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 1 5 677
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 0 2 618 1 9 20 2,212
Does algorithmic trading improve liquidity? 0 0 5 47 16 51 77 324
Execution Costs of Institutional Equity Orders 0 0 0 1 1 5 6 916
Macroeconomic News and Bond Market Volatility 0 0 0 575 1 3 14 1,593
Macroeconomic News and Bond Market Volatility 0 0 0 0 5 8 13 494
Non-Standard Errors 0 0 0 27 0 6 20 163
Non-Standard Errors 0 0 2 44 4 18 38 470
Nonstandard Errors 0 0 0 0 0 5 23 23
Nonstandard Errors 0 0 0 0 1 8 16 16
Nonstandard errors 0 0 1 12 2 11 28 71
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 1 7 8 884
Public Information and the Persistence of Bond Market Volatility 0 0 0 205 0 6 11 927
Short Sale Constraints and Stock Returns 0 0 0 380 1 10 14 1,341
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 1 4 5 672
The Dividend Puzzel and Tax 0 0 0 0 0 2 2 575
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 0 25 0 8 14 163
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 1 165 0 7 12 486
Total Working Papers 0 0 11 2,245 34 169 326 12,007
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 5 17 1,493
Does Algorithmic Trading Improve Liquidity? 1 3 5 113 10 33 53 576
Execution Costs of Institutional Equity Orders 0 0 0 47 0 12 17 234
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 0 3 7 415
Information, trading, and volatility 0 0 0 246 0 4 7 558
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 0 113 2 11 15 326
Macroeconomic news and bond market volatility 0 0 3 1,003 2 11 25 2,611
Nonstandard Errors 0 1 11 42 6 16 61 167
Oil and the Stock Markets 3 12 33 1,373 7 26 78 3,446
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 1 18 0 2 6 85
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 3 15 18 89
Retail Trading and Return Predictability in China 3 4 36 36 8 24 98 98
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 0 30 5 10 15 116
Shackling Short Sellers: The 2008 Shorting Ban 0 0 8 57 1 7 31 256
Short-sale constraints and stock returns 0 0 4 262 4 17 41 923
Shorting Restrictions: Revisiting the 1930s 1 1 1 18 1 5 6 62
Shorting at close range: A tale of two types 0 0 1 21 0 5 10 130
Sixteenths: direct evidence on institutional execution costs 0 0 1 110 1 4 11 318
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 1 5 51 1 6 25 230
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 0 1 68 0 3 12 283
Tracking Retail Investor Activity 4 7 22 99 11 33 84 368
Trade-through prohibitions and market quality 0 0 0 31 0 7 10 134
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 1 2 8 285 1 9 19 614
Transactions, Volume, and Volatility 2 3 9 485 2 21 40 1,235
What Do Short Sellers Know?* 0 1 2 18 1 2 7 47
When do short sellers trade? Evidence from intraday data and implications for informed trading models 0 0 4 4 3 11 20 20
Which Shorts Are Informed? 0 1 3 153 1 7 17 490
Total Journal Articles 15 36 159 5,205 71 309 750 15,324


Statistics updated 2026-03-04