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 3 9 681
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 1 3 620 0 6 32 2,228
Does algorithmic trading improve liquidity? 0 1 3 48 1 14 108 362
Execution Costs of Institutional Equity Orders 0 0 0 1 0 0 7 917
Macroeconomic News and Bond Market Volatility 0 0 0 0 0 1 13 497
Macroeconomic News and Bond Market Volatility 0 0 0 575 0 1 15 1,601
Non-Standard Errors 0 0 0 44 1 8 44 484
Non-Standard Errors 0 0 0 27 0 3 20 171
Nonstandard Errors 0 0 0 0 3 5 22 24
Nonstandard Errors 0 0 0 0 0 3 30 35
Nonstandard errors 0 0 1 12 1 3 31 82
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 1 1 8 885
Public Information and the Persistence of Bond Market Volatility 0 1 1 206 0 2 17 934
Short Sale Constraints and Stock Returns 0 0 0 380 1 3 17 1,345
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 2 7 674
The Dividend Puzzel and Tax 0 0 0 0 0 2 4 577
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 0 25 1 4 22 171
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 0 165 0 0 15 493
Total Working Papers 0 3 8 2,249 9 61 421 12,161
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 1 352 2 4 22 1,502
Does Algorithmic Trading Improve Liquidity? 1 2 7 116 8 21 91 620
Execution Costs of Institutional Equity Orders 0 0 0 47 0 2 22 240
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 0 0 10 418
Information, trading, and volatility 0 0 0 246 1 3 12 565
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 0 113 0 0 14 327
Macroeconomic news and bond market volatility 0 0 2 1,004 3 3 27 2,620
Nonstandard Errors 1 2 8 46 5 9 53 185
Oil and the Stock Markets 3 15 52 1,401 4 25 115 3,507
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 0 1 18 2 2 10 90
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 0 12 1 1 17 91
Retail Trading and Return Predictability in China 3 5 33 45 40 103 197 220
Revealing Shorts An Examination of Large Short Position Disclosures 1 3 3 33 1 4 21 123
Shackling Short Sellers: The 2008 Shorting Ban 0 0 2 58 4 6 33 269
Short-sale constraints and stock returns 1 5 8 267 3 15 53 948
Shorting Restrictions: Revisiting the 1930s 0 0 1 18 1 2 10 66
Shorting at close range: A tale of two types 0 0 0 21 0 2 10 132
Sixteenths: direct evidence on institutional execution costs 0 0 1 110 1 2 12 322
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 1 4 53 0 3 21 238
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 1 2 2 70 2 7 21 296
Tracking Retail Investor Activity 3 9 29 112 21 65 163 463
Trade-through prohibitions and market quality 0 0 0 31 1 1 12 138
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 1 3 286 0 2 16 619
Transactions, Volume, and Volatility 0 1 8 486 2 9 49 1,249
What Do Short Sellers Know?* 1 2 4 20 1 7 15 58
When do short sellers trade? Evidence from intraday data and implications for informed trading models 0 1 6 6 8 14 46 46
Which Shorts Are Informed? 0 0 2 154 5 6 30 506
Total Journal Articles 15 49 177 5,284 116 318 1,102 15,858


Statistics updated 2026-08-07