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 2 3 6 2,198
Does algorithmic trading improve liquidity? 0 0 4 45 3 6 19 259
Execution Costs of Institutional Equity Orders 0 0 0 1 0 0 0 910
Macroeconomic News and Bond Market Volatility 0 0 0 0 0 1 6 485
Macroeconomic News and Bond Market Volatility 0 0 1 575 0 2 10 1,587
Non-Standard Errors 0 0 1 27 2 4 30 154
Non-Standard Errors 0 0 2 44 2 6 34 446
Nonstandard Errors 0 0 0 0 5 6 11 11
Nonstandard Errors 0 0 0 0 1 1 3 3
Nonstandard errors 1 1 2 12 4 9 28 56
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 0 0 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 0 2 7 1,329
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 1 1 5 150
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 1 165 0 0 4 478
Total Working Papers 1 1 15 2,242 20 41 170 11,772
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 1 3 5 1,481
Does Algorithmic Trading Improve Liquidity? 0 0 2 109 0 3 10 530
Execution Costs of Institutional Equity Orders 0 0 0 47 2 2 3 220
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 0 2 553
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 1 113 0 0 6 313
Macroeconomic news and bond market volatility 0 1 5 1,003 0 4 15 2,597
Nonstandard Errors 1 1 23 39 4 11 88 138
Oil and the Stock Markets 4 6 36 1,354 8 15 82 3,404
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 0 17 0 0 1 80
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 0 0 4 74
Retail Trading and Return Predictability in China 12 16 25 25 27 38 54 54
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 1 30 0 0 2 102
Shackling Short Sellers: The 2008 Shorting Ban 0 1 8 56 2 5 24 239
Short-sale constraints and stock returns 0 0 4 259 0 5 29 898
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 1 1 6 123
Sixteenths: direct evidence on institutional execution costs 1 1 1 110 1 3 8 312
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 1 7 49 0 5 22 219
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 0 4 68 0 1 15 275
Tracking Retail Investor Activity 2 6 18 86 9 18 64 313
Trade-through prohibitions and market quality 0 0 1 31 0 0 3 126
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 9 283 0 0 16 603
Transactions, Volume, and Volatility 0 2 9 480 2 5 19 1,205
What Do Short Sellers Know?* 0 0 1 16 0 0 8 43
Which Shorts Are Informed? 0 0 2 152 0 1 6 476
Total Journal Articles 20 35 159 5,133 57 120 492 14,842


Statistics updated 2025-10-06