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 3 4 4 676
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 1 1 2 618 3 7 11 2,203
Does algorithmic trading improve liquidity? 2 2 6 47 11 17 30 273
Execution Costs of Institutional Equity Orders 0 0 0 1 1 1 1 911
Macroeconomic News and Bond Market Volatility 0 0 0 0 1 1 6 486
Macroeconomic News and Bond Market Volatility 0 0 0 575 2 3 11 1,590
Non-Standard Errors 0 0 2 44 6 8 32 452
Non-Standard Errors 0 0 1 27 2 5 30 157
Nonstandard Errors 0 0 0 0 4 12 18 18
Nonstandard Errors 0 0 0 0 0 6 8 8
Nonstandard errors 0 1 2 12 3 8 28 60
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 4 4 7 921
Short Sale Constraints and Stock Returns 0 0 1 380 1 2 8 1,331
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 0 1 1 668
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 1 25 3 6 9 155
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 1 165 1 1 5 479
Total Working Papers 3 4 16 2,245 45 86 212 11,838
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 3 8 12 1,488
Does Algorithmic Trading Improve Liquidity? 1 1 2 110 6 13 20 543
Execution Costs of Institutional Equity Orders 0 0 0 47 0 4 5 222
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 3 4 4 412
Information, trading, and volatility 0 0 0 246 1 1 3 554
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 1 113 2 2 8 315
Macroeconomic news and bond market volatility 0 0 4 1,003 1 3 16 2,600
Nonstandard Errors 0 3 17 41 3 17 69 151
Oil and the Stock Markets 3 11 34 1,361 6 24 84 3,420
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 1 1 1 18 1 3 4 83
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 0 0 3 74
Retail Trading and Return Predictability in China 2 19 32 32 7 47 74 74
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 0 30 3 4 5 106
Shackling Short Sellers: The 2008 Shorting Ban 0 1 9 57 6 12 30 249
Short-sale constraints and stock returns 2 3 5 262 6 8 30 906
Shorting Restrictions: Revisiting the 1930s 0 0 0 17 0 1 1 57
Shorting at close range: A tale of two types 0 0 1 21 2 3 6 125
Sixteenths: direct evidence on institutional execution costs 0 1 1 110 0 3 9 314
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 1 7 50 4 5 24 224
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 0 3 68 5 5 13 280
Tracking Retail Investor Activity 2 8 20 92 13 31 69 335
Trade-through prohibitions and market quality 0 0 1 31 1 1 4 127
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 8 283 1 2 14 605
Transactions, Volume, and Volatility 1 2 10 482 3 11 25 1,214
What Do Short Sellers Know?* 1 1 2 17 2 2 9 45
When do short sellers trade? Evidence from intraday data and implications for informed trading models 1 4 4 4 3 9 9 9
Which Shorts Are Informed? 0 0 2 152 5 7 13 483
Total Journal Articles 14 56 165 5,169 87 230 563 15,015


Statistics updated 2025-12-06