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 1 5 5 677
Do Stock Prices Really Reflect Fundamental Values? The Case of REITs 0 1 2 618 1 6 12 2,204
Does algorithmic trading improve liquidity? 0 2 6 47 11 25 41 284
Execution Costs of Institutional Equity Orders 0 0 0 1 1 2 2 912
Macroeconomic News and Bond Market Volatility 0 0 0 0 1 2 7 487
Macroeconomic News and Bond Market Volatility 0 0 0 575 1 4 12 1,591
Non-Standard Errors 0 0 1 27 4 7 27 161
Non-Standard Errors 0 0 2 44 6 12 35 458
Nonstandard Errors 0 0 0 0 4 11 22 22
Nonstandard Errors 0 0 0 0 6 11 14 14
Nonstandard errors 0 0 1 12 3 7 28 63
Price Impacts and Quote Adjustment on the Nasdaq and NYSE/AMEX 0 0 0 1 1 1 2 878
Public Information and the Persistence of Bond Market Volatility 0 0 0 205 4 8 11 925
Short Sale Constraints and Stock Returns 0 0 1 380 2 4 8 1,333
Sixteenths: Direct Evidence on Institutional Execution Costs 0 0 0 0 1 2 2 669
The Dividend Puzzel and Tax 0 0 0 0 1 1 3 574
The Price of Diversifiable Risk in Venture Capital and Private Equity 0 0 0 25 0 5 8 155
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 0 0 1 165 4 5 9 483
Total Working Papers 0 3 14 2,245 52 118 248 11,890
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 8 13 1,489
Does Algorithmic Trading Improve Liquidity? 1 2 3 111 11 24 31 554
Execution Costs of Institutional Equity Orders 0 0 0 47 2 4 7 224
Factor-based, Non-parametric Risk Measurement Framework for Hedge Funds and Fund-of-Funds 0 0 0 159 2 6 6 414
Information, trading, and volatility 0 0 0 246 1 2 4 555
Island Goes Dark: Transparency, Fragmentation, and Regulation 0 0 1 113 1 3 8 316
Macroeconomic news and bond market volatility 0 0 4 1,003 3 6 19 2,603
Nonstandard Errors 1 3 16 42 5 18 65 156
Oil and the Stock Markets 5 12 34 1,366 8 24 79 3,428
Order Consolidation, Price Efficiency, and Extreme Liquidity Shocks 0 1 1 18 1 4 5 84
Potential pilot problems: Treatment spillovers in financial regulatory experiments 0 0 1 12 7 7 10 81
Retail Trading and Return Predictability in China 0 7 32 32 9 29 83 83
Revealing Shorts An Examination of Large Short Position Disclosures 0 0 0 30 1 5 6 107
Shackling Short Sellers: The 2008 Shorting Ban 0 1 9 57 1 11 30 250
Short-sale constraints and stock returns 0 3 5 262 5 13 33 911
Shorting Restrictions: Revisiting the 1930s 0 0 0 17 1 2 2 58
Shorting at close range: A tale of two types 0 0 1 21 3 5 9 128
Sixteenths: direct evidence on institutional execution costs 0 0 1 110 1 3 9 315
The Price of Diversifiable Risk in Venture Capital and Private Equity 1 2 8 51 2 7 25 226
Time Variation in Liquidity: The Role of Market‐Maker Inventories and Revenues 0 0 3 68 1 6 14 281
Tracking Retail Investor Activity 1 7 20 93 11 33 73 346
Trade-through prohibitions and market quality 0 0 1 31 2 3 6 129
Transaction Costs and Price Volatility: Evidence from Commission Deregulation 1 1 8 284 3 5 16 608
Transactions, Volume, and Volatility 0 2 8 482 5 14 28 1,219
What Do Short Sellers Know?* 1 2 3 18 1 3 9 46
When do short sellers trade? Evidence from intraday data and implications for informed trading models 0 3 4 4 2 10 11 11
Which Shorts Are Informed? 1 1 3 153 3 10 16 486
Total Journal Articles 12 47 166 5,181 93 265 617 15,108


Statistics updated 2026-01-09