2 |
31 |
1 |
2 |
5 |
126 |
Transaction Costs and Price Volatility: Evidence from Commission Deregulation |
3 |
5 |
8 |
282 |
4 |
7 |
18 |
602 |
Transactions, Volume, and Volatility |
1 |
2 |
12 |
478 |
2 |
4 |
21 |
1,199 |
What Do Short Sellers Know?* |
0 |
0 |
5 |
16 |
1 |
3 |
12 |
43 |
Which Shorts Are Informed? |
0 |
1 |
1 |
151 |
0 |
1 |
7 |
474 |
Total Journal Articles |
12 |
38 |
163 |
5,084 |
41 |
105 |
498 |
14,679 |